EYLD vs. EWX
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and SPDR S&P Emerging Markets Small Cap ETF (EWX).
EYLD and EWX 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. EWX is a passively managed fund by State Street that tracks the performance of the S&P Emerging Markets Under USD2 Billion Index. It was launched on May 12, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EYLD or EWX.
Key characteristics
| EYLD | EWX | |
|---|---|---|
| YTD Return | 15.57% | 4.52% |
| 1Y Return | 34.54% | 18.71% |
| 3Y Return (Ann) | 4.60% | 3.95% |
| 5Y Return (Ann) | 10.17% | 10.02% |
| Sharpe Ratio | 2.41 | 1.51 |
| Daily Std Dev | 14.20% | 12.07% |
| Max Drawdown | -41.82% | -63.90% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between EYLD and EWX is 0.68, 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. EWX - Performance Comparison
In the year-to-date period, EYLD achieves a 15.57% return, which is significantly higher than EWX's 4.52% 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. EWX - Expense Ratio Comparison
Both EYLD and EWX have an expense ratio of 0.65%.
Risk-Adjusted Performance
EYLD vs. EWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and SPDR S&P Emerging Markets Small Cap ETF (EWX). 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. EWX - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 4.85%, more than EWX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 4.85% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% | 0.00% | 0.00% | 0.00% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.22% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% | 2.74% | 2.33% |
Drawdowns
EYLD vs. EWX - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum EWX drawdown of -63.90%. Use the drawdown chart below to compare losses from any high point for EYLD and EWX. For additional features, visit the drawdowns tool.
Volatility
EYLD vs. EWX - Volatility Comparison
The current volatility for Cambria Emerging Shareholder Yield ETF (EYLD) is 2.71%, while SPDR S&P Emerging Markets Small Cap ETF (EWX) has a volatility of 3.08%. This indicates that EYLD experiences smaller price fluctuations and is considered to be less risky than EWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.