EYLD vs. ECOW
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and Pacer Emerging Markets Cash Cows 100 ETF (ECOW).
EYLD and ECOW 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. ECOW is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer Emerging Markets Cash Cows 100 Index. It was launched on May 2, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EYLD or ECOW.
Performance
EYLD vs. ECOW - Performance Comparison
Returns By Period
In the year-to-date period, EYLD achieves a 7.91% return, which is significantly higher than ECOW's 6.15% return.
EYLD
7.91%
-3.71%
-6.08%
14.82%
6.68%
N/A
ECOW
6.15%
-3.73%
-2.33%
11.44%
2.18%
N/A
Key characteristics
| EYLD | ECOW | |
|---|---|---|
| Sharpe Ratio | 0.84 | 0.66 |
| Sortino Ratio | 1.23 | 1.03 |
| Omega Ratio | 1.15 | 1.12 |
| Calmar Ratio | 1.11 | 0.57 |
| Martin Ratio | 3.79 | 2.52 |
| Ulcer Index | 3.34% | 4.32% |
| Daily Std Dev | 15.05% | 16.52% |
| Max Drawdown | -41.82% | -40.27% |
| Current Drawdown | -7.69% | -9.48% |
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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.
Correlation
The correlation between EYLD and ECOW is 0.67, 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.
Risk-Adjusted Performance
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.
Dividends
EYLD vs. ECOW - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 3.94%, less than ECOW's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 3.94% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% |
ECOW Pacer Emerging Markets Cash Cows 100 ETF | 5.15% | 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.
Volatility
EYLD vs. ECOW - Volatility Comparison
The current volatility for Cambria Emerging Shareholder Yield ETF (EYLD) is 4.58%, while Pacer Emerging Markets Cash Cows 100 ETF (ECOW) has a volatility of 5.28%. This indicates that EYLD experiences smaller price fluctuations and is considered to be less risky than ECOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.