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HYZD vs. TYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYZD vs. TYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) and Cambria Tactical Yield ETF (TYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HYZD achieves a 2.51% return, which is significantly higher than TYLD's 1.50% return.


HYZD

1D
0.09%
1M
0.69%
YTD
2.51%
6M
3.22%
1Y
7.66%
3Y*
9.28%
5Y*
6.22%
10Y*
5.57%

TYLD

1D
0.00%
1M
0.40%
YTD
1.50%
6M
1.92%
1Y
4.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYZD vs. TYLD - Yearly Performance Comparison


2026 (YTD)20252024
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
2.51%7.67%9.87%
TYLD
Cambria Tactical Yield ETF
1.50%4.05%5.15%

Correlation

The correlation between HYZD and TYLD is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (All Time)
Calculated using the full available price history since Jan 5, 2024

-0.06

The correlation between HYZD and TYLD shifts across timeframes, from -0.17 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HYZD vs. TYLD — Risk / Return Rank

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

HYZD
HYZD Risk / Return Rank: 8181
Overall Rank
HYZD Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
HYZD Sortino Ratio Rank: 8686
Sortino Ratio Rank
HYZD Omega Ratio Rank: 8282
Omega Ratio Rank
HYZD Calmar Ratio Rank: 7878
Calmar Ratio Rank
HYZD Martin Ratio Rank: 8383
Martin Ratio Rank

TYLD
TYLD Risk / Return Rank: 9999
Overall Rank
TYLD Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TYLD Sortino Ratio Rank: 9999
Sortino Ratio Rank
TYLD Omega Ratio Rank: 9999
Omega Ratio Rank
TYLD Calmar Ratio Rank: 9999
Calmar Ratio Rank
TYLD Martin Ratio Rank: 9999
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.

HYZD vs. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) 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.


HYZDTYLDDifference
Sharpe ratioReturn per unit of total volatility

-2.98

Sortino ratioReturn per unit of downside risk

-7.03

Omega ratioGain probability vs. loss probability

1.50

2.55

-1.05

Calmar ratioReturn relative to maximum drawdown

4.03

34.31

-30.28

Martin ratioReturn relative to average drawdown

17.08

125.35

-108.27

HYZD vs. TYLD - Sharpe Ratio Comparison

The current HYZD Sharpe Ratio is 2.44, which is lower than the TYLD Sharpe Ratio of 5.42. The chart below compares the historical Sharpe Ratios of HYZD and TYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HYZDTYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

5.42

-2.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

2.53

-2.03

Drawdowns

HYZD vs. TYLD - Drawdown Comparison

The maximum HYZD drawdown since its inception was -25.66%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for HYZD and TYLD.


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Drawdown Indicators


HYZDTYLDDifference

Max Drawdown

Largest peak-to-trough decline

-25.66%

-1.06%

-24.60%

Max Drawdown (1Y)

Largest decline over 1 year

-1.91%

-0.12%

-1.79%

Max Drawdown (3Y)

Largest decline over 3 years

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-25.66%

Current Drawdown

Current decline from peak

-0.02%

0.00%

-0.02%

Average Drawdown

Average peak-to-trough decline

-2.20%

-0.11%

-2.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.03%

+0.42%

Volatility

HYZD vs. TYLD - Volatility Comparison

WisdomTree Interest Rate Hedged High Yield Bond Fund (HYZD) has a higher volatility of 0.96% compared to Cambria Tactical Yield ETF (TYLD) at 0.26%. This indicates that HYZD's price experiences larger fluctuations and is considered to be riskier than TYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYZDTYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.96%

0.26%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

0.55%

+1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.15%

0.75%

+2.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.70%

1.77%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.57%

1.77%

+6.80%

HYZD vs. TYLD - Expense Ratio Comparison

HYZD has a 0.43% expense ratio, which is lower than TYLD's 0.59% expense ratio.


Dividends

HYZD vs. TYLD - Dividend Comparison

HYZD's dividend yield for the trailing twelve months is around 5.89%, more than TYLD's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
HYZD
WisdomTree Interest Rate Hedged High Yield Bond Fund
5.89%6.05%6.08%5.94%5.14%4.02%5.13%5.50%5.58%4.94%5.07%4.38%
TYLD
Cambria Tactical Yield ETF
4.69%4.38%4.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYZD and TYLD have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HYZD has higher volatility (0.96%) compared to TYLD (0.26%). In terms of maximum drawdown, HYZD dropped -25.66% vs TYLD's -1.06%.

On 1-year performance, HYZD leads with 7.66% vs 4.06% for TYLD. On fees, HYZD is cheaper at 0.43% per year. On volatility, TYLD has been the lower-risk option at 0.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, HYZD has performed better with a 7.66% return vs 4.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HYZD is cheaper with a 0.43% expense ratio, compared with 0.59% for TYLD.

HYZD has the higher dividend yield at 5.89%, compared with 4.69% for TYLD.

They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.43% for HYZD and 0.59% for TYLD.

TYLD currently has the higher Sharpe Ratio (5.42 vs 2.44), 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.

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