MYLD vs. DGRS

Last updated Jun 5, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and DGRS (WisdomTree U.S. SmallCap Quality Dividend Growth Fund) are both Small Cap Value Equities funds. MYLD is actively managed, while DGRS is passively managed. Over the past year, MYLD returned 38.77% vs 26.83% for DGRS. Their correlation of 0.94 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.38%/yr for DGRS.

Performance

MYLD vs. DGRS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MYLD having a 15.16% return and DGRS slightly lower at 14.63%.

MYLD

• 1D: 1.52%
• 1M: 1.38%
• YTD: 15.16%
• 6M: 16.13%
• 1Y: 38.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DGRS

• 1D: 0.95%
• 1M: -0.32%
• YTD: 14.63%
• 6M: 14.01%
• 1Y: 26.83%
• 3Y*: 14.71%
• 5Y*: 6.09%
• 10Y*: 9.61%

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

MYLD vs. DGRS - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	15.16%	10.48%	6.95%
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	14.63%	-0.43%	13.79%

Correlation

The correlation between MYLD and DGRS is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.94

The correlation between MYLD and DGRS has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

Return for Risk

MYLD vs. DGRS — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 68
MYLD Sharpe Ratio Rank: 66
MYLD Sortino Ratio Rank: 70
MYLD Omega Ratio Rank: 64
MYLD Calmar Ratio Rank: 78
MYLD Martin Ratio Rank: 64

DGRS

DGRS Risk / Return Rank: 48
DGRS Sharpe Ratio Rank: 44
DGRS Sortino Ratio Rank: 48
DGRS Omega Ratio Rank: 42
DGRS Calmar Ratio Rank: 57
DGRS Martin Ratio Rank: 51

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.

MYLD vs. DGRS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS). 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.

	MYLD	DGRS	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.50	+0.64
Sortino ratio: Return per unit of downside risk	3.13	2.31	+0.81
Omega ratio: Gain probability vs. loss probability	1.38	1.27	+0.11
Calmar ratio: Return relative to maximum drawdown	3.93	2.78	+1.14
Martin ratio: Return relative to average drawdown	11.41	8.53	+2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MYLD vs. DGRS - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.14, which is higher than the DGRS Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MYLD and DGRS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MYLD	DGRS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	1.50	+0.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.30	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.41	+0.27

Drawdowns

MYLD vs. DGRS - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum DGRS drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for MYLD and DGRS.

Drawdown Indicators

	MYLD	DGRS	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-44.83%	+16.60%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-9.68%	-0.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-27.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.57%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.83%	—
Current Drawdown Current decline from peak	0.00%	-0.85%	+0.85%
Average Drawdown Average peak-to-trough decline	-5.99%	-6.73%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	3.15%	+0.26%

Volatility

MYLD vs. DGRS - Volatility Comparison

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.75% compared to WisdomTree U.S. SmallCap Quality Dividend Growth Fund (DGRS) at 4.28%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than DGRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	DGRS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	4.28%	+0.47%
Volatility (6M) Calculated over the trailing 6-month period	12.02%	11.39%	+0.63%
Volatility (1Y) Calculated over the trailing 1-year period	18.20%	17.98%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	20.43%	-0.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	23.63%	-3.67%

MYLD vs. DGRS - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than DGRS's 0.38% expense ratio.

Dividends

MYLD vs. DGRS - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.07%, less than DGRS's 2.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DGRS WisdomTree U.S. SmallCap Quality Dividend Growth Fund	2.21%	2.68%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	1.90%	1.82%	2.55%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.07%	6.22%	3.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MYLD and DGRS in my portfolio?

With a correlation of 0.92, MYLD and DGRS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, MYLD or DGRS?

MYLD has higher volatility (4.75%) compared to DGRS (4.28%). In terms of maximum drawdown, MYLD dropped -28.23% vs DGRS's -44.83%.

Which ETF is better, MYLD or DGRS?

On 1-year performance, MYLD leads with 38.77% vs 26.83% for DGRS. On fees, DGRS is cheaper at 0.38% per year. On volatility, DGRS has been the lower-risk option at 4.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or DGRS?

Over the 1-year period, MYLD has performed better with a 38.77% return vs 26.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or DGRS?

DGRS is cheaper with a 0.38% expense ratio, compared with 0.59% for MYLD.

Which ETF pays a higher dividend yield, MYLD or DGRS?

DGRS has the higher dividend yield at 2.21%, compared with 2.07% for MYLD.

What is the main difference between MYLD and DGRS?

They also come from different issuers: Cambria and WisdomTree. Their fees differ too: 0.59% for MYLD and 0.38% for DGRS.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.14 vs 1.50), 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.