FYLD vs. FLTW

Last updated Jun 13, 2026

FYLD (Cambria Foreign Shareholder Yield ETF) and FLTW (Franklin FTSE Taiwan ETF) are both exchange-traded funds - FYLD is a Global Equities fund actively managed by Cambria, while FLTW is a Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. FYLD is actively managed, while FLTW is passively managed. Over the past 5 years, FYLD returned 11.63%/yr vs 20.89%/yr for FLTW. A 0.57 correlation means they provide meaningful diversification when combined. FYLD charges 0.59%/yr vs 0.19%/yr for FLTW.

Performance

FYLD vs. FLTW - Performance Comparison

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

Returns By Period

In the year-to-date period, FYLD achieves a 19.96% return, which is significantly lower than FLTW's 65.68% return.

FYLD

• 1D: 0.21%
• 1M: 0.47%
• YTD: 19.96%
• 6M: 20.90%
• 1Y: 38.49%
• 3Y*: 22.16%
• 5Y*: 11.63%
• 10Y*: 12.08%

FLTW

• 1D: 0.59%
• 1M: 9.23%
• YTD: 65.68%
• 6M: 71.97%
• 1Y: 100.51%
• 3Y*: 39.63%
• 5Y*: 20.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FYLD vs. FLTW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FYLD Cambria Foreign Shareholder Yield ETF	19.96%	34.53%	3.00%	13.18%	-5.53%	18.67%	4.17%	17.83%	-14.47%	3.40%
FLTW Franklin FTSE Taiwan ETF	65.68%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	31.23%	-9.32%	-1.28%

Correlation

The correlation between FYLD and FLTW is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017	0.57

The correlation between FYLD and FLTW shifts across timeframes, from 0.45 (1 year) to 0.59 (5 years), reflecting how their relationship changes across market environments.

FYLD vs. FLTW - Sectors Allocation Comparison

Sectors	FYLD	FLTW
Energy	32.7%	0.1%
Financial Services	18.9%	12.6%
Industrials	16.1%	4.0%
Basic Materials	9.4%	2.9%
Consumer Cyclical	7.3%	1.7%
Consumer Defensive	5.7%	0.9%
Technology	4.2%	75.6%
Communication Services	4.1%	1.6%
Utilities	1.8%	-
Healthcare	-	0.6%
Real Estate	-	-

Return for Risk

FYLD vs. FLTW — Risk / Return Rank

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

FYLD

FYLD Risk / Return Rank: 94
FYLD Sharpe Ratio Rank: 95
FYLD Sortino Ratio Rank: 94
FYLD Omega Ratio Rank: 93
FYLD Calmar Ratio Rank: 95
FYLD Martin Ratio Rank: 95

FLTW

FLTW Risk / Return Rank: 95
FLTW Sharpe Ratio Rank: 96
FLTW Sortino Ratio Rank: 92
FLTW Omega Ratio Rank: 93
FLTW Calmar Ratio Rank: 97
FLTW Martin Ratio Rank: 95

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. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Franklin FTSE Taiwan ETF (FLTW). 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	FLTW	Difference
Sharpe ratio: Return per unit of total volatility	3.27	3.62	-0.34
Sortino ratio: Return per unit of downside risk	4.50	4.02	+0.47
Omega ratio: Gain probability vs. loss probability	1.58	1.58	0.00
Calmar ratio: Return relative to maximum drawdown	7.11	9.29	-2.18
Martin ratio: Return relative to average drawdown	25.06	27.95	-2.89

FYLD vs. FLTW - Sharpe Ratio Comparison

The current FYLD Sharpe Ratio is 3.27, which is comparable to the FLTW Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of FYLD and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

FYLD vs. FLTW - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for FYLD and FLTW.

Drawdown Indicators

	FYLD	FLTW	Difference
Max Drawdown Largest peak-to-trough decline	-44.55%	-38.00%	-6.55%
Max Drawdown (1Y) Largest decline over 1 year	-5.44%	-10.87%	+5.43%
Max Drawdown (3Y) Largest decline over 3 years	-15.15%	-26.45%	+11.30%
Max Drawdown (5Y) Largest decline over 5 years	-25.12%	-38.00%	+12.88%
Max Drawdown (10Y) Largest decline over 10 years	-44.55%	—	—
Current Drawdown Current decline from peak	-0.33%	-4.47%	+4.14%
Average Drawdown Average peak-to-trough decline	-8.81%	-8.42%	-0.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	3.61%	-2.07%

Volatility

FYLD vs. FLTW - Volatility Comparison

The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 3.71%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 15.27%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FYLD	FLTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.71%	15.27%	-11.56%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	23.85%	-14.64%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	27.98%	-16.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.27%	22.90%	-6.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	22.03%	-4.02%

FYLD vs. FLTW - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is higher than FLTW's 0.19% expense ratio.

Dividends

FYLD vs. FLTW - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.60%, more than FLTW's 1.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLTW Franklin FTSE Taiwan ETF	1.51%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%	0.00%	0.00%	0.00%
FYLD Cambria Foreign Shareholder Yield ETF	3.60%	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 FLTW in my portfolio?

FYLD and FLTW have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FYLD or FLTW?

FLTW has higher volatility (15.27%) compared to FYLD (3.71%). In terms of maximum drawdown, FYLD dropped -44.55% vs FLTW's -38.00%.

Which ETF is better, FYLD or FLTW?

On 5-year performance, FLTW leads with 20.89% vs 11.63% for FYLD. On fees, FLTW is cheaper at 0.19% per year. On volatility, FYLD has been the lower-risk option at 3.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FYLD or FLTW?

Over the 5-year period, FLTW has performed better with a 20.89% return vs 11.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FYLD or FLTW?

FLTW is cheaper with a 0.19% expense ratio, compared with 0.59% for FYLD.

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

FYLD has the higher dividend yield at 3.60%, compared with 1.51% for FLTW.

What is the main difference between FYLD and FLTW?

FYLD is categorized as Global Equities, while FLTW is Asia Pacific Equities. They also come from different issuers: Cambria and Franklin Templeton. Their fees differ too: 0.59% for FYLD and 0.19% for FLTW.

Which has better risk-adjusted returns?

FLTW currently has the higher Sharpe Ratio (3.62 vs 3.27), 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.