EYLD vs. EPI
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and WisdomTree India Earnings Fund (EPI).
EYLD and EPI 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. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EYLD or EPI.
Performance
EYLD vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, EYLD achieves a 8.67% return, which is significantly lower than EPI's 11.66% return.
EYLD
8.67%
-3.24%
-4.29%
15.20%
6.83%
N/A
EPI
11.66%
-4.01%
-1.51%
21.85%
15.68%
8.54%
Key characteristics
| EYLD | EPI | |
|---|---|---|
| Sharpe Ratio | 1.05 | 1.32 |
| Sortino Ratio | 1.50 | 1.67 |
| Omega Ratio | 1.19 | 1.26 |
| Calmar Ratio | 1.37 | 2.09 |
| Martin Ratio | 4.63 | 6.90 |
| Ulcer Index | 3.37% | 3.16% |
| Daily Std Dev | 14.95% | 16.55% |
| Max Drawdown | -41.82% | -66.21% |
| Current Drawdown | -7.04% | -9.92% |
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EYLD vs. EPI - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between EYLD and EPI is 0.49, 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. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and WisdomTree India Earnings Fund (EPI). 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. EPI - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 3.92%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 3.92% | 5.54% | 6.97% | 7.27% | 3.01% | 4.21% | 7.86% | 2.77% | 0.75% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
EYLD vs. EPI - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EYLD and EPI. For additional features, visit the drawdowns tool.
Volatility
EYLD vs. EPI - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 4.54% compared to WisdomTree India Earnings Fund (EPI) at 3.85%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.