EYLD vs. DEHP

Last updated Aug 2, 2026

EYLD (Cambria Emerging Shareholder Yield ETF) and DEHP (Dimensional Emerging Markets High Profitability ETF) are both Emerging Markets Equities funds. Both are actively managed. Over the past 3 years, EYLD returned 21.05%/yr vs 19.29%/yr for DEHP. Their 0.77 correlation means they have sometimes moved together and sometimes differently. EYLD charges 0.65%/yr vs 0.41%/yr for DEHP.

Performance

EYLD vs. DEHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and Dimensional Emerging Markets High Profitability ETF (DEHP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EYLD achieves a 19.91% return, which is significantly lower than DEHP's 21.21% return.

EYLD

• 1D: -0.98%
• 1M: -0.50%
• 6M: 9.72%
• YTD: 19.91%
• 1Y: 33.83%
• 3Y*: 21.05%
• 5Y*: 9.40%
• 10Y*: 11.22%
• ALL TIME*: 11.39%

DEHP

• 1D: 0.62%
• 1M: -5.17%
• 6M: 11.94%
• YTD: 21.21%
• 1Y: 40.81%
• 3Y*: 19.29%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.35%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEHP Dimensional Emerging Markets High Profitability ETF	$1.33M	$1.77M	$1.71M
EYLD Cambria Emerging Shareholder Yield ETF	$3.51M	$3.95M	$5.12M

EYLD vs. DEHP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EYLD Cambria Emerging Shareholder Yield ETF	19.91%	29.39%	4.72%	18.77%	1.72%
DEHP Dimensional Emerging Markets High Profitability ETF	21.21%	32.86%	4.47%	12.31%	-9.73%

Correlation

The correlation between EYLD and DEHP is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022	0.77

The correlation between EYLD and DEHP has been stable across timeframes, ranging from 0.76 to 0.77 - a consistent structural relationship.

EYLD vs. DEHP - Sectors Allocation Comparison

Sectors	EYLD	DEHP
Financial Services	27.0%	5.5%
Technology	19.5%	50.8%
Industrials	15.1%	9.6%
Energy	9.3%	3.6%
Consumer Cyclical	8.2%	7.2%
Communication Services	5.3%	10.3%
Utilities	5.0%	0.5%
Consumer Defensive	3.2%	3.6%
Basic Materials	2.8%	6.1%
Healthcare	2.8%	2.4%
Real Estate	1.8%	0.3%

Return for Risk

EYLD vs. DEHP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EYLD

EYLD Risk / Return Rank: 75
EYLD Sharpe Ratio Rank: 73
EYLD Sortino Ratio Rank: 69
EYLD Omega Ratio Rank: 73
EYLD Calmar Ratio Rank: 84
EYLD Martin Ratio Rank: 77

DEHP

DEHP Risk / Return Rank: 65
DEHP Sharpe Ratio Rank: 65
DEHP Sortino Ratio Rank: 60
DEHP Omega Ratio Rank: 67
DEHP Calmar Ratio Rank: 67
DEHP Martin Ratio Rank: 68

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EYLD vs. DEHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Dimensional Emerging Markets High Profitability ETF (DEHP). 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.

	EYLD	DEHP	Difference
Sharpe ratio: Return per unit of total volatility	1.65	1.50	+0.15
Sortino ratio: Return per unit of downside risk	2.26	2.03	+0.23
Omega ratio: Gain probability vs. loss probability	1.30	1.28	+0.02
Calmar ratio: Return relative to maximum drawdown	3.18	2.33	+0.84
Martin ratio: Return relative to average drawdown	9.68	8.29	+1.38

EYLD vs. DEHP - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 1.65, which is comparable to the DEHP Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EYLD and DEHP, 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

EYLD vs. DEHP - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, which is greater than DEHP's maximum drawdown of -22.90%. Use the drawdown chart below to compare losses from any high point for EYLD and DEHP.

Drawdown Indicators

	EYLD	DEHP	Difference
Max Drawdown Largest peak-to-trough decline	-41.82%	-22.90%	-18.92%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-17.25%	+6.73%
Max Drawdown (3Y) Largest decline over 3 years	-20.89%	-19.14%	-1.75%
Max Drawdown (5Y) Largest decline over 5 years	-29.27%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.82%	—	—
Current Drawdown Current decline from peak	-6.24%	-13.14%	+6.90%
Average Drawdown Average peak-to-trough decline	-10.20%	-5.83%	-4.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	4.84%	-1.39%

Volatility

EYLD vs. DEHP - Volatility Comparison

The current volatility for Cambria Emerging Shareholder Yield ETF (EYLD) is 6.88%, while Dimensional Emerging Markets High Profitability ETF (DEHP) has a volatility of 10.35%. This indicates that EYLD experiences smaller price fluctuations and is considered to be less risky than DEHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EYLD	DEHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.88%	10.35%	-3.47%
Volatility (6M) Calculated over the trailing 6-month period	18.10%	24.84%	-6.74%
Volatility (1Y) Calculated over the trailing 1-year period	20.31%	26.76%	-6.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.57%	20.06%	-1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.08%	20.06%	-0.98%

EYLD vs. DEHP - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than DEHP's 0.41% expense ratio.

Dividends

EYLD vs. DEHP - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.08%, more than DEHP's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DEHP Dimensional Emerging Markets High Profitability ETF	1.44%	1.73%	2.44%	2.84%	1.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EYLD Cambria Emerging Shareholder Yield ETF	5.08%	5.40%	5.16%	5.54%	6.97%	7.27%	3.02%	4.21%	7.87%	2.77%	0.75%

Frequently Asked Questions

Can I hold both EYLD and DEHP in my portfolio?

EYLD and DEHP have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EYLD or DEHP?

DEHP has higher volatility (10.35%) compared to EYLD (6.88%). In terms of maximum drawdown, EYLD dropped -41.82% vs DEHP's -22.90%.

Which ETF is better, EYLD or DEHP?

On 3-year performance, EYLD leads with 21.05% vs 19.29% for DEHP. On fees, DEHP is cheaper at 0.41% per year. On volatility, EYLD has been the lower-risk option at 6.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EYLD or DEHP?

Over the 3-year period, EYLD has performed better with a 21.05% return vs 19.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EYLD or DEHP?

DEHP is cheaper with a 0.41% expense ratio, compared with 0.65% for EYLD.

Which ETF pays a higher dividend yield, EYLD or DEHP?

EYLD has the higher dividend yield at 5.08%, compared with 1.44% for DEHP.

What is the main difference between EYLD and DEHP?

They also come from different issuers: Cambria and Dimensional. Their fees differ too: 0.65% for EYLD and 0.41% for DEHP.

Which has better risk-adjusted returns?

EYLD currently has the higher Sharpe Ratio (1.65 vs 1.50), 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.