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FYLD vs. ACWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FYLD vs. ACWV

Last updated Jul 14, 2026
Documentation

FYLD (Cambria Foreign Shareholder Yield ETF) and ACWV (iShares MSCI Global Min Vol Factor ETF) are both Global Equities funds. FYLD is actively managed, while ACWV is passively managed. Over the past 10 years, FYLD returned 11.33%/yr vs 7.02%/yr for ACWV. A 0.64 correlation means they provide meaningful diversification when combined. FYLD charges 0.59%/yr vs 0.20%/yr for ACWV.

Performance

FYLD vs. ACWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Foreign Shareholder Yield ETF (FYLD) and iShares MSCI Global Min Vol Factor ETF (ACWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FYLD achieves a 16.42% return, which is significantly higher than ACWV's 3.83% return. Over the past 10 years, FYLD has outperformed ACWV with an annualized return of 11.33%, while ACWV has yielded a comparatively lower 7.02% annualized return.

FYLD

1D
-0.07%
1M
-2.95%
6M
13.04%
YTD
16.42%
1Y
31.03%
3Y*
19.81%
5Y*
11.66%
10Y*
11.33%

ACWV

1D
-0.15%
1M
0.92%
6M
2.66%
YTD
3.83%
1Y
6.41%
3Y*
9.88%
5Y*
5.49%
10Y*
7.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FYLD vs. ACWV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FYLD
Cambria Foreign Shareholder Yield ETF		16.42%34.53%3.00%13.18%-5.53%18.67%4.17%17.83%-14.47%29.81%
ACWV
iShares MSCI Global Min Vol Factor ETF		3.83%11.04%11.38%8.23%-10.36%13.97%3.04%21.04%-1.42%18.57%

Correlation

The correlation between FYLD and ACWV is 0.55, 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

0.55

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

0.57

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

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2013

0.64

The correlation between FYLD and ACWV has been stable across timeframes, ranging from 0.55 to 0.64 - a consistent structural relationship.

FYLD vs. ACWV - Sectors Allocation Comparison

Sectors
FYLD
ACWV

Energy

23.6%
3.7%

Financial Services

22.3%
13.2%

Industrials

13.7%
8.1%

Consumer Cyclical

11.8%
5.1%

Consumer Defensive

7.9%
9.8%

Basic Materials

7.9%
1.5%

Communication Services

5.0%
11.9%

Utilities

4.0%
7.3%

Technology

3.0%
25.8%

Healthcare

-

13.0%

Real Estate

-

0.6%

Energy

FYLD
23.6%
ACWV
3.7%

Financial Services

FYLD
22.3%
ACWV
13.2%

Industrials

FYLD
13.7%
ACWV
8.1%

Consumer Cyclical

FYLD
11.8%
ACWV
5.1%

Consumer Defensive

FYLD
7.9%
ACWV
9.8%

Basic Materials

FYLD
7.9%
ACWV
1.5%

Communication Services

FYLD
5.0%
ACWV
11.9%

Utilities

FYLD
4.0%
ACWV
7.3%

Technology

FYLD
3.0%
ACWV
25.8%

Healthcare

FYLD

-

ACWV
13.0%

Real Estate

FYLD

-

ACWV
0.6%

Compare stocks, funds, or ETFs

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

Cambria Foreign Shareholder Yield ETF

iShares MSCI Global Min Vol Factor ETF

Often compared with FYLD:
FYLD vs. ICOWFYLD vs. DIVIFYLD vs. PICKFYLD vs. SMCWXFYLD vs. IQDFFYLD vs. AVDVFYLD vs. JEPI
Often compared with ACWV:
ACWV vs. USMVACWV vs. VTACWV vs. MVOL.LACWV vs. EFAVACWV vs. SPLVACWV vs. VOOACWV vs. XMW.TO

Return for Risk

FYLD vs. ACWV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FYLD
FYLD Risk / Return Rank: 9292
Overall Rank
FYLD Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9292
Sortino Ratio Rank
FYLD Omega Ratio Rank: 9090
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9191
Martin Ratio Rank
ACWV
ACWV Risk / Return Rank: 2626
Overall Rank
ACWV Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
ACWV Sortino Ratio Rank: 2525
Sortino Ratio Rank
ACWV Omega Ratio Rank: 2525
Omega Ratio Rank
ACWV Calmar Ratio Rank: 2626
Calmar Ratio Rank
ACWV Martin Ratio Rank: 2727
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.

FYLD vs. ACWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and iShares MSCI Global Min Vol Factor ETF (ACWV). 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.

FYLDACWVDifference
Sharpe ratioReturn per unit of total volatility
2.58
0.80

+1.78

Sortino ratioReturn per unit of downside risk
3.58
1.18

+2.40

Omega ratioGain probability vs. loss probability

1.45

1.15

+0.31

Calmar ratioReturn relative to maximum drawdown

5.50

1.01

+4.49

Martin ratioReturn relative to average drawdown

16.49

2.89

+13.60

FYLD vs. ACWV - Sharpe Ratio Comparison

The current FYLD Sharpe Ratio is 2.58, which is higher than the ACWV Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of FYLD and ACWV, 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

FYLD vs. ACWV - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, which is greater than ACWV's maximum drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for FYLD and ACWV.

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Drawdown Indicators

FYLDACWVDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-28.82%

-15.73%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-6.37%

+0.70%

Max Drawdown (3Y)

Largest decline over 3 years

-15.15%

-7.56%

-7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-18.14%

-6.98%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

-28.82%

-15.73%

Current Drawdown

Current decline from peak

-3.27%

-1.52%

-1.75%

Average Drawdown

Average peak-to-trough decline

-8.78%

-3.11%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.89%

2.22%

-0.33%

Volatility

FYLD vs. ACWV - Volatility Comparison

Cambria Foreign Shareholder Yield ETF (FYLD) has a higher volatility of 4.15% compared to iShares MSCI Global Min Vol Factor ETF (ACWV) at 3.17%. This indicates that FYLD's price experiences larger fluctuations and is considered to be riskier than ACWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FYLDACWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.15%

3.17%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.60%

6.23%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.12%

8.07%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

10.27%

+5.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.74%

12.29%

+5.45%

FYLD vs. ACWV - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is higher than ACWV's 0.20% expense ratio.

Dividends

FYLD vs. ACWV - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.46%, more than ACWV's 1.93% yield.

PositionTTM20252024202320222021202020192018201720162015
ACWV
iShares MSCI Global Min Vol Factor ETF		1.93%2.09%2.33%2.41%2.18%1.92%1.77%2.54%2.32%2.04%2.56%2.28%
FYLD
Cambria Foreign Shareholder Yield ETF		3.46%4.07%5.41%6.06%6.13%4.74%3.94%3.73%5.17%2.85%2.72%3.98%

Frequently Asked Questions

FYLD and ACWV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FYLD has higher volatility (4.15%) compared to ACWV (3.17%). In terms of maximum drawdown, FYLD dropped -44.55% vs ACWV's -28.82%.

On 10-year performance, FYLD leads with 11.33% vs 7.02% for ACWV. On fees, ACWV is cheaper at 0.20% per year. On volatility, ACWV has been the lower-risk option at 3.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FYLD has performed better with a 11.33% return vs 7.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ACWV is cheaper with a 0.20% expense ratio, compared with 0.59% for FYLD.

FYLD has the higher dividend yield at 3.46%, compared with 1.93% for ACWV.

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for FYLD and 0.20% for ACWV.

FYLD currently has the higher Sharpe Ratio (2.58 vs 0.80), 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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