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FYLD vs. EYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYLD vs. EYLD - Performance Comparison

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

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FYLD vs. EYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FYLD
Cambria Foreign Shareholder Yield ETF
14.87%34.53%3.00%13.18%-5.53%18.67%4.17%17.83%-14.47%29.81%
EYLD
Cambria Emerging Shareholder Yield ETF
9.05%29.39%4.72%18.77%-16.10%11.44%10.13%22.00%-13.74%34.90%

Returns By Period

In the year-to-date period, FYLD achieves a 14.87% return, which is significantly higher than EYLD's 9.05% return.


FYLD

1D
-0.31%
1M
-1.81%
YTD
14.87%
6M
20.45%
1Y
43.76%
3Y*
19.99%
5Y*
12.16%
10Y*
11.36%

EYLD

1D
0.36%
1M
-5.80%
YTD
9.05%
6M
14.95%
1Y
37.97%
3Y*
19.73%
5Y*
8.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYLD vs. EYLD - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is lower than EYLD's 0.65% expense ratio.


Return for Risk

FYLD vs. EYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FYLD
FYLD Risk / Return Rank: 9595
Overall Rank
FYLD Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FYLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FYLD Omega Ratio Rank: 9797
Omega Ratio Rank
FYLD Calmar Ratio Rank: 9191
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9797
Martin Ratio Rank

EYLD
EYLD Risk / Return Rank: 9090
Overall Rank
EYLD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
EYLD Omega Ratio Rank: 9191
Omega Ratio Rank
EYLD Calmar Ratio Rank: 8787
Calmar Ratio Rank
EYLD Martin Ratio Rank: 9090
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. EYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Cambria Emerging Shareholder Yield ETF (EYLD). 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.


FYLDEYLDDifference

Sharpe ratio

Return per unit of total volatility

2.68

2.06

+0.62

Sortino ratio

Return per unit of downside risk

3.35

2.58

+0.77

Omega ratio

Gain probability vs. loss probability

1.59

1.40

+0.19

Calmar ratio

Return relative to maximum drawdown

3.33

2.87

+0.47

Martin ratio

Return relative to average drawdown

19.43

12.57

+6.86

FYLD vs. EYLD - Sharpe Ratio Comparison

The current FYLD Sharpe Ratio is 2.68, which is higher than the EYLD Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of FYLD and EYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FYLDEYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.06

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.45

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.50

-0.06

Correlation

The correlation between FYLD and EYLD is 0.61, 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.


Dividends

FYLD vs. EYLD - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.76%, less than EYLD's 5.55% yield.


TTM20252024202320222021202020192018201720162015
FYLD
Cambria Foreign Shareholder Yield ETF
3.76%4.07%5.41%6.06%6.13%4.74%3.94%3.73%5.17%2.85%2.72%3.98%
EYLD
Cambria Emerging Shareholder Yield ETF
5.55%5.40%5.16%5.54%6.97%7.27%3.02%4.21%7.87%2.77%0.75%0.00%

Drawdowns

FYLD vs. EYLD - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for FYLD and EYLD.


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Drawdown Indicators


FYLDEYLDDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-41.82%

-2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-13.59%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-30.26%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

Current Drawdown

Current decline from peak

-1.99%

-7.36%

+5.37%

Average Drawdown

Average peak-to-trough decline

-8.94%

-10.43%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.29%

3.11%

-0.82%

Volatility

FYLD vs. EYLD - Volatility Comparison

The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 4.82%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 8.15%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than EYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYLDEYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

8.15%

-3.33%

Volatility (6M)

Calculated over the trailing 6-month period

9.10%

12.89%

-3.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

18.56%

-2.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

18.10%

-1.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

21.62%

-3.53%