MYLD vs. IVEP

Last updated Jun 4, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. MYLD is actively managed, while IVEP is passively managed. At a 0.35 correlation, their price movements are largely independent. MYLD charges 0.59%/yr vs 0.75%/yr for IVEP.

Performance

MYLD vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MYLD

• 1D: -1.42%
• 1M: 1.39%
• YTD: 13.45%
• 6M: 13.96%
• 1Y: 36.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVEP

• 1D: -0.87%
• 1M: -1.63%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MYLD vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	4.52%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.37%

Correlation

The correlation between MYLD and IVEP is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026	0.35

Return for Risk

MYLD vs. IVEP — Risk / Return Rank

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

MYLD

MYLD Risk / Return Rank: 63
MYLD Sharpe Ratio Rank: 60
MYLD Sortino Ratio Rank: 64
MYLD Omega Ratio Rank: 59
MYLD Calmar Ratio Rank: 73
MYLD Martin Ratio Rank: 61

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. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). 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	IVEP	Difference
Sharpe ratio: Return per unit of total volatility	2.00	—	—
Sortino ratio: Return per unit of downside risk	2.95	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	3.66	—	—
Martin ratio: Return relative to average drawdown	10.64	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MYLD	IVEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	2.62	-1.97

Drawdowns

MYLD vs. IVEP - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, which is greater than IVEP's maximum drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for MYLD and IVEP.

Drawdown Indicators

	MYLD	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-7.34%	-20.89%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	—	—
Current Drawdown Current decline from peak	-1.42%	-3.31%	+1.89%
Average Drawdown Average peak-to-trough decline	-6.00%	-1.97%	-4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	—	—

Volatility

Volatility by Period

	MYLD	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.22%	26.29%	-8.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.95%	26.29%	-6.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.95%	26.29%	-6.34%

MYLD vs. IVEP - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is lower than IVEP's 0.75% expense ratio.

Dividends

MYLD vs. IVEP - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.10%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025	2024
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.10%	6.22%	3.26%

Frequently Asked Questions

Can I hold both MYLD and IVEP in my portfolio?

MYLD and IVEP have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, MYLD or IVEP?

On fees, MYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, MYLD or IVEP?

MYLD is cheaper with a 0.59% expense ratio, compared with 0.75% for IVEP.

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

MYLD has the higher dividend yield at 2.10%, compared with 0.00% for IVEP.

What is the main difference between MYLD and IVEP?

MYLD is categorized as Small Cap Value Equities, while IVEP is Industrials Equities. They also come from different issuers: Cambria and Wedbush. Their fees differ too: 0.59% for MYLD and 0.75% for IVEP.