MYLD vs. RZV

Last updated Jun 5, 2026

MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and RZV (Invesco S&P SmallCap 600® Pure Value ETF) are both Small Cap Value Equities funds. MYLD is actively managed, while RZV is passively managed. Over the past year, MYLD returned 38.77% vs 45.33% for RZV. Their correlation of 0.90 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.35%/yr for RZV.

Performance

MYLD vs. RZV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Invesco S&P SmallCap 600® Pure Value ETF (RZV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MYLD achieves a 15.16% return, which is significantly lower than RZV's 19.32% return.

MYLD

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

RZV

• 1D: 1.31%
• 1M: 3.43%
• YTD: 19.32%
• 6M: 17.69%
• 1Y: 45.33%
• 3Y*: 19.15%
• 5Y*: 9.13%
• 10Y*: 10.50%

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

MYLD vs. RZV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	15.16%	10.48%	6.95%
RZV Invesco S&P SmallCap 600® Pure Value ETF	19.32%	8.65%	9.66%

Correlation

The correlation between MYLD and RZV is 0.89, 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	0.89
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024	0.90

The correlation between MYLD and RZV has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

Return for Risk

MYLD vs. RZV — 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

RZV

RZV Risk / Return Rank: 68
RZV Sharpe Ratio Rank: 68
RZV Sortino Ratio Rank: 69
RZV Omega Ratio Rank: 62
RZV Calmar Ratio Rank: 73
RZV Martin Ratio Rank: 66

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. RZV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Invesco S&P SmallCap 600® Pure Value ETF (RZV). 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	RZV	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.21	-0.07
Sortino ratio: Return per unit of downside risk	3.13	3.10	+0.03
Omega ratio: Gain probability vs. loss probability	1.38	1.37	+0.01
Calmar ratio: Return relative to maximum drawdown	3.93	3.63	+0.30
Martin ratio: Return relative to average drawdown	11.41	11.80	-0.40
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. RZV - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.14, which is comparable to the RZV Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of MYLD and RZV, 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	RZV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.14	2.21	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.38	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.69	0.27	+0.41

Drawdowns

MYLD vs. RZV - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum RZV drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for MYLD and RZV.

Drawdown Indicators

	MYLD	RZV	Difference
Max Drawdown Largest peak-to-trough decline	-28.23%	-77.11%	+48.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.92%	-12.56%	+2.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-29.81%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.81%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-60.42%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.99%	-13.60%	+7.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.41%	3.85%	-0.44%

Volatility

MYLD vs. RZV - Volatility Comparison

The current volatility for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) is 4.75%, while Invesco S&P SmallCap 600® Pure Value ETF (RZV) has a volatility of 5.27%. This indicates that MYLD experiences smaller price fluctuations and is considered to be less risky than RZV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MYLD	RZV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.75%	5.27%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	12.02%	13.71%	-1.69%
Volatility (1Y) Calculated over the trailing 1-year period	18.20%	20.67%	-2.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	24.37%	-4.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	27.03%	-7.07%

MYLD vs. RZV - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than RZV's 0.35% expense ratio.

Dividends

MYLD vs. RZV - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.07%, more than RZV's 1.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
RZV Invesco S&P SmallCap 600® Pure Value ETF	1.33%	1.59%	1.14%	1.13%	1.43%	0.86%	0.63%	1.03%	2.03%	1.02%	0.46%	1.24%

Frequently Asked Questions

Can I hold both MYLD and RZV in my portfolio?

MYLD and RZV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MYLD or RZV?

RZV has higher volatility (5.27%) compared to MYLD (4.75%). In terms of maximum drawdown, MYLD dropped -28.23% vs RZV's -77.11%.

Which ETF is better, MYLD or RZV?

On 1-year performance, RZV leads with 45.33% vs 38.77% for MYLD. On fees, RZV is cheaper at 0.35% per year. On volatility, MYLD has been the lower-risk option at 4.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MYLD or RZV?

Over the 1-year period, RZV has performed better with a 45.33% return vs 38.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MYLD or RZV?

RZV is cheaper with a 0.35% expense ratio, compared with 0.59% for MYLD.

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

MYLD has the higher dividend yield at 2.07%, compared with 1.33% for RZV.

What is the main difference between MYLD and RZV?

They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.59% for MYLD and 0.35% for RZV.

Which has better risk-adjusted returns?

RZV currently has the higher Sharpe Ratio (2.21 vs 2.14), 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.