ENDW vs. DYTA

Last updated Jun 23, 2026

ENDW (Cambria Endowment Style ETF) and DYTA (SGI Dynamic Tactical ETF) are both Global Allocation funds. Both are actively managed. Over the past year, ENDW returned 28.02% vs 16.87% for DYTA. A 0.80 correlation means they provide meaningful diversification when combined. ENDW charges 0.29%/yr vs 1.04%/yr for DYTA.

Performance

ENDW vs. DYTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and SGI Dynamic Tactical ETF (DYTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENDW achieves a 9.96% return, which is significantly higher than DYTA's 8.98% return.

ENDW

• 1D: -0.02%
• 1M: 0.17%
• YTD: 9.96%
• 6M: 9.56%
• 1Y: 28.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DYTA

• 1D: 0.38%
• 1M: 2.63%
• YTD: 8.98%
• 6M: 8.97%
• 1Y: 16.87%
• 3Y*: 11.99%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENDW vs. DYTA - Yearly Performance Comparison

	2026 (YTD)	2025
ENDW Cambria Endowment Style ETF	9.96%	29.25%
DYTA SGI Dynamic Tactical ETF	8.98%	9.39%

Correlation

The correlation between ENDW and DYTA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025	0.80

The correlation between ENDW and DYTA has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

Return for Risk

ENDW vs. DYTA — Risk / Return Rank

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

ENDW

ENDW Risk / Return Rank: 85
ENDW Sharpe Ratio Rank: 86
ENDW Sortino Ratio Rank: 85
ENDW Omega Ratio Rank: 85
ENDW Calmar Ratio Rank: 84
ENDW Martin Ratio Rank: 86

DYTA

DYTA Risk / Return Rank: 50
DYTA Sharpe Ratio Rank: 49
DYTA Sortino Ratio Rank: 48
DYTA Omega Ratio Rank: 62
DYTA Calmar Ratio Rank: 37
DYTA Martin Ratio Rank: 55

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.

ENDW vs. DYTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and SGI Dynamic Tactical ETF (DYTA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ENDW	DYTA	Difference
Sharpe ratio: Return per unit of total volatility	2.70	1.65	+1.05
Sortino ratio: Return per unit of downside risk	3.62	2.33	+1.30
Omega ratio: Gain probability vs. loss probability	1.49	1.36	+0.13
Calmar ratio: Return relative to maximum drawdown	4.37	1.82	+2.56
Martin ratio: Return relative to average drawdown	17.53	9.24	+8.29

ENDW vs. DYTA - Sharpe Ratio Comparison

The current ENDW Sharpe Ratio is 2.70, which is higher than the DYTA Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of ENDW and DYTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ENDW vs. DYTA - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum DYTA drawdown of -9.41%. Use the drawdown chart below to compare losses from any high point for ENDW and DYTA.

Drawdown Indicators

	ENDW	DYTA	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-9.41%	+2.97%
Max Drawdown (1Y) Largest decline over 1 year	-6.44%	-9.33%	+2.89%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.41%	—
Current Drawdown Current decline from peak	-1.34%	0.00%	-1.34%
Average Drawdown Average peak-to-trough decline	-0.83%	-2.19%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.83%	-0.23%

Volatility

ENDW vs. DYTA - Volatility Comparison

Cambria Endowment Style ETF (ENDW) and SGI Dynamic Tactical ETF (DYTA) have volatilities of 3.55% and 3.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENDW	DYTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	3.68%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	8.11%	9.92%	-1.81%
Volatility (1Y) Calculated over the trailing 1-year period	10.45%	10.26%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.22%	10.91%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.22%	10.91%	+0.31%

ENDW vs. DYTA - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than DYTA's 1.04% expense ratio.

Dividends

ENDW vs. DYTA - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.20%, more than DYTA's 1.50% yield.

Position	TTM	2025	2024	2023
DYTA SGI Dynamic Tactical ETF	1.50%	1.64%	10.80%	0.89%
ENDW Cambria Endowment Style ETF	2.20%	1.91%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ENDW and DYTA in my portfolio?

ENDW and DYTA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENDW or DYTA?

DYTA has higher volatility (3.68%) compared to ENDW (3.55%). In terms of maximum drawdown, ENDW dropped -6.44% vs DYTA's -9.41%.

Which ETF is better, ENDW or DYTA?

On 1-year performance, ENDW leads with 28.02% vs 16.87% for DYTA. On fees, ENDW is cheaper at 0.29% per year. On volatility, ENDW has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ENDW or DYTA?

Over the 1-year period, ENDW has performed better with a 28.02% return vs 16.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ENDW or DYTA?

ENDW is cheaper with a 0.29% expense ratio, compared with 1.04% for DYTA.

Which ETF pays a higher dividend yield, ENDW or DYTA?

ENDW has the higher dividend yield at 2.20%, compared with 1.50% for DYTA.

What is the main difference between ENDW and DYTA?

They also come from different issuers: Cambria and Summit Global Investments. Their fees differ too: 0.29% for ENDW and 1.04% for DYTA.

Which has better risk-adjusted returns?

ENDW currently has the higher Sharpe Ratio (2.70 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.