GMOD vs. TYLD

Last updated Aug 6, 2026

GMOD (GMO Dynamic Allocation ETF) and TYLD (Cambria Tactical Yield ETF) are both Tactical Allocation funds. Both are actively managed. Their -0.04 correlation means they have often moved in opposite directions in the past. GMOD charges 0.50%/yr vs 0.59%/yr for TYLD.

Performance

GMOD vs. TYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Dynamic Allocation ETF (GMOD) and Cambria Tactical Yield ETF (TYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GMOD achieves a 9.44% return, which is significantly higher than TYLD's 1.96% return.

GMOD

• 1D: 0.03%
• 1M: 1.25%
• 6M: 5.21%
• YTD: 9.44%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

TYLD

• 1D: -0.02%
• 1M: 0.12%
• 6M: 1.62%
• YTD: 1.96%
• 1Y: 3.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.30%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GMOD GMO Dynamic Allocation ETF	$201.53K	$269.48K	$288.39K
TYLD Cambria Tactical Yield ETF	$17.33K	$121.77K	$74.62K

GMOD vs. TYLD - Yearly Performance Comparison

	2026 (YTD)	2025
GMOD GMO Dynamic Allocation ETF	9.44%	4.35%
TYLD Cambria Tactical Yield ETF	1.96%	0.93%

Correlation

The correlation between GMOD and TYLD is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 14, 2025	-0.04

Return for Risk

GMOD vs. TYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GMOD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TYLD

TYLD Risk / Return Rank: 99
TYLD Sharpe Ratio Rank: 99
TYLD Sortino Ratio Rank: 99
TYLD Omega Ratio Rank: 99
TYLD Calmar Ratio Rank: 99
TYLD Martin Ratio Rank: 99

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GMOD vs. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and Cambria Tactical Yield ETF (TYLD). 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.

	GMOD	TYLD	Difference
Sharpe ratio: Return per unit of total volatility	—	5.17	—
Sortino ratio: Return per unit of downside risk	—	9.80	—
Omega ratio: Gain probability vs. loss probability	—	2.52	—
Calmar ratio: Return relative to maximum drawdown	—	21.20	—
Martin ratio: Return relative to average drawdown	—	112.10	—

Drawdowns

GMOD vs. TYLD - Drawdown Comparison

The maximum GMOD drawdown since its inception was -6.50%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for GMOD and TYLD.

Drawdown Indicators

	GMOD	TYLD	Difference
Max Drawdown Largest peak-to-trough decline	-6.50%	-1.06%	-5.44%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.18%	—
Current Drawdown Current decline from peak	0.00%	-0.02%	+0.02%
Average Drawdown Average peak-to-trough decline	-1.05%	-0.10%	-0.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.03%	—

Volatility

Volatility by Period

	GMOD	TYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.57%	—
Volatility (1Y) Calculated over the trailing 1-year period	8.75%	0.73%	+8.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.75%	1.72%	+7.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.75%	1.72%	+7.03%

GMOD vs. TYLD - Expense Ratio Comparison

GMOD has a 0.50% expense ratio, which is lower than TYLD's 0.59% expense ratio.

Dividends

GMOD vs. TYLD - Dividend Comparison

GMOD's dividend yield for the trailing twelve months is around 1.34%, less than TYLD's 3.72% yield.

Position	TTM	2025	2024
GMOD GMO Dynamic Allocation ETF	1.34%	0.93%	0.00%
TYLD Cambria Tactical Yield ETF	3.72%	4.38%	4.24%

Frequently Asked Questions

Can I hold both GMOD and TYLD in my portfolio?

GMOD and TYLD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GMOD or TYLD?

On fees, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GMOD or TYLD?

GMOD is cheaper with a 0.50% expense ratio, compared with 0.59% for TYLD.

Which ETF pays a higher dividend yield, GMOD or TYLD?

TYLD has the higher dividend yield at 3.72%, compared with 1.34% for GMOD.

What is the main difference between GMOD and TYLD?

They also come from different issuers: GMO and Cambria. Their fees differ too: 0.50% for GMOD and 0.59% for TYLD.