MYLD vs. IWN
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and IWN (iShares Russell 2000 Value ETF) are both Small Cap Value Equities funds. MYLD is actively managed, while IWN is passively managed. Over the past year, MYLD returned 36.15% vs 41.15% for IWN. Their correlation of 0.89 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.24%/yr for IWN.
Performance
MYLD vs. IWN - Performance Comparison
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Returns By Period
In the year-to-date period, MYLD achieves a 13.45% return, which is significantly lower than IWN's 17.42% return.
MYLD
- 1D
- -1.42%
- 1M
- 1.39%
- YTD
- 13.45%
- 6M
- 13.96%
- 1Y
- 36.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IWN
- 1D
- -1.31%
- 1M
- 2.73%
- YTD
- 17.42%
- 6M
- 16.54%
- 1Y
- 41.15%
- 3Y*
- 17.66%
- 5Y*
- 6.48%
- 10Y*
- 10.16%
MYLD vs. IWN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 13.45% | 10.48% | 6.95% |
IWN iShares Russell 2000 Value ETF | 17.42% | 12.40% | 11.05% |
Correlation
The correlation between MYLD and IWN is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | 0.89 |
The correlation between MYLD and IWN has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
MYLD vs. IWN — Risk / Return Rank
MYLD
IWN
MYLD vs. IWN - 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 Russell 2000 Value ETF (IWN). 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 | IWN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | 4.89 | -1.23 |
| Martin ratioReturn relative to average drawdown | 10.64 | 16.44 | -5.80 |
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
| MYLD | IWN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.33 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.30 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.39 | +0.26 |
Drawdowns
MYLD vs. IWN - Drawdown Comparison
The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for MYLD and IWN.
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Drawdown Indicators
| MYLD | IWN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -61.55% | +33.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -8.45% | -1.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.70% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.70% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.08% | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.47% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -6.00% | -10.16% | +4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.51% | +0.90% |
Volatility
MYLD vs. IWN - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and iShares Russell 2000 Value ETF (IWN) have volatilities of 4.76% and 4.91%, 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 | IWN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 4.91% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 11.94% | 11.86% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 17.81% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.95% | 21.43% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 23.39% | -3.44% |
MYLD vs. IWN - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than IWN's 0.24% expense ratio.
Dividends
MYLD vs. IWN - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.10%, more than IWN's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWN iShares Russell 2000 Value ETF | 1.46% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.10% | 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
MYLD and IWN have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IWN has higher volatility (4.91%) compared to MYLD (4.76%). In terms of maximum drawdown, MYLD dropped -28.23% vs IWN's -61.55%.
On 1-year performance, IWN leads with 41.15% vs 36.15% for MYLD. On fees, IWN is cheaper at 0.24% per year. On volatility, MYLD has been the lower-risk option at 4.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IWN has performed better with a 41.15% return vs 36.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IWN is cheaper with a 0.24% expense ratio, compared with 0.59% for MYLD.
MYLD has the higher dividend yield at 2.10%, compared with 1.46% for IWN.
They also come from different issuers: Cambria and iShares. Their fees differ too: 0.59% for MYLD and 0.24% for IWN.
IWN currently has the higher Sharpe Ratio (2.33 vs 2.00), 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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