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ENDW vs. DYTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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ENDW vs. DYTA - Yearly Performance Comparison


2026 (YTD)2025
ENDW
Cambria Endowment Style ETF
3.42%30.77%
DYTA
SGI Dynamic Tactical ETF
-4.29%10.95%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly higher than DYTA's -4.29% return.


ENDW

1D
1.81%
1M
-4.20%
YTD
3.42%
6M
7.27%
1Y
3Y*
5Y*
10Y*

DYTA

1D
3.05%
1M
-5.52%
YTD
-4.29%
6M
-2.16%
1Y
2.73%
3Y*
7.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENDW vs. DYTA - Expense Ratio Comparison

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


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

DYTA
DYTA Risk / Return Rank: 2020
Overall Rank
DYTA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DYTA Sortino Ratio Rank: 1717
Sortino Ratio Rank
DYTA Omega Ratio Rank: 1919
Omega Ratio Rank
DYTA Calmar Ratio Rank: 1919
Calmar Ratio Rank
DYTA Martin Ratio Rank: 2323
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.

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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ENDW vs. DYTA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ENDWDYTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

3.24

0.75

+2.49

Correlation

The correlation between ENDW and DYTA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ENDW vs. DYTA - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, more than DYTA's 1.71% yield.


TTM202520242023
ENDW
Cambria Endowment Style ETF
2.34%1.91%0.00%0.00%
DYTA
SGI Dynamic Tactical ETF
1.71%1.64%10.80%0.89%

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.


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Drawdown Indicators


ENDWDYTADifference

Max Drawdown

Largest peak-to-trough decline

-6.44%

-9.41%

+2.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.33%

Current Drawdown

Current decline from peak

-4.36%

-6.57%

+2.21%

Average Drawdown

Average peak-to-trough decline

-0.82%

-2.28%

+1.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.81%

Volatility

ENDW vs. DYTA - Volatility Comparison


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Volatility by Period


ENDWDYTADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.53%

Volatility (1Y)

Calculated over the trailing 1-year period

11.36%

9.88%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.36%

10.87%

+0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.36%

10.87%

+0.49%