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EDIV vs. EYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDIV vs. EYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and Cambria Emerging Shareholder Yield ETF (EYLD). The values are adjusted to include any dividend payments, if applicable.

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EDIV vs. EYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIV
SPDR S&P Emerging Markets Dividend ETF
1.66%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%
EYLD
Cambria Emerging Shareholder Yield ETF
8.65%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%

Returns By Period

In the year-to-date period, EDIV achieves a 1.66% return, which is significantly lower than EYLD's 8.65% return.


EDIV

1D
2.23%
1M
-7.27%
YTD
1.66%
6M
3.11%
1Y
16.06%
3Y*
20.08%
5Y*
10.60%
10Y*
8.38%

EYLD

1D
3.16%
1M
-7.14%
YTD
8.65%
6M
15.08%
1Y
38.64%
3Y*
19.59%
5Y*
7.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDIV vs. EYLD - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is lower than EYLD's 0.65% expense ratio.


Return for Risk

EDIV vs. EYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDIV
EDIV Risk / Return Rank: 6565
Overall Rank
EDIV Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 6868
Sortino Ratio Rank
EDIV Omega Ratio Rank: 6767
Omega Ratio Rank
EDIV Calmar Ratio Rank: 6363
Calmar Ratio Rank
EDIV Martin Ratio Rank: 5959
Martin Ratio Rank

EYLD
EYLD Risk / Return Rank: 9191
Overall Rank
EYLD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 9191
Sortino Ratio Rank
EYLD Omega Ratio Rank: 9292
Omega Ratio Rank
EYLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
EYLD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDIV vs. EYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Cambria Emerging Shareholder Yield ETF (EYLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EDIVEYLDDifference

Sharpe ratio

Return per unit of total volatility

1.17

2.09

-0.92

Sortino ratio

Return per unit of downside risk

1.65

2.62

-0.97

Omega ratio

Gain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratio

Return relative to maximum drawdown

1.50

2.71

-1.21

Martin ratio

Return relative to average drawdown

5.52

12.03

-6.51

EDIV vs. EYLD - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 1.17, which is lower than the EYLD Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EDIV and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EDIVEYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

2.09

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.44

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.50

-0.35

Correlation

The correlation between EDIV and EYLD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EDIV vs. EYLD - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.71%, less than EYLD's 5.57% yield.


TTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.71%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
EYLD
Cambria Emerging Shareholder Yield ETF
5.57%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%0.00%

Drawdowns

EDIV vs. EYLD - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for EDIV and EYLD.


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Drawdown Indicators


EDIVEYLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-41.82%

-11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-13.65%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-30.26%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-8.36%

-7.70%

-0.66%

Average Drawdown

Average peak-to-trough decline

-19.53%

-10.43%

-9.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.08%

-0.26%

Volatility

EDIV vs. EYLD - Volatility Comparison

The current volatility for SPDR S&P Emerging Markets Dividend ETF (EDIV) is 6.31%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 9.30%. This indicates that EDIV experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDIVEYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

9.30%

-2.99%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

12.90%

-3.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

18.61%

-4.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.81%

18.10%

-4.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

21.62%

-4.04%