EYLD vs. FTHF

Last updated Aug 2, 2026

EYLD (Cambria Emerging Shareholder Yield ETF) and FTHF (First Trust Emerging Markets Human Flourishing ETF) are both Emerging Markets Equities funds. EYLD is actively managed, while FTHF is passively managed. Over the past year, EYLD returned 33.83% vs 75.55% for FTHF. Their 0.76 correlation means they have sometimes moved together and sometimes differently. EYLD charges 0.65%/yr vs 0.75%/yr for FTHF.

Performance

EYLD vs. FTHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and First Trust Emerging Markets Human Flourishing ETF (FTHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EYLD achieves a 19.91% return, which is significantly lower than FTHF's 34.68% return.

EYLD

• 1D: -0.98%
• 1M: -0.50%
• 6M: 9.72%
• YTD: 19.91%
• 1Y: 33.83%
• 3Y*: 21.05%
• 5Y*: 9.40%
• 10Y*: 11.22%
• ALL TIME*: 11.39%

FTHF

• 1D: 0.45%
• 1M: -5.25%
• 6M: 17.86%
• YTD: 34.68%
• 1Y: 75.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 37.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EYLD Cambria Emerging Shareholder Yield ETF	$3.51M	$3.95M	$5.12M
FTHF First Trust Emerging Markets Human Flourishing ETF	$333.76K	$497.21K	$541.76K

EYLD vs. FTHF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
EYLD Cambria Emerging Shareholder Yield ETF	19.91%	29.39%	4.72%	13.47%
FTHF First Trust Emerging Markets Human Flourishing ETF	34.68%	65.30%	-8.14%	18.14%

Correlation

The correlation between EYLD and FTHF is 0.81, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.81
Correlation (All Time) Calculated using the full available price history since Oct 31, 2023	0.76

The correlation between EYLD and FTHF has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

EYLD vs. FTHF - Sectors Allocation Comparison

Sectors	EYLD	FTHF
Financial Services	27.0%	25.0%
Technology	19.5%	50.9%
Industrials	15.1%	5.4%
Energy	9.3%	4.6%
Consumer Cyclical	8.2%	0.6%
Communication Services	5.3%	0.8%
Utilities	5.0%	1.8%
Consumer Defensive	3.2%	3.0%
Basic Materials	2.8%	7.5%
Healthcare	2.8%	0.5%
Real Estate	1.8%	-

Return for Risk

EYLD vs. FTHF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EYLD

EYLD Risk / Return Rank: 75
EYLD Sharpe Ratio Rank: 73
EYLD Sortino Ratio Rank: 69
EYLD Omega Ratio Rank: 73
EYLD Calmar Ratio Rank: 84
EYLD Martin Ratio Rank: 77

FTHF

FTHF Risk / Return Rank: 87
FTHF Sharpe Ratio Rank: 89
FTHF Sortino Ratio Rank: 82
FTHF Omega Ratio Rank: 87
FTHF Calmar Ratio Rank: 88
FTHF Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EYLD vs. FTHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and First Trust Emerging Markets Human Flourishing ETF (FTHF). 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	FTHF	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.21	-0.55
Sortino ratio: Return per unit of downside risk	2.26	2.69	-0.44
Omega ratio: Gain probability vs. loss probability	1.30	1.38	-0.08
Calmar ratio: Return relative to maximum drawdown	3.18	3.59	-0.41
Martin ratio: Return relative to average drawdown	9.68	12.54	-2.87

EYLD vs. FTHF - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 1.65, which is comparable to the FTHF Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EYLD and FTHF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EYLD vs. FTHF - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, which is greater than FTHF's maximum drawdown of -21.05%. Use the drawdown chart below to compare losses from any high point for EYLD and FTHF.

Drawdown Indicators

	EYLD	FTHF	Difference
Max Drawdown Largest peak-to-trough decline	-41.82%	-21.05%	-20.77%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-21.05%	+10.53%
Max Drawdown (3Y) Largest decline over 3 years	-20.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.27%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.82%	—	—
Current Drawdown Current decline from peak	-6.24%	-15.75%	+9.51%
Average Drawdown Average peak-to-trough decline	-10.20%	-4.53%	-5.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	6.01%	-2.56%

Volatility

EYLD vs. FTHF - Volatility Comparison

The current volatility for Cambria Emerging Shareholder Yield ETF (EYLD) is 6.88%, while First Trust Emerging Markets Human Flourishing ETF (FTHF) has a volatility of 14.08%. This indicates that EYLD experiences smaller price fluctuations and is considered to be less risky than FTHF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EYLD	FTHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.88%	14.08%	-7.20%
Volatility (6M) Calculated over the trailing 6-month period	18.10%	32.04%	-13.94%
Volatility (1Y) Calculated over the trailing 1-year period	20.31%	34.28%	-13.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.57%	27.89%	-9.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.08%	27.89%	-8.81%

EYLD vs. FTHF - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is lower than FTHF's 0.75% expense ratio.

Dividends

EYLD vs. FTHF - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.08%, more than FTHF's 3.38% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EYLD Cambria Emerging Shareholder Yield ETF	5.08%	5.40%	5.16%	5.54%	6.97%	7.27%	3.02%	4.21%	7.87%	2.77%	0.75%
FTHF First Trust Emerging Markets Human Flourishing ETF	3.38%	4.40%	3.34%	0.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EYLD and FTHF in my portfolio?

EYLD and FTHF 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.

Which is riskier, EYLD or FTHF?

FTHF has higher volatility (14.08%) compared to EYLD (6.88%). In terms of maximum drawdown, EYLD dropped -41.82% vs FTHF's -21.05%.

Which ETF is better, EYLD or FTHF?

On 1-year performance, FTHF leads with 75.55% vs 33.83% for EYLD. On fees, EYLD is cheaper at 0.65% per year. On volatility, EYLD has been the lower-risk option at 6.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EYLD or FTHF?

Over the 1-year period, FTHF has performed better with a 75.55% return vs 33.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EYLD or FTHF?

EYLD is cheaper with a 0.65% expense ratio, compared with 0.75% for FTHF.

Which ETF pays a higher dividend yield, EYLD or FTHF?

EYLD has the higher dividend yield at 5.08%, compared with 3.38% for FTHF.

What is the main difference between EYLD and FTHF?

They also come from different issuers: Cambria and First Trust. Their fees differ too: 0.65% for EYLD and 0.75% for FTHF.

Which has better risk-adjusted returns?

FTHF currently has the higher Sharpe Ratio (2.21 vs 1.65), 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.