EYLD vs. EVLU
EYLD (Cambria Emerging Shareholder Yield ETF) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds. EYLD is actively managed, while EVLU is passively managed. Over the past year, EYLD returned 37.65% vs 59.59% for EVLU. A 0.80 correlation means they provide meaningful diversification when combined. EYLD charges 0.65%/yr vs 0.35%/yr for EVLU.
Performance
EYLD vs. EVLU - Performance Comparison
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Returns By Period
In the year-to-date period, EYLD achieves a 20.89% return, which is significantly lower than EVLU's 28.98% return.
EYLD
- 1D
- -3.97%
- 1M
- 1.24%
- YTD
- 20.89%
- 6M
- 21.27%
- 1Y
- 37.65%
- 3Y*
- 24.14%
- 5Y*
- 9.26%
- 10Y*
- —
EVLU
- 1D
- -3.07%
- 1M
- 3.10%
- YTD
- 28.98%
- 6M
- 30.29%
- 1Y
- 59.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EYLD vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 20.89% | 29.39% | -4.83% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 28.98% | 38.54% | 1.21% |
Correlation
The correlation between EYLD and EVLU is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.80 |
The correlation between EYLD and EVLU has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
EYLD vs. EVLU — Risk / Return Rank
EYLD
EVLU
EYLD vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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 | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.04 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.53 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 4.64 | -1.05 |
| Martin ratioReturn relative to average drawdown | 12.91 | 16.27 | -3.36 |
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Drawdowns
EYLD vs. EVLU - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for EYLD and EVLU.
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Drawdown Indicators
| EYLD | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -17.17% | -24.65% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -12.90% | +2.38% |
Max Drawdown (3Y)Largest decline over 3 years | -20.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.39% | — | — |
Current DrawdownCurrent decline from peak | -5.47% | -5.94% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -10.24% | -3.52% | -6.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.67% | -0.75% |
Volatility
EYLD vs. EVLU - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) and iShares MSCI Emerging Markets Value Factor ETF (EVLU) have volatilities of 9.70% and 9.29%, 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.
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Volatility by Period
| EYLD | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.70% | 9.29% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 17.09% | 17.64% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.57% | 20.18% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 20.36% | -1.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.78% | 20.36% | +1.42% |
EYLD vs. EVLU - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is higher than EVLU's 0.35% expense ratio.
Dividends
EYLD vs. EVLU - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 5.03%, more than EVLU's 3.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.77% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EYLD Cambria Emerging Shareholder Yield ETF | 5.03% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
Frequently Asked Questions
EYLD and EVLU have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EYLD has higher volatility (9.70%) compared to EVLU (9.29%). In terms of maximum drawdown, EYLD dropped -41.82% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 59.59% vs 37.65% for EYLD. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 9.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 59.59% return vs 37.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.65% for EYLD.
EYLD has the higher dividend yield at 5.03%, compared with 3.77% for EVLU.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.65% for EYLD and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (2.97 vs 1.93), 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.
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