MYLD vs. USVM
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and USVM (VictoryShares US Small Mid Cap Value Momentum ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while USVM is a Momentum fund tracking the Nasdaq Victory US Small Mid Cap Value Momentum Index. MYLD is actively managed, while USVM is passively managed. Over the past year, MYLD returned 38.77% vs 32.38% for USVM. Their correlation of 0.88 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.29%/yr for USVM.
Performance
MYLD vs. USVM - Performance Comparison
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Returns By Period
In the year-to-date period, MYLD achieves a 15.16% return, which is significantly lower than USVM's 16.40% return.
MYLD
- 1D
- 1.52%
- 1M
- 1.38%
- YTD
- 15.16%
- 6M
- 16.13%
- 1Y
- 38.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USVM
- 1D
- 0.99%
- 1M
- 1.96%
- YTD
- 16.40%
- 6M
- 16.14%
- 1Y
- 32.38%
- 3Y*
- 20.65%
- 5Y*
- 9.96%
- 10Y*
- —
MYLD vs. USVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 15.16% | 10.48% | 6.95% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 16.40% | 10.56% | 19.55% |
Correlation
The correlation between MYLD and USVM 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 | 0.88 |
The correlation between MYLD and USVM has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.
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Return for Risk
MYLD vs. USVM — Risk / Return Rank
MYLD
USVM
MYLD vs. USVM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM). 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 | USVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.38 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 3.89 | +0.04 |
| Martin ratioReturn relative to average drawdown | 11.41 | 14.65 | -3.24 |
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 | USVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.18 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.49 | +0.19 |
Drawdowns
MYLD vs. USVM - Drawdown Comparison
The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum USVM drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for MYLD and USVM.
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Drawdown Indicators
| MYLD | USVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -42.38% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -8.36% | -1.56% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.34% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.27% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -7.90% | +1.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.22% | +1.19% |
Volatility
MYLD vs. USVM - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.75% compared to VictoryShares US Small Mid Cap Value Momentum ETF (USVM) at 4.32%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than USVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYLD | USVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 4.32% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 10.76% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 14.93% | +3.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 19.65% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 22.01% | -2.05% |
MYLD vs. USVM - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than USVM's 0.29% expense ratio.
Dividends
MYLD vs. USVM - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.07%, more than USVM's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
USVM VictoryShares US Small Mid Cap Value Momentum ETF | 1.74% | 1.84% | 1.75% | 1.63% | 1.43% | 0.70% | 1.21% | 1.77% | 1.43% | 0.65% |
Frequently Asked Questions
MYLD and USVM 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.
MYLD has higher volatility (4.75%) compared to USVM (4.32%). In terms of maximum drawdown, MYLD dropped -28.23% vs USVM's -42.38%.
On 1-year performance, MYLD leads with 38.77% vs 32.38% for USVM. On fees, USVM is cheaper at 0.29% per year. On volatility, USVM has been the lower-risk option at 4.32%. 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 38.77% return vs 32.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USVM is cheaper with a 0.29% expense ratio, compared with 0.59% for MYLD.
MYLD has the higher dividend yield at 2.07%, compared with 1.74% for USVM.
MYLD is categorized as Small Cap Value Equities, while USVM is Momentum. They also come from different issuers: Cambria and Victory Capital. Their fees differ too: 0.59% for MYLD and 0.29% for USVM.
USVM currently has the higher Sharpe Ratio (2.18 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.
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