MYLD vs. ISVL
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and ISVL (iShares International Developed Small Cap Value Factor ETF) are both Small Cap Value Equities funds. MYLD is actively managed, while ISVL is passively managed. Over the past year, MYLD returned 39.94% vs 25.94% for ISVL. A 0.56 correlation means they provide meaningful diversification when combined. MYLD charges 0.59%/yr vs 0.30%/yr for ISVL.
Performance
MYLD vs. ISVL - Performance Comparison
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Returns By Period
In the year-to-date period, MYLD achieves a 19.13% return, which is significantly higher than ISVL's 7.25% return.
MYLD
- 1D
- 1.10%
- 1M
- 5.32%
- YTD
- 19.13%
- 6M
- 17.55%
- 1Y
- 39.94%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVL
- 1D
- -0.52%
- 1M
- -1.58%
- YTD
- 7.25%
- 6M
- 7.19%
- 1Y
- 25.94%
- 3Y*
- 21.60%
- 5Y*
- 10.47%
- 10Y*
- —
MYLD vs. ISVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 19.13% | 10.48% | 6.53% |
ISVL iShares International Developed Small Cap Value Factor ETF | 7.25% | 42.84% | 7.48% |
Correlation
The correlation between MYLD and ISVL is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024 | 0.56 |
The correlation between MYLD and ISVL has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.
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Return for Risk
MYLD vs. ISVL — Risk / Return Rank
MYLD
ISVL
MYLD vs. ISVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and iShares International Developed Small Cap Value Factor ETF (ISVL). 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.
| MYLD | ISVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.04 | 2.09 | +1.96 |
| Martin ratioReturn relative to average drawdown | 11.71 | 8.12 | +3.59 |
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Drawdowns
MYLD vs. ISVL - Drawdown Comparison
The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum ISVL drawdown of -30.48%. Use the drawdown chart below to compare losses from any high point for MYLD and ISVL.
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Drawdown Indicators
| MYLD | ISVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -30.48% | +2.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -12.48% | +2.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.48% | — |
Current DrawdownCurrent decline from peak | -0.57% | -3.24% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -6.60% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 3.20% | +0.22% |
Volatility
MYLD vs. ISVL - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and iShares International Developed Small Cap Value Factor ETF (ISVL) have volatilities of 4.70% and 4.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYLD | ISVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.58% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 12.07% | 12.50% | -0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.36% | 14.83% | +3.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.89% | 16.93% | +2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 16.77% | +3.12% |
MYLD vs. ISVL - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than ISVL's 0.30% expense ratio.
Dividends
MYLD vs. ISVL - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.21%, less than ISVL's 3.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
ISVL iShares International Developed Small Cap Value Factor ETF | 3.22% | 2.69% | 3.92% | 3.82% | 3.37% | 2.82% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.21% | 6.22% | 3.26% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MYLD and ISVL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MYLD has higher volatility (4.70%) compared to ISVL (4.58%). In terms of maximum drawdown, MYLD dropped -28.23% vs ISVL's -30.48%.
On 1-year performance, MYLD leads with 39.94% vs 25.94% for ISVL. On fees, ISVL is cheaper at 0.30% per year. On volatility, ISVL has been the lower-risk option at 4.58%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, MYLD has performed better with a 39.94% return vs 25.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVL is cheaper with a 0.30% expense ratio, compared with 0.59% for MYLD.
ISVL has the higher dividend yield at 3.22%, compared with 2.21% for MYLD.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for MYLD and 0.30% for ISVL.
MYLD currently has the higher Sharpe Ratio (2.19 vs 1.76), 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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