EYLD vs. VEXC

Last updated Apr 2, 2026

Compare and contrast key facts about Cambria Emerging Shareholder Yield ETF (EYLD) and Vanguard Emerging Markets Ex-China ETF (VEXC).

EYLD and VEXC 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. VEXC is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging ex China Index. It was launched on Sep 30, 2025.

Performance

EYLD vs. VEXC - Performance Comparison

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

EYLD vs. VEXC - Yearly Performance Comparison

	2026 (YTD)	2025
EYLD Cambria Emerging Shareholder Yield ETF	9.05%	5.83%
VEXC Vanguard Emerging Markets Ex-China ETF	3.49%	4.80%

Returns By Period

In the year-to-date period, EYLD achieves a 9.05% return, which is significantly higher than VEXC's 3.49% return.

EYLD

• 1D: 0.36%
• 1M: -5.80%
• YTD: 9.05%
• 6M: 14.95%
• 1Y: 37.97%
• 3Y*: 19.73%
• 5Y*: 8.04%
• 10Y*: —

VEXC

• 1D: 0.86%
• 1M: -5.85%
• YTD: 3.49%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EYLD vs. VEXC - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than VEXC's 0.07% expense ratio.

EYLD

Cambria Emerging Shareholder Yield ETF

VEXC

Vanguard Emerging Markets Ex-China ETF

Return for Risk

EYLD vs. VEXC — Risk / Return Rank

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

EYLD

EYLD Risk / Return Rank: 90
EYLD Sharpe Ratio Rank: 90
EYLD Sortino Ratio Rank: 89
EYLD Omega Ratio Rank: 91
EYLD Calmar Ratio Rank: 87
EYLD Martin Ratio Rank: 90

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. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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	VEXC	Difference
Sharpe ratio Return per unit of total volatility	2.06	—	—
Sortino ratio Return per unit of downside risk	2.58	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	2.87	—	—
Martin ratio Return relative to average drawdown	12.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	EYLD	VEXC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.03	-0.53

Correlation

The correlation between EYLD and VEXC is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EYLD vs. VEXC - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.55%, more than VEXC's 0.86% yield.

	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%
VEXC Vanguard Emerging Markets Ex-China ETF	0.86%	0.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

EYLD vs. VEXC - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EYLD and VEXC.

Drawdown Indicators

	EYLD	VEXC	Difference
Max Drawdown Largest peak-to-trough decline	-41.82%	-12.42%	-29.40%
Max Drawdown (1Y) Largest decline over 1 year	-13.59%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.26%	—	—
Current Drawdown Current decline from peak	-7.36%	-8.79%	+1.43%
Average Drawdown Average peak-to-trough decline	-10.43%	-2.32%	-8.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	—	—

Volatility

Volatility by Period

	EYLD	VEXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.15%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.56%	17.48%	+1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.10%	17.48%	+0.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.62%	17.48%	+4.14%