FYLD vs. URA

Last updated Jun 16, 2026

FYLD (Cambria Foreign Shareholder Yield ETF) and URA (Global X Uranium ETF) are both exchange-traded funds - FYLD is a Global Equities fund actively managed by Cambria, while URA is a Uranium fund tracking the Solactive Global Uranium & Nuclear Components Total Return Index. FYLD is actively managed, while URA is passively managed. Over the past 10 years, FYLD returned 11.83%/yr vs 16.50%/yr for URA. A 0.54 correlation means they provide meaningful diversification when combined. FYLD charges 0.59%/yr vs 0.69%/yr for URA.

Performance

FYLD vs. URA - Performance Comparison

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

Returns By Period

In the year-to-date period, FYLD achieves a 19.06% return, which is significantly higher than URA's 12.47% return. Over the past 10 years, FYLD has underperformed URA with an annualized return of 11.83%, while URA has yielded a comparatively higher 16.50% annualized return.

FYLD

• 1D: -0.75%
• 1M: -0.10%
• YTD: 19.06%
• 6M: 19.12%
• 1Y: 37.39%
• 3Y*: 21.45%
• 5Y*: 11.67%
• 10Y*: 11.83%

URA

• 1D: 5.58%
• 1M: -3.75%
• YTD: 12.47%
• 6M: 12.83%
• 1Y: 39.37%
• 3Y*: 34.52%
• 5Y*: 21.19%
• 10Y*: 16.50%

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

FYLD vs. URA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FYLD Cambria Foreign Shareholder Yield ETF	19.06%	34.53%	3.00%	13.18%	-5.53%	18.67%	4.17%	17.83%	-14.47%	29.81%
URA Global X Uranium ETF	12.47%	67.18%	-0.58%	46.25%	-11.32%	57.57%	41.33%	-3.54%	-22.11%	19.36%

Correlation

The correlation between FYLD and URA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.55
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Dec 3, 2013	0.54

The correlation between FYLD and URA shifts across timeframes, from 0.39 (1 year) to 0.55 (5 years), reflecting how their relationship changes across market environments.

FYLD vs. URA - Sectors Allocation Comparison

Sectors	FYLD	URA
Energy	31.2%	64.2%
Financial Services	19.0%	-
Industrials	16.1%	22.7%
Basic Materials	9.0%	4.8%
Consumer Cyclical	8.1%	-
Consumer Defensive	5.4%	-
Communication Services	3.7%	-
Technology	3.6%	0.9%
Utilities	1.6%	7.4%
Healthcare	-	-
Real Estate	-	-

Return for Risk

FYLD vs. URA — 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: 94
FYLD Sortino Ratio Rank: 94
FYLD Omega Ratio Rank: 92
FYLD Calmar Ratio Rank: 95
FYLD Martin Ratio Rank: 94

URA

URA Risk / Return Rank: 26
URA Sharpe Ratio Rank: 23
URA Sortino Ratio Rank: 27
URA Omega Ratio Rank: 26
URA Calmar Ratio Rank: 29
URA Martin Ratio Rank: 23

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. URA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and Global X Uranium ETF (URA). 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	URA	Difference
Sharpe ratio: Return per unit of total volatility	3.17	0.77	+2.40
Sortino ratio: Return per unit of downside risk	4.37	1.36	+3.01
Omega ratio: Gain probability vs. loss probability	1.56	1.16	+0.40
Calmar ratio: Return relative to maximum drawdown	6.91	1.26	+5.65
Martin ratio: Return relative to average drawdown	24.32	2.78	+21.53

FYLD vs. URA - Sharpe Ratio Comparison

The current FYLD Sharpe Ratio is 3.17, which is higher than the URA Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of FYLD and URA, 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. URA - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, smaller than the maximum URA drawdown of -93.54%. Use the drawdown chart below to compare losses from any high point for FYLD and URA.

Drawdown Indicators

	FYLD	URA	Difference
Max Drawdown Largest peak-to-trough decline	-44.55%	-93.54%	+48.99%
Max Drawdown (1Y) Largest decline over 1 year	-5.44%	-31.48%	+26.04%
Max Drawdown (3Y) Largest decline over 3 years	-15.15%	-37.81%	+22.66%
Max Drawdown (5Y) Largest decline over 5 years	-25.12%	-37.90%	+12.78%
Max Drawdown (10Y) Largest decline over 10 years	-44.55%	-61.45%	+16.90%
Current Drawdown Current decline from peak	-1.08%	-45.46%	+44.38%
Average Drawdown Average peak-to-trough decline	-8.81%	-74.93%	+66.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.54%	14.19%	-12.65%

Volatility

FYLD vs. URA - Volatility Comparison

The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 3.78%, while Global X Uranium ETF (URA) has a volatility of 18.71%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than URA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FYLD	URA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	18.71%	-14.93%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	40.22%	-30.98%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	51.62%	-39.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.28%	43.93%	-27.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	37.95%	-19.94%

FYLD vs. URA - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is lower than URA's 0.69% expense ratio.

Dividends

FYLD vs. URA - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.63%, less than URA's 4.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FYLD Cambria Foreign Shareholder Yield ETF	3.63%	4.07%	5.41%	6.06%	6.13%	4.74%	3.94%	3.73%	5.17%	2.85%	2.72%	3.98%
URA Global X Uranium ETF	4.34%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%

Frequently Asked Questions

Can I hold both FYLD and URA in my portfolio?

FYLD and URA have a correlation of 0.39, 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 URA?

URA has higher volatility (18.71%) compared to FYLD (3.78%). In terms of maximum drawdown, FYLD dropped -44.55% vs URA's -93.54%.

Which ETF is better, FYLD or URA?

On 10-year performance, URA leads with 16.50% vs 11.83% for FYLD. On fees, FYLD is cheaper at 0.59% per year. On volatility, FYLD has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FYLD or URA?

Over the 10-year period, URA has performed better with a 16.50% return vs 11.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FYLD or URA?

FYLD is cheaper with a 0.59% expense ratio, compared with 0.69% for URA.

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

URA has the higher dividend yield at 4.34%, compared with 3.63% for FYLD.

What is the main difference between FYLD and URA?

FYLD is categorized as Global Equities, while URA is Uranium. They also come from different issuers: Cambria and Global X. Their fees differ too: 0.59% for FYLD and 0.69% for URA.

Which has better risk-adjusted returns?

FYLD currently has the higher Sharpe Ratio (3.17 vs 0.77), 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.