EYLD vs. SPYE.DE
Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and SPDR MSCI Europe UCITS ETF (SPYE.DE).
EYLD and SPYE.DE 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. SPYE.DE is a passively managed fund by State Street that tracks the performance of the MSCI Europe. It was launched on Dec 5, 2014.
Performance
EYLD vs. SPYE.DE - Performance Comparison
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EYLD vs. SPYE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 9.05% | 29.39% | 4.72% | 18.77% | -16.10% | 11.44% | 10.13% | 22.00% | -13.74% | 34.90% |
SPYE.DE SPDR MSCI Europe UCITS ETF | 0.11% | 35.83% | 2.05% | 19.15% | -14.41% | 15.24% | 6.21% | 24.62% | -15.03% | 26.11% |
Different Trading Currencies
EYLD is traded in USD, while SPYE.DE is traded in EUR. To make them comparable, the SPYE.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EYLD achieves a 9.05% return, which is significantly higher than SPYE.DE's 0.11% return.
EYLD
- 1D
- 0.36%
- 1M
- -5.80%
- YTD
- 9.05%
- 6M
- 14.95%
- 1Y
- 37.97%
- 3Y*
- 19.73%
- 5Y*
- 8.04%
- 10Y*
- —
SPYE.DE
- 1D
- 2.81%
- 1M
- -4.69%
- YTD
- 0.11%
- 6M
- 5.40%
- 1Y
- 21.82%
- 3Y*
- 14.58%
- 5Y*
- 9.47%
- 10Y*
- 9.12%
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EYLD vs. SPYE.DE - Expense Ratio Comparison
EYLD has a 0.65% expense ratio, which is higher than SPYE.DE's 0.25% expense ratio.
Return for Risk
EYLD vs. SPYE.DE — Risk / Return Rank
EYLD
SPYE.DE
EYLD vs. SPYE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and SPDR MSCI Europe UCITS ETF (SPYE.DE). 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.
| EYLD | SPYE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.06 | 1.25 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.58 | 1.71 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.26 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.88 | +0.99 |
Martin ratioReturn relative to average drawdown | 12.57 | 6.87 | +5.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EYLD | SPYE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.25 | +0.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.54 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.40 | +0.10 |
Correlation
The correlation between EYLD and SPYE.DE is 0.52, 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.
Dividends
EYLD vs. SPYE.DE - Dividend Comparison
EYLD's dividend yield for the trailing twelve months is around 5.55%, while SPYE.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
EYLD Cambria Emerging Shareholder Yield ETF | 5.55% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
SPYE.DE SPDR MSCI Europe UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EYLD vs. SPYE.DE - Drawdown Comparison
The maximum EYLD drawdown since its inception was -41.82%, which is greater than SPYE.DE's maximum drawdown of -35.93%. Use the drawdown chart below to compare losses from any high point for EYLD and SPYE.DE.
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Drawdown Indicators
| EYLD | SPYE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -35.54% | -6.28% |
Max Drawdown (1Y)Largest decline over 1 year | -13.59% | -12.64% | -0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -30.26% | -19.53% | -10.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.54% | — |
Current DrawdownCurrent decline from peak | -7.36% | -5.45% | -1.91% |
Average DrawdownAverage peak-to-trough decline | -10.43% | -5.40% | -5.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.65% | +0.46% |
Volatility
EYLD vs. SPYE.DE - Volatility Comparison
Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 8.15% compared to SPDR MSCI Europe UCITS ETF (SPYE.DE) at 6.09%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than SPYE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EYLD | SPYE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.15% | 6.09% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.89% | 10.43% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 17.34% | +1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.10% | 17.32% | +0.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.62% | 17.76% | +3.86% |