EYLD vs. TRTY

Last updated Jun 24, 2026

EYLD (Cambria Emerging Shareholder Yield ETF) and TRTY (Cambria Trinity ETF) are both exchange-traded funds - EYLD is a Emerging Markets Equities fund actively managed by Cambria, while TRTY is a Tactical Allocation fund tracking the Cambria Trinity Index. EYLD is actively managed, while TRTY is passively managed. Over the past 5 years, EYLD returned 9.26%/yr vs 5.67%/yr for TRTY. A 0.58 correlation means they provide meaningful diversification when combined. EYLD charges 0.65%/yr vs 0.44%/yr for TRTY.

Performance

EYLD vs. TRTY - Performance Comparison

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

Returns By Period

In the year-to-date period, EYLD achieves a 20.89% return, which is significantly higher than TRTY's 6.97% return.

EYLD

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

TRTY

• 1D: -1.75%
• 1M: -2.37%
• YTD: 6.97%
• 6M: 6.31%
• 1Y: 19.33%
• 3Y*: 10.40%
• 5Y*: 5.67%
• 10Y*: —

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

EYLD vs. TRTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
EYLD Cambria Emerging Shareholder Yield ETF	20.89%	29.39%	4.72%	18.77%	-16.10%	11.44%	10.13%	22.00%	-3.11%
TRTY Cambria Trinity ETF	6.97%	16.35%	3.89%	3.97%	-3.30%	15.73%	1.68%	8.36%	-5.78%

Correlation

The correlation between EYLD and TRTY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.58

Over the past year, EYLD and TRTY have become more correlated (0.78) than their long-term average of 0.58, meaning their price movements have been converging.

Return for Risk

EYLD vs. TRTY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EYLD

EYLD Risk / Return Rank: 66
EYLD Sharpe Ratio Rank: 62
EYLD Sortino Ratio Rank: 57
EYLD Omega Ratio Rank: 63
EYLD Calmar Ratio Rank: 74
EYLD Martin Ratio Rank: 73

TRTY

TRTY Risk / Return Rank: 67
TRTY Sharpe Ratio Rank: 62
TRTY Sortino Ratio Rank: 54
TRTY Omega Ratio Rank: 68
TRTY Calmar Ratio Rank: 74
TRTY Martin Ratio Rank: 77

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. TRTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Cambria Trinity ETF (TRTY). 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	TRTY	Difference
Sharpe ratio: Return per unit of total volatility	1.93	1.93	0.00
Sortino ratio: Return per unit of downside risk	2.54	2.45	+0.09
Omega ratio: Gain probability vs. loss probability	1.36	1.38	-0.02
Calmar ratio: Return relative to maximum drawdown	3.59	3.54	+0.06
Martin ratio: Return relative to average drawdown	12.91	13.89	-0.98

EYLD vs. TRTY - Sharpe Ratio Comparison

The current EYLD Sharpe Ratio is 1.93, which is comparable to the TRTY Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EYLD and TRTY, 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. TRTY - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, which is greater than TRTY's maximum drawdown of -22.35%. Use the drawdown chart below to compare losses from any high point for EYLD and TRTY.

Drawdown Indicators

	EYLD	TRTY	Difference
Max Drawdown Largest peak-to-trough decline	-41.82%	-22.35%	-19.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.52%	-5.49%	-5.03%
Max Drawdown (3Y) Largest decline over 3 years	-20.89%	-9.25%	-11.64%
Max Drawdown (5Y) Largest decline over 5 years	-29.39%	-13.72%	-15.67%
Current Drawdown Current decline from peak	-5.47%	-3.45%	-2.02%
Average Drawdown Average peak-to-trough decline	-10.24%	-4.15%	-6.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	1.39%	+1.53%

Volatility

EYLD vs. TRTY - Volatility Comparison

Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 9.70% compared to Cambria Trinity ETF (TRTY) at 3.43%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than TRTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EYLD	TRTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.70%	3.43%	+6.27%
Volatility (6M) Calculated over the trailing 6-month period	17.09%	8.79%	+8.30%
Volatility (1Y) Calculated over the trailing 1-year period	19.57%	10.05%	+9.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.62%	10.61%	+8.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.78%	10.43%	+11.35%

EYLD vs. TRTY - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than TRTY's 0.44% expense ratio.

Dividends

EYLD vs. TRTY - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.03%, more than TRTY's 3.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
TRTY Cambria Trinity ETF	3.10%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EYLD and TRTY in my portfolio?

EYLD and TRTY have a correlation of 0.78, 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 TRTY?

EYLD has higher volatility (9.70%) compared to TRTY (3.43%). In terms of maximum drawdown, EYLD dropped -41.82% vs TRTY's -22.35%.

Which ETF is better, EYLD or TRTY?

On 5-year performance, EYLD leads with 9.26% vs 5.67% for TRTY. On fees, TRTY is cheaper at 0.44% per year. On volatility, TRTY has been the lower-risk option at 3.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EYLD or TRTY?

Over the 5-year period, EYLD has performed better with a 9.26% return vs 5.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EYLD or TRTY?

TRTY is cheaper with a 0.44% expense ratio, compared with 0.65% for EYLD.

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

EYLD has the higher dividend yield at 5.03%, compared with 3.10% for TRTY.

What is the main difference between EYLD and TRTY?

EYLD is categorized as Emerging Markets Equities, while TRTY is Tactical Allocation. Their fees differ too: 0.65% for EYLD and 0.44% for TRTY.

Which has better risk-adjusted returns?

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