FYLD vs. COPY
FYLD (Cambria Foreign Shareholder Yield ETF) and COPY (Tweedy, Browne Insider + Value ETF) are both exchange-traded funds - FYLD is a Foreign Small & Mid Cap Equities fund actively managed by Cambria, while COPY is a Global Equities fund actively managed by Tweedy, Browne. Both are actively managed. Over the past year, FYLD returned 35.40% vs 35.43% for COPY. Their 0.73 correlation means they have sometimes moved together and sometimes differently. FYLD charges 0.59%/yr vs 0.80%/yr for COPY.
Performance
FYLD vs. COPY - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with FYLD having a 21.93% return and COPY slightly higher at 22.09%.
FYLD
- 1D
- -0.14%
- 1M
- 5.37%
- 6M
- 9.35%
- YTD
- 21.93%
- 1Y
- 35.40%
- 3Y*
- 21.91%
- 5Y*
- 12.79%
- 10Y*
- 11.60%
- ALL TIME*
- 8.32%
COPY
- 1D
- -0.69%
- 1M
- 4.58%
- 6M
- 12.42%
- YTD
- 22.09%
- 1Y
- 35.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 33.10%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.27M | $2.45M | $2.05M | |
| $1.76M | $1.76M | $3.02M |
FYLD vs. COPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FYLD Cambria Foreign Shareholder Yield ETF | 21.93% | 34.53% | 0.56% |
COPY Tweedy, Browne Insider + Value ETF | 22.09% | 29.52% | 0.05% |
Correlation
The correlation between FYLD and COPY is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024 | 0.73 |
The correlation between FYLD and COPY has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
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Return for Risk
FYLD vs. COPY — Risk / Return Rank
FYLD
COPY
FYLD vs. COPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Tweedy, Browne Insider + Value ETF (COPY). 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.
| FYLD | COPY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.48 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 6.27 | 3.93 | +2.35 |
| Martin ratioReturn relative to average drawdown | 19.10 | 16.08 | +3.01 |
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Drawdowns
FYLD vs. COPY - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than COPY's maximum drawdown of -14.05%. Use the drawdown chart below to compare losses from any high point for FYLD and COPY.
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Drawdown Indicators
| FYLD | COPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -14.05% | -30.50% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -9.07% | +3.40% |
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 DrawdownCurrent decline from peak | -0.55% | -0.69% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -1.48% | -7.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 2.21% | -0.35% |
Volatility
FYLD vs. COPY - Volatility Comparison
The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 2.90%, while Tweedy, Browne Insider + Value ETF (COPY) has a volatility of 3.92%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than COPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FYLD | COPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.90% | 3.92% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 10.24% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.03% | 13.18% | -1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 16.93% | -0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 16.93% | +0.82% |
FYLD vs. COPY - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is lower than COPY's 0.80% expense ratio.
Dividends
FYLD vs. COPY - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 3.31%, more than COPY's 0.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COPY Tweedy, Browne Insider + Value ETF | 0.78% | 0.95% | 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 | 3.31% | 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 COPY have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COPY has higher volatility (3.92%) compared to FYLD (2.90%). In terms of maximum drawdown, FYLD dropped -44.55% vs COPY's -14.05%.
On 1-year performance, COPY leads with 35.43% vs 35.40% for FYLD. On fees, FYLD is cheaper at 0.59% per year. On volatility, FYLD has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COPY has performed better with a 35.43% return vs 35.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FYLD is cheaper with a 0.59% expense ratio, compared with 0.80% for COPY.
FYLD has the higher dividend yield at 3.31%, compared with 0.78% for COPY.
FYLD is categorized as Foreign Small & Mid Cap Equities, while COPY is Global Equities. They also come from different issuers: Cambria and Tweedy, Browne. Their fees differ too: 0.59% for FYLD and 0.80% for COPY.
FYLD currently has the higher Sharpe Ratio (2.96 vs 2.70), 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.
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