FYLD vs. BDVL

Last updated Jun 3, 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 0.57 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.

Returns By Period

In the year-to-date period, FYLD achieves a 18.73% return, which is significantly higher than BDVL's 5.17% return.

FYLD

• 1D: 0.42%
• 1M: 0.10%
• YTD: 18.73%
• 6M: 21.10%
• 1Y: 39.47%
• 3Y*: 22.42%
• 5Y*: 11.56%
• 10Y*: 11.37%

BDVL

• 1D: 0.24%
• 1M: 1.11%
• YTD: 5.17%
• 6M: 6.18%
• 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	18.73%	4.31%
BDVL iShares Disciplined Volatility Equity Active ETF	5.17%	1.97%

Correlation

The correlation between FYLD and BDVL is 0.57, 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 16, 2025	0.57

FYLD vs. BDVL - Sectors Allocation Comparison

Sectors	FYLD	BDVL
Energy	32.7%	2.8%
Financial Services	18.9%	13.9%
Industrials	16.1%	15.4%
Basic Materials	9.4%	2.6%
Consumer Cyclical	7.3%	8.5%
Consumer Defensive	5.7%	6.3%
Technology	4.2%	23.0%
Communication Services	4.1%	10.7%
Utilities	1.8%	4.8%
Healthcare	-	11.1%
Real Estate	-	1.0%

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: 93
FYLD Sharpe Ratio Rank: 93
FYLD Sortino Ratio Rank: 93
FYLD Omega Ratio Rank: 92
FYLD Calmar Ratio Rank: 94
FYLD Martin Ratio Rank: 94

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.

	FYLD	BDVL	Difference
Sharpe ratio Return per unit of total volatility	3.45	—	—
Sortino ratio Return per unit of downside risk	4.72	—	—
Omega ratio Gain probability vs. loss probability	1.62	—	—
Calmar ratio Return relative to maximum drawdown	7.66	—	—
Martin ratio Return relative to average drawdown	27.50	—	—
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

	FYLD	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.45	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.09	-0.64

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.

Drawdown Indicators

	FYLD	BDVL	Difference
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	-1.36%	-0.51%	-0.85%
Average Drawdown Average peak-to-trough decline	-8.83%	-1.19%	-7.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	—	—

Volatility

Volatility by Period

	FYLD	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.08%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.77%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	9.50%	+2.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.23%	9.50%	+6.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	9.50%	+8.54%

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 3.64%, more than BDVL's 2.65% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDVL iShares Disciplined Volatility Equity Active ETF	2.65%	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	3.64%	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

Can I hold both FYLD and BDVL in my portfolio?

FYLD and BDVL have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, FYLD or BDVL?

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.

Which ETF is cheaper, FYLD or BDVL?

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

Which ETF pays a higher dividend yield, FYLD or BDVL?

FYLD has the higher dividend yield at 3.64%, compared with 2.65% for BDVL.

What is the main difference between FYLD and BDVL?

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