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FYLD vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FYLD vs. BDVL

Last updated Jun 24, 2026

FYLD (Cambria Foreign Shareholder Yield ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. FYLD is actively managed, while BDVL is passively managed. A 0.56 correlation means they provide meaningful diversification when combined. FYLD charges 0.59%/yr vs 0.40%/yr for BDVL.

Performance

FYLD vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Foreign Shareholder Yield ETF (FYLD) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, FYLD achieves a 16.00% return, which is significantly higher than BDVL's 4.73% return.

FYLD

1D
-1.30%
1M
-2.27%
YTD
16.00%
6M
16.03%
1Y
35.30%
3Y*
21.72%
5Y*
11.36%
10Y*
11.87%

BDVL

1D
-0.97%
1M
-0.75%
YTD
4.73%
6M
4.36%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

FYLD vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
FYLD
Cambria Foreign Shareholder Yield ETF		16.00%5.66%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.73%2.20%

Correlation

The correlation between FYLD and BDVL is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 15, 2025

0.56

FYLD vs. BDVL - Sectors Allocation Comparison

Sectors
FYLD
BDVL

Energy

29.3%
1.6%

Financial Services

20.7%
14.3%

Industrials

16.2%
14.2%

Basic Materials

9.5%
1.9%

Consumer Cyclical

8.6%
6.9%

Consumer Defensive

5.5%
5.3%

Communication Services

3.8%
10.0%

Technology

3.5%
27.8%

Utilities

1.6%
4.5%

Healthcare

-

8.3%

Real Estate

-

0.9%

Energy

FYLD
29.3%
BDVL
1.6%

Financial Services

FYLD
20.7%
BDVL
14.3%

Industrials

FYLD
16.2%
BDVL
14.2%

Basic Materials

FYLD
9.5%
BDVL
1.9%

Consumer Cyclical

FYLD
8.6%
BDVL
6.9%

Consumer Defensive

FYLD
5.5%
BDVL
5.3%

Communication Services

FYLD
3.8%
BDVL
10.0%

Technology

FYLD
3.5%
BDVL
27.8%

Utilities

FYLD
1.6%
BDVL
4.5%

Healthcare

FYLD

-

BDVL
8.3%

Real Estate

FYLD

-

BDVL
0.9%

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 Disciplined Volatility Equity Active ETF

Often compared with FYLD:
FYLD vs. ICOWFYLD vs. DIVIFYLD vs. PICKFYLD vs. SMCWXFYLD vs. IQDFFYLD vs. AVDVFYLD vs. JEPI
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. UFOBDVL vs. VTBDVL vs. DFAWBDVL vs. IVESBDVL vs. CAPEBDVL vs. AVGV

Return for Risk

FYLD vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FYLD
FYLD Risk / Return Rank: 9191
Overall Rank
FYLD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9191
Sortino Ratio Rank
FYLD Omega Ratio Rank: 8888
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9393
Martin Ratio Rank
BDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

FYLDBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.95

—

—

Sortino ratioReturn per unit of downside risk
4.04

—

—

Omega ratioGain probability vs. loss probability

1.52

—

—

Calmar ratioReturn relative to maximum drawdown

6.52

—

—

Martin ratioReturn relative to average drawdown

22.40

—

—

FYLD vs. BDVL - Sharpe Ratio Comparison

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Drawdowns

FYLD vs. BDVL - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for FYLD and BDVL.

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Drawdown Indicators

FYLDBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-7.71%

-36.84%

Max Drawdown (1Y)

Largest decline over 1 year

-5.44%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-15.15%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

—

—

Current Drawdown

Current decline from peak

-3.62%

-1.41%

-2.21%

Average Drawdown

Average peak-to-trough decline

-8.80%

-1.18%

-7.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

—

—

Volatility

FYLD vs. BDVL - Volatility Comparison

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Volatility by Period

FYLDBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.20%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

9.71%

+2.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

9.71%

+6.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.83%

9.71%

+8.12%

FYLD vs. BDVL - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

FYLD vs. BDVL - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.47%, less than BDVL's 3.56% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		3.56%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FYLD
Cambria Foreign Shareholder Yield ETF		3.47%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 BDVL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.59% for FYLD.

BDVL has the higher dividend yield at 3.56%, compared with 3.47% for FYLD.

They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for FYLD and 0.40% for BDVL.

Portfolio Optimizer

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