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FYLD vs. WRND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FYLD vs. WRND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Foreign Shareholder Yield ETF (FYLD) and IQ Global Equity R&D Leaders ETF (WRND). The values are adjusted to include any dividend payments, if applicable.

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FYLD vs. WRND - Yearly Performance Comparison


2026 (YTD)2025202420232022
FYLD
Cambria Foreign Shareholder Yield ETF
15.11%34.53%3.00%13.18%-8.97%
WRND
IQ Global Equity R&D Leaders ETF
-1.67%27.72%13.46%34.85%-19.17%

Returns By Period

In the year-to-date period, FYLD achieves a 15.11% return, which is significantly higher than WRND's -1.67% return.


FYLD

1D
0.21%
1M
0.59%
YTD
15.11%
6M
20.82%
1Y
44.60%
3Y*
19.63%
5Y*
12.21%
10Y*
11.42%

WRND

1D
1.48%
1M
-4.99%
YTD
-1.67%
6M
0.26%
1Y
25.07%
3Y*
18.38%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FYLD vs. WRND - Expense Ratio Comparison

FYLD has a 0.59% expense ratio, which is higher than WRND's 0.18% expense ratio.


Return for Risk

FYLD vs. WRND — 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: 8989
Calmar Ratio Rank
FYLD Martin Ratio Rank: 9696
Martin Ratio Rank

WRND
WRND Risk / Return Rank: 6666
Overall Rank
WRND Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WRND Sortino Ratio Rank: 6767
Sortino Ratio Rank
WRND Omega Ratio Rank: 6363
Omega Ratio Rank
WRND Calmar Ratio Rank: 6969
Calmar Ratio Rank
WRND Martin Ratio Rank: 6767
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. WRND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Foreign Shareholder Yield ETF (FYLD) and IQ Global Equity R&D Leaders ETF (WRND). 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.


FYLDWRNDDifference

Sharpe ratio

Return per unit of total volatility

2.73

1.22

+1.51

Sortino ratio

Return per unit of downside risk

3.41

1.79

+1.61

Omega ratio

Gain probability vs. loss probability

1.60

1.25

+0.35

Calmar ratio

Return relative to maximum drawdown

3.38

1.94

+1.43

Martin ratio

Return relative to average drawdown

19.67

7.53

+12.14

FYLD vs. WRND - Sharpe Ratio Comparison

The current FYLD Sharpe Ratio is 2.73, which is higher than the WRND Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of FYLD and WRND, 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


FYLDWRNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.22

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

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

0.60

-0.16

Correlation

The correlation between FYLD and WRND is 0.68, 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. WRND - Dividend Comparison

FYLD's dividend yield for the trailing twelve months is around 3.75%, more than WRND's 1.17% yield.


TTM20252024202320222021202020192018201720162015
FYLD
Cambria Foreign Shareholder Yield ETF
3.75%4.07%5.41%6.06%6.13%4.74%3.94%3.73%5.17%2.85%2.72%3.98%
WRND
IQ Global Equity R&D Leaders ETF
1.17%1.29%1.15%2.06%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FYLD vs. WRND - Drawdown Comparison

The maximum FYLD drawdown since its inception was -44.55%, which is greater than WRND's maximum drawdown of -27.16%. Use the drawdown chart below to compare losses from any high point for FYLD and WRND.


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Drawdown Indicators


FYLDWRNDDifference

Max Drawdown

Largest peak-to-trough decline

-44.55%

-27.16%

-17.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.10%

-12.75%

+1.65%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

Max Drawdown (10Y)

Largest decline over 10 years

-44.55%

Current Drawdown

Current decline from peak

-1.78%

-7.52%

+5.74%

Average Drawdown

Average peak-to-trough decline

-8.94%

-6.17%

-2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

3.29%

-1.05%

Volatility

FYLD vs. WRND - Volatility Comparison

The current volatility for Cambria Foreign Shareholder Yield ETF (FYLD) is 4.82%, while IQ Global Equity R&D Leaders ETF (WRND) has a volatility of 8.05%. This indicates that FYLD experiences smaller price fluctuations and is considered to be less risky than WRND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FYLDWRNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

8.05%

-3.23%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

13.27%

-4.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

20.63%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

18.78%

-2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

18.78%

-0.70%