MSMR vs. GYLD
Compare and contrast key facts about McElhenny Sheffield Managed Risk ETF (MSMR) and Arrow Dow Jones Global Yield ETF (GYLD).
MSMR and GYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MSMR is an actively managed fund by McElhenny Sheffield. It was launched on Nov 16, 2021. GYLD is a passively managed fund by Arrow Funds that tracks the performance of the DJ Brookfield Global Infrastructure Composite Yield. It was launched on May 8, 2012.
Performance
MSMR vs. GYLD - Performance Comparison
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MSMR vs. GYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | -0.21% | 17.06% | 21.58% | 18.77% | -11.88% | -1.12% |
GYLD Arrow Dow Jones Global Yield ETF | 3.35% | 19.85% | 3.83% | 10.36% | -7.73% | 0.15% |
Returns By Period
In the year-to-date period, MSMR achieves a -0.21% return, which is significantly lower than GYLD's 3.35% return.
MSMR
- 1D
- 2.41%
- 1M
- -4.00%
- YTD
- -0.21%
- 6M
- 3.10%
- 1Y
- 18.50%
- 3Y*
- 18.08%
- 5Y*
- —
- 10Y*
- —
GYLD
- 1D
- 1.29%
- 1M
- -2.12%
- YTD
- 3.35%
- 6M
- 6.86%
- 1Y
- 15.35%
- 3Y*
- 12.02%
- 5Y*
- 6.98%
- 10Y*
- 4.92%
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MSMR vs. GYLD - Expense Ratio Comparison
MSMR has a 0.97% expense ratio, which is higher than GYLD's 0.75% expense ratio.
Return for Risk
MSMR vs. GYLD — Risk / Return Rank
MSMR
GYLD
MSMR vs. GYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for McElhenny Sheffield Managed Risk ETF (MSMR) and Arrow Dow Jones Global Yield ETF (GYLD). 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.
| MSMR | GYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.19 | +0.33 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.61 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.22 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.87 | +0.87 |
Martin ratioReturn relative to average drawdown | 10.18 | 7.27 | +2.92 |
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
| MSMR | GYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.19 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.52 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.19 | +0.71 |
Correlation
The correlation between MSMR and GYLD is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MSMR vs. GYLD - Dividend Comparison
MSMR's dividend yield for the trailing twelve months is around 1.96%, less than GYLD's 7.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSMR McElhenny Sheffield Managed Risk ETF | 1.96% | 1.51% | 2.26% | 0.81% | 0.65% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GYLD Arrow Dow Jones Global Yield ETF | 7.78% | 8.43% | 12.90% | 7.13% | 4.64% | 5.50% | 7.42% | 5.83% | 8.17% | 6.78% | 7.29% | 10.35% |
Drawdowns
MSMR vs. GYLD - Drawdown Comparison
The maximum MSMR drawdown since its inception was -14.86%, smaller than the maximum GYLD drawdown of -55.03%. Use the drawdown chart below to compare losses from any high point for MSMR and GYLD.
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Drawdown Indicators
| MSMR | GYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.86% | -55.03% | +40.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.05% | -8.10% | +1.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.24% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.89% | — |
Current DrawdownCurrent decline from peak | -4.33% | -2.19% | -2.14% |
Average DrawdownAverage peak-to-trough decline | -5.28% | -14.58% | +9.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.09% | -0.19% |
Volatility
MSMR vs. GYLD - Volatility Comparison
McElhenny Sheffield Managed Risk ETF (MSMR) has a higher volatility of 5.04% compared to Arrow Dow Jones Global Yield ETF (GYLD) at 4.07%. This indicates that MSMR's price experiences larger fluctuations and is considered to be riskier than GYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSMR | GYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.04% | 4.07% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 8.26% | +2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.28% | 12.97% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.32% | 13.57% | -3.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.32% | 16.59% | -6.27% |