EYLD vs. DEM
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and WisdomTree Emerging Markets Equity Income Fund (DEM).
EYLD and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EYLD is an actively managed fund by Cambria. It was launched on Jul 14, 2016. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EYLD or DEM.
Key characteristics
| EYLD | DEM | |
|---|---|---|
| YTD Return | 15.16% | 9.06% |
| 1Y Return | 33.91% | 23.14% |
| 3Y Return (Ann) | 4.75% | 5.84% |
| 5Y Return (Ann) | 10.10% | 7.31% |
| Sharpe Ratio | 2.33 | 1.63 |
| Daily Std Dev | 14.22% | 13.45% |
| Max Drawdown | -41.82% | -51.85% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EYLD and DEM 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
EYLD vs. DEM - Performance Comparison
In the year-to-date period, EYLD achieves a 15.16% return, which is significantly higher than DEM's 9.06% 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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EYLD vs. DEM - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is higher than DEM's 0.63% expense ratio.
Risk-Adjusted Performance
EYLD vs. DEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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
EYLD vs. DEM - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 4.87%, less than DEM's 5.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 4.87% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% | 0.00% | 0.00% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.35% | 5.49% | 8.62% | 5.87% | 4.21% | 4.79% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
Drawdowns
EYLD vs. DEM - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for EYLD and DEM. For additional features, visit the drawdowns tool.
Volatility
EYLD vs. DEM - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) and WisdomTree Emerging Markets Equity Income Fund (DEM) have volatilities of 2.84% and 2.87%, 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.