EWX vs. EYLD
Compare and contrast key facts about SPDR S&P Emerging Markets Small Cap ETF (EWX) and Cambria Emerging Shareholder Yield ETF (EYLD).
EWX and EYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWX is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Under USD2 Billion Index. It was launched on May 12, 2008. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWX or EYLD.
Key characteristics
| EWX | EYLD | |
|---|---|---|
| YTD Return | 8.39% | 7.25% |
| 1Y Return | 16.44% | 17.17% |
| 3Y Return (Ann) | 2.61% | 2.87% |
| 5Y Return (Ann) | 9.34% | 6.78% |
| Sharpe Ratio | 1.12 | 1.04 |
| Sortino Ratio | 1.55 | 1.52 |
| Omega Ratio | 1.21 | 1.19 |
| Calmar Ratio | 1.82 | 1.21 |
| Martin Ratio | 5.76 | 5.20 |
| Ulcer Index | 2.91% | 3.09% |
| Daily Std Dev | 14.87% | 15.47% |
| Max Drawdown | -63.90% | -41.82% |
| Current Drawdown | -6.26% | -8.25% |
Correlation
The correlation between EWX and EYLD is 0.69, 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.
Performance
EWX vs. EYLD - Performance Comparison
In the year-to-date period, EWX achieves a 8.39% return, which is significantly higher than EYLD's 7.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EWX vs. EYLD - Expense Ratio Comparison
Both EWX and EYLD have an expense ratio of 0.65%.
Risk-Adjusted Performance
EWX vs. EYLD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Small Cap ETF (EWX) 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.
Dividends
EWX vs. EYLD - Dividend Comparison
EWX's dividend yield for the trailing twelve months is around 2.10%, less than EYLD's 3.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.10% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
EYLD Cambria Emerging Shareholder Yield ETF | 3.97% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% | 0.00% | 0.00% | 0.00% |
Drawdowns
EWX vs. EYLD - Drawdown Comparison
The maximum EWX drawdown since its inception was -63.90%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for EWX and EYLD. For additional features, visit the drawdowns tool.
Volatility
EWX vs. EYLD - Volatility Comparison
SPDR S&P Emerging Markets Small Cap ETF (EWX) and Cambria Emerging Shareholder Yield ETF (EYLD) have volatilities of 5.14% and 5.03%, 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.