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EYLD vs. ECOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EYLD and ECOW is 0.46, 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. ECOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

EYLD:

-0.12

ECOW:

0.24

Sortino Ratio

EYLD:

-0.02

ECOW:

0.52

Omega Ratio

EYLD:

1.00

ECOW:

1.07

Calmar Ratio

EYLD:

-0.10

ECOW:

0.28

Martin Ratio

EYLD:

-0.29

ECOW:

0.69

Ulcer Index

EYLD:

7.11%

ECOW:

7.62%

Daily Std Dev

EYLD:

18.81%

ECOW:

18.88%

Max Drawdown

EYLD:

-41.82%

ECOW:

-40.27%

Current Drawdown

EYLD:

-5.75%

ECOW:

-5.22%

Returns By Period

In the year-to-date period, EYLD achieves a 5.21% return, which is significantly lower than ECOW's 7.73% return.


EYLD

YTD

5.21%

1M

12.81%

6M

-0.05%

1Y

-2.20%

5Y*

11.72%

10Y*

N/A

ECOW

YTD

7.73%

1M

11.07%

6M

2.12%

1Y

4.31%

5Y*

8.27%

10Y*

N/A

*Annualized

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EYLD vs. ECOW - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is lower than ECOW's 0.70% expense ratio.


Risk-Adjusted Performance

EYLD vs. ECOW — Risk-Adjusted Performance Rank

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

EYLD
The Risk-Adjusted Performance Rank of EYLD is 1414
Overall Rank
The Sharpe Ratio Rank of EYLD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of EYLD is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EYLD is 1414
Omega Ratio Rank
The Calmar Ratio Rank of EYLD is 1313
Calmar Ratio Rank
The Martin Ratio Rank of EYLD is 1414
Martin Ratio Rank

ECOW
The Risk-Adjusted Performance Rank of ECOW is 3838
Overall Rank
The Sharpe Ratio Rank of ECOW is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ECOW is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ECOW is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ECOW is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ECOW is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EYLD vs. ECOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW). 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.


The current EYLD Sharpe Ratio is -0.12, which is lower than the ECOW Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of EYLD and ECOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

EYLD vs. ECOW - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 4.29%, less than ECOW's 6.69% yield.


TTM202420232022202120202019201820172016
EYLD
Cambria Emerging Shareholder Yield ETF
4.29%5.16%5.54%6.97%7.27%3.01%4.21%7.86%2.77%0.75%
ECOW
Pacer Emerging Markets Cash Cows 100 ETF
6.69%7.34%5.46%7.50%4.39%3.35%8.07%0.00%0.00%0.00%

Drawdowns

EYLD vs. ECOW - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, roughly equal to the maximum ECOW drawdown of -40.27%. Use the drawdown chart below to compare losses from any high point for EYLD and ECOW. For additional features, visit the drawdowns tool.


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Volatility

EYLD vs. ECOW - Volatility Comparison

Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 5.61% compared to Pacer Emerging Markets Cash Cows 100 ETF (ECOW) at 4.12%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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