MDYV vs. SYLD
Compare and contrast key facts about SPDR S&P 400 Mid Cap Value ETF (MDYV) and Cambria Shareholder Yield ETF (SYLD).
MDYV and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MDYV is a passively managed fund by State Street that tracks the performance of the S&P MidCap 400 Value Index. It was launched on Nov 8, 2005. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
MDYV vs. SYLD - Performance Comparison
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MDYV vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.05% | 7.45% | 11.48% | 15.35% | -7.19% | 30.51% | 3.68% | 25.89% | -11.95% | 12.31% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
Returns By Period
In the year-to-date period, MDYV achieves a 1.05% return, which is significantly lower than SYLD's 9.10% return. Over the past 10 years, MDYV has underperformed SYLD with an annualized return of 9.95%, while SYLD has yielded a comparatively higher 12.45% annualized return.
MDYV
- 1D
- 2.37%
- 1M
- -5.21%
- YTD
- 1.05%
- 6M
- 3.03%
- 1Y
- 12.66%
- 3Y*
- 10.86%
- 5Y*
- 7.14%
- 10Y*
- 9.95%
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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MDYV vs. SYLD - Expense Ratio Comparison
MDYV has a 0.15% expense ratio, which is lower than SYLD's 0.59% expense ratio.
Return for Risk
MDYV vs. SYLD — Risk / Return Rank
MDYV
SYLD
MDYV vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 400 Mid Cap Value ETF (MDYV) and Cambria Shareholder Yield ETF (SYLD). 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.
| MDYV | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 0.97 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.51 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.20 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.42 | -0.51 |
Martin ratioReturn relative to average drawdown | 3.42 | 5.52 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MDYV | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.97 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.33 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.54 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.56 | -0.16 |
Correlation
The correlation between MDYV and SYLD is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MDYV vs. SYLD - Dividend Comparison
MDYV's dividend yield for the trailing twelve months is around 1.86%, less than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDYV SPDR S&P 400 Mid Cap Value ETF | 1.86% | 1.72% | 1.89% | 1.59% | 1.90% | 1.74% | 1.69% | 1.83% | 2.28% | 2.48% | 1.83% | 4.31% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
MDYV vs. SYLD - Drawdown Comparison
The maximum MDYV drawdown since its inception was -60.71%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for MDYV and SYLD.
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Drawdown Indicators
| MDYV | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.71% | -45.36% | -15.35% |
Max Drawdown (1Y)Largest decline over 1 year | -14.55% | -14.90% | +0.35% |
Max Drawdown (5Y)Largest decline over 5 years | -22.58% | -26.62% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -45.90% | -45.36% | -0.54% |
Current DrawdownCurrent decline from peak | -7.55% | -3.17% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -8.68% | -5.72% | -2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.83% | +0.03% |
Volatility
MDYV vs. SYLD - Volatility Comparison
SPDR S&P 400 Mid Cap Value ETF (MDYV) has a higher volatility of 5.35% compared to Cambria Shareholder Yield ETF (SYLD) at 4.04%. This indicates that MDYV's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDYV | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.35% | 4.04% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 11.43% | 11.47% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.68% | 21.53% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.57% | 20.91% | -1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 22.97% | -1.07% |