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EYLD vs. VWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EYLD and VWO is 0.68, 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.


-0.50.00.51.00.7

Performance

EYLD vs. VWO - Performance Comparison

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

40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
93.65%
56.41%
EYLD
VWO

Key characteristics

Sharpe Ratio

EYLD:

0.64

VWO:

1.05

Sortino Ratio

EYLD:

0.98

VWO:

1.54

Omega Ratio

EYLD:

1.12

VWO:

1.19

Calmar Ratio

EYLD:

0.86

VWO:

0.66

Martin Ratio

EYLD:

2.42

VWO:

4.30

Ulcer Index

EYLD:

4.04%

VWO:

3.64%

Daily Std Dev

EYLD:

15.25%

VWO:

14.94%

Max Drawdown

EYLD:

-41.82%

VWO:

-67.68%

Current Drawdown

EYLD:

-9.39%

VWO:

-10.25%

Returns By Period

In the year-to-date period, EYLD achieves a 5.92% return, which is significantly lower than VWO's 11.50% return.


EYLD

YTD

5.92%

1M

-1.84%

6M

-8.51%

1Y

8.31%

5Y*

5.60%

10Y*

N/A

VWO

YTD

11.50%

1M

0.16%

6M

3.77%

1Y

13.82%

5Y*

3.23%

10Y*

4.14%

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


EYLD vs. VWO - Expense Ratio Comparison

EYLD has a 0.65% expense ratio, which is higher than VWO's 0.08% expense ratio.


EYLD
Cambria Emerging Shareholder Yield ETF
Expense ratio chart for EYLD: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

EYLD vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) and Vanguard FTSE Emerging Markets ETF (VWO). 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.


Sharpe ratio
The chart of Sharpe ratio for EYLD, currently valued at 0.64, compared to the broader market0.002.004.000.641.05
The chart of Sortino ratio for EYLD, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.981.54
The chart of Omega ratio for EYLD, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.19
The chart of Calmar ratio for EYLD, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.860.66
The chart of Martin ratio for EYLD, currently valued at 2.42, compared to the broader market0.0020.0040.0060.0080.00100.002.424.30
EYLD
VWO

The current EYLD Sharpe Ratio is 0.64, which is lower than the VWO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EYLD and VWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.64
1.05
EYLD
VWO

Dividends

EYLD vs. VWO - Dividend Comparison

EYLD's dividend yield for the trailing twelve months is around 5.11%, more than VWO's 3.17% yield.


TTM20232022202120202019201820172016201520142013
EYLD
Cambria Emerging Shareholder Yield ETF
5.11%5.54%6.97%7.27%3.01%4.21%7.86%2.77%0.75%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.17%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

EYLD vs. VWO - Drawdown Comparison

The maximum EYLD drawdown since its inception was -41.82%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EYLD and VWO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.39%
-10.25%
EYLD
VWO

Volatility

EYLD vs. VWO - Volatility Comparison

Cambria Emerging Shareholder Yield ETF (EYLD) has a higher volatility of 4.93% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.30%. This indicates that EYLD's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.93%
4.30%
EYLD
VWO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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