EYLD vs. GAA
EYLD (Cambria Emerging Shareholder Yield ETF) and GAA (Cambria Global Asset Allocation ETF) are both exchange-traded funds - EYLD is a Emerging Markets Equities fund actively managed by Cambria, while GAA is a Diversified Portfolio fund actively managed by Cambria. Both are actively managed. Over the past 10 years, EYLD returned 11.22%/yr vs 7.35%/yr for GAA. Their 0.52 correlation means they have sometimes moved together and sometimes differently. EYLD charges 0.65%/yr vs 0.40%/yr for GAA.
Performance
EYLD vs. GAA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EYLD achieves a 19.91% return, which is significantly higher than GAA's 8.59% return. Over the past 10 years, EYLD has outperformed GAA with an annualized return of 11.22%, while GAA has yielded a comparatively lower 7.35% annualized 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%
GAA
- 1D
- -0.13%
- 1M
- 1.23%
- 6M
- 3.76%
- YTD
- 8.59%
- 1Y
- 18.83%
- 3Y*
- 12.44%
- 5Y*
- 6.27%
- 10Y*
- 7.35%
- ALL TIME*
- 6.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.51M | $3.95M | $5.12M | |
| $220.71K | $181.13K | $218.77K |
EYLD vs. GAA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 19.91% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
GAA Cambria Global Asset Allocation ETF | 8.59% | 18.76% | 6.67% | 7.65% | -8.47% | 11.17% | 9.11% | 15.12% | -7.15% | 15.11% |
Correlation
The correlation between EYLD and GAA is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.54 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2016 | 0.52 |
The correlation between EYLD and GAA has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EYLD vs. GAA — Risk / Return Rank
EYLD
GAA
EYLD vs. GAA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Cambria Global Asset Allocation ETF (GAA). 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 | GAA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | 3.23 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.68 | 11.51 | -1.83 |
Loading charts...
Drawdowns
EYLD vs. GAA - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, which is greater than GAA's maximum drawdown of -26.57%. Use the drawdown chart below to compare losses from any high point for EYLD and GAA.
Loading charts...
Drawdown Indicators
| EYLD | GAA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -26.57% | -15.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -5.78% | -4.74% |
Max Drawdown (3Y)Largest decline over 3 years | -20.89% | -7.18% | -13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -29.27% | -18.47% | -10.80% |
Max Drawdown (10Y)Largest decline over 10 years | -41.82% | -26.57% | -15.25% |
Current DrawdownCurrent decline from peak | -6.24% | -1.39% | -4.85% |
Average DrawdownAverage peak-to-trough decline | -10.20% | -3.82% | -6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 1.62% | +1.83% |
Volatility
EYLD vs. GAA - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 6.88% compared to Cambria Global Asset Allocation ETF (GAA) at 1.83%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than GAA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EYLD | GAA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 1.83% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.10% | 7.80% | +10.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.31% | 9.42% | +10.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.57% | 11.31% | +7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 11.09% | +7.99% |
EYLD vs. GAA - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is higher than GAA's 0.40% expense ratio.
Dividends
EYLD vs. GAA - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 5.08%, more than GAA's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
GAA Cambria Global Asset Allocation ETF | 3.50% | 4.24% | 3.88% | 3.73% | 6.05% | 4.21% | 2.73% | 3.32% | 3.01% | 2.36% | 2.82% | 2.49% |
Frequently Asked Questions
EYLD and GAA have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EYLD has higher volatility (6.88%) compared to GAA (1.83%). In terms of maximum drawdown, EYLD dropped -41.82% vs GAA's -26.57%.
On 10-year performance, EYLD leads with 11.22% vs 7.35% for GAA. On fees, GAA is cheaper at 0.40% per year. On volatility, GAA has been the lower-risk option at 1.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, EYLD has performed better with a 11.22% return vs 7.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GAA is cheaper with a 0.40% expense ratio, compared with 0.65% for EYLD.
EYLD has the higher dividend yield at 5.08%, compared with 3.50% for GAA.
EYLD is categorized as Emerging Markets Equities, while GAA is Diversified Portfolio. Their fees differ too: 0.65% for EYLD and 0.40% for GAA.
GAA currently has the higher Sharpe Ratio (1.99 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.
Find the right allocation for EYLD and GAA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer