FYLD vs. IHDG
Compare and contrast key facts about Cambria Foreign Shareholder Yield ETF (FYLD) and WisdomTree International Hedged Dividend Growth Fund (IHDG).
FYLD and IHDG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014.
Performance
FYLD vs. IHDG - Performance Comparison
Loading graphics...
FYLD vs. IHDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 0.70% | 14.17% | 5.97% | 20.00% | -11.53% | 19.75% | 10.51% | 33.42% | -12.03% | 21.93% |
Returns By Period
In the year-to-date period, FYLD achieves a 14.87% return, which is significantly higher than IHDG's 0.70% return. Over the past 10 years, FYLD has outperformed IHDG with an annualized return of 11.36%, while IHDG has yielded a comparatively lower 9.93% annualized 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%
IHDG
- 1D
- 1.68%
- 1M
- -3.94%
- YTD
- 0.70%
- 6M
- 5.47%
- 1Y
- 14.91%
- 3Y*
- 9.58%
- 5Y*
- 7.77%
- 10Y*
- 9.93%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FYLD vs. IHDG - Expense Ratio Comparison
FYLD has a 0.59% expense ratio, which is higher than IHDG's 0.58% expense ratio.
Return for Risk
FYLD vs. IHDG — Risk / Return Rank
FYLD
IHDG
FYLD vs. IHDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and WisdomTree International Hedged Dividend Growth Fund (IHDG). 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 | IHDG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.68 | 0.86 | +1.82 |
Sortino ratioReturn per unit of downside risk | 3.35 | 1.32 | +2.04 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.19 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.33 | +2.00 |
Martin ratioReturn relative to average drawdown | 19.43 | 5.10 | +14.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FYLD | IHDG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | 0.86 | +1.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | 0.53 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.63 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.58 | -0.14 |
Correlation
The correlation between FYLD and IHDG is 0.64, 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. IHDG - Dividend Comparison
FYLD's dividend yield for the trailing twelve months is around 3.76%, more than IHDG's 1.91% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.91% | 1.84% | 2.42% | 1.70% | 13.79% | 2.77% | 1.94% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% |
Drawdowns
FYLD vs. IHDG - Drawdown Comparison
The maximum FYLD drawdown since its inception was -44.55%, which is greater than IHDG's maximum drawdown of -29.24%. Use the drawdown chart below to compare losses from any high point for FYLD and IHDG.
Loading graphics...
Drawdown Indicators
| FYLD | IHDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.55% | -29.24% | -15.31% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -11.22% | -1.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.12% | -19.52% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -29.24% | -15.31% |
Current DrawdownCurrent decline from peak | -1.99% | -5.70% | +3.71% |
Average DrawdownAverage peak-to-trough decline | -8.94% | -4.05% | -4.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.97% | -0.68% |
Volatility
FYLD vs. IHDG - Volatility Comparison
The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 4.82%, while WisdomTree International Hedged Dividend Growth Fund (IHDG) has a volatility of 5.94%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than IHDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FYLD | IHDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 5.94% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 9.10% | 10.17% | -1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.41% | 17.33% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 14.63% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.09% | 15.70% | +2.39% |