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EYLD vs. QAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EYLD vs. QAT

Last updated Jun 24, 2026

EYLD (Cambria Emerging Shareholder Yield ETF) and QAT (iShares MSCI Qatar ETF) are both Emerging Markets Equities funds. EYLD is actively managed, while QAT is passively managed. Over the past 5 years, EYLD returned 9.26%/yr vs 3.56%/yr for QAT. At a 0.27 correlation, their price movements are largely independent. EYLD charges 0.65%/yr vs 0.59%/yr for QAT.

Performance

EYLD vs. QAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Emerging Shareholder Yield ETF (EYLD) and iShares MSCI Qatar ETF (QAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EYLD achieves a 20.89% return, which is significantly higher than QAT's 1.01% return.

EYLD

1D
-3.97%
1M
1.24%
YTD
20.89%
6M
21.27%
1Y
37.65%
3Y*
24.14%
5Y*
9.26%
10Y*
—

QAT

1D
-0.39%
1M
2.08%
YTD
1.01%
6M
0.41%
1Y
7.11%
3Y*
5.84%
5Y*
3.56%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EYLD vs. QAT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EYLD
Cambria Emerging Shareholder Yield ETF		20.89%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%
QAT
iShares MSCI Qatar ETF		1.01%8.81%5.20%2.72%-7.23%14.42%6.94%-0.44%20.03%-11.66%

Correlation

The correlation between EYLD and QAT is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2016

0.27

EYLD vs. QAT - Sectors Allocation Comparison

Sectors
EYLD
QAT

Financial Services

21.6%
55.5%

Technology

21.5%
1.0%

Industrials

16.7%
8.4%

Energy

6.6%
7.6%

Consumer Cyclical

6.0%
0.7%

Utilities

4.5%
2.5%

Consumer Defensive

3.1%
0.6%

Communication Services

2.6%
6.3%

Real Estate

2.0%
4.0%

Healthcare

1.9%
0.8%

Basic Materials

1.2%
12.6%

Financial Services

EYLD
21.6%
QAT
55.5%

Technology

EYLD
21.5%
QAT
1.0%

Industrials

EYLD
16.7%
QAT
8.4%

Energy

EYLD
6.6%
QAT
7.6%

Consumer Cyclical

EYLD
6.0%
QAT
0.7%

Utilities

EYLD
4.5%
QAT
2.5%

Consumer Defensive

EYLD
3.1%
QAT
0.6%

Communication Services

EYLD
2.6%
QAT
6.3%

Real Estate

EYLD
2.0%
QAT
4.0%

Healthcare

EYLD
1.9%
QAT
0.8%

Basic Materials

EYLD
1.2%
QAT
12.6%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Cambria Emerging Shareholder Yield ETF

iShares MSCI Qatar ETF

Often compared with EYLD:
EYLD vs. GVALEYLD vs. EDIVEYLD vs. EEMSEYLD vs. AUSFEYLD vs. ECOWEYLD vs. FEMSEYLD vs. EWX
Often compared with QAT:
QAT vs. UAEQAT vs. KSAQAT vs. ENORQAT vs. SJMQAT vs. EDENQAT vs. VOOQAT vs. EIRL

Return for Risk

EYLD vs. QAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EYLD
EYLD Risk / Return Rank: 6666
Overall Rank
EYLD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
EYLD Omega Ratio Rank: 6363
Omega Ratio Rank
EYLD Calmar Ratio Rank: 7474
Calmar Ratio Rank
EYLD Martin Ratio Rank: 7373
Martin Ratio Rank
QAT
QAT Risk / Return Rank: 1717
Overall Rank
QAT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
QAT Sortino Ratio Rank: 1717
Sortino Ratio Rank
QAT Omega Ratio Rank: 1717
Omega Ratio Rank
QAT Calmar Ratio Rank: 1717
Calmar Ratio Rank
QAT Martin Ratio Rank: 1414
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EYLD vs. QAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and iShares MSCI Qatar ETF (QAT). 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.

EYLDQATDifference
Sharpe ratioReturn per unit of total volatility
1.93
0.54

+1.39

Sortino ratioReturn per unit of downside risk
2.54
0.87

+1.68

Omega ratioGain probability vs. loss probability

1.36

1.11

+0.25

Calmar ratioReturn relative to maximum drawdown

3.59

0.67

+2.92

Martin ratioReturn relative to average drawdown

12.91

1.24

+11.67

EYLD vs. QAT - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 1.93, which is higher than the QAT Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EYLD and QAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EYLD vs. QAT - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum QAT drawdown of -45.21%. Use the drawdown chart below to compare losses from any high point for EYLD and QAT.

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Drawdown Indicators

EYLDQATDifference

Max Drawdown

Largest peak-to-trough decline

-41.82%

-45.21%

+3.39%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-10.60%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-20.89%

-17.41%

-3.48%

Max Drawdown (5Y)

Largest decline over 5 years

-29.39%

-33.17%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.04%

—

Current Drawdown

Current decline from peak

-5.47%

-11.55%

+6.08%

Average Drawdown

Average peak-to-trough decline

-10.24%

-19.14%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

5.75%

-2.83%

Volatility

EYLD vs. QAT - Volatility Comparison

Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 9.70% compared to iShares MSCI Qatar ETF (QAT) at 5.72%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than QAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EYLDQATDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.70%

5.72%

+3.98%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

11.06%

+6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.57%

13.25%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

15.06%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.78%

17.54%

+4.24%

EYLD vs. QAT - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than QAT's 0.59% expense ratio.

Dividends

EYLD vs. QAT - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.03%, more than QAT's 4.63% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
QAT
iShares MSCI Qatar ETF		4.63%3.51%5.90%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%

Frequently Asked Questions

EYLD and QAT have a correlation of 0.32, 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 QAT (5.72%). In terms of maximum drawdown, EYLD dropped -41.82% vs QAT's -45.21%.

On 5-year performance, EYLD leads with 9.26% vs 3.56% for QAT. On fees, QAT is cheaper at 0.59% per year. On volatility, QAT has been the lower-risk option at 5.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EYLD has performed better with a 9.26% return vs 3.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QAT is cheaper with a 0.59% expense ratio, compared with 0.65% for EYLD.

EYLD has the higher dividend yield at 5.03%, compared with 4.63% for QAT.

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.65% for EYLD and 0.59% for QAT.

EYLD currently has the higher Sharpe Ratio (1.93 vs 0.54), 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.

Portfolio Optimizer

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