MYLD vs. XMVM
MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) and XMVM (Invesco S&P MidCap Value with Momentum ETF) are both exchange-traded funds - MYLD is a Small Cap Value Equities fund actively managed by Cambria, while XMVM is a Momentum fund tracking the S&P MidCap 400 High Momentum Value Index. MYLD is actively managed, while XMVM is passively managed. Over the past year, MYLD returned 38.77% vs 31.57% for XMVM. Their correlation of 0.86 suggests significant overlap in exposure. MYLD charges 0.59%/yr vs 0.39%/yr for XMVM.
Performance
MYLD vs. XMVM - Performance Comparison
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Returns By Period
In the year-to-date period, MYLD achieves a 15.16% return, which is significantly higher than XMVM's 9.37% return.
MYLD
- 1D
- 1.52%
- 1M
- 1.38%
- YTD
- 15.16%
- 6M
- 16.13%
- 1Y
- 38.77%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMVM
- 1D
- 1.27%
- 1M
- 0.85%
- YTD
- 9.37%
- 6M
- 12.25%
- 1Y
- 31.57%
- 3Y*
- 19.93%
- 5Y*
- 9.90%
- 10Y*
- 11.81%
MYLD vs. XMVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 15.16% | 10.48% | 6.95% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 9.37% | 18.46% | 14.75% |
Correlation
The correlation between MYLD and XMVM is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2024 | 0.86 |
The correlation between MYLD and XMVM has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.
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Return for Risk
MYLD vs. XMVM — Risk / Return Rank
MYLD
XMVM
MYLD vs. XMVM - 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 MidCap Value with Momentum ETF (XMVM). 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 | XMVM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 3.46 | +0.47 |
| Martin ratioReturn relative to average drawdown | 11.41 | 10.67 | +0.73 |
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 | XMVM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 2.07 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.43 | +0.26 |
Drawdowns
MYLD vs. XMVM - Drawdown Comparison
The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum XMVM drawdown of -62.83%. Use the drawdown chart below to compare losses from any high point for MYLD and XMVM.
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Drawdown Indicators
| MYLD | XMVM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.23% | -62.83% | +34.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -9.18% | -0.74% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.12% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.07% | — |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -10.27% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | 2.97% | +0.44% |
Volatility
MYLD vs. XMVM - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.75% compared to Invesco S&P MidCap Value with Momentum ETF (XMVM) at 3.56%. This indicates that MYLD's price experiences larger fluctuations and is considered to be riskier than XMVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MYLD | XMVM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 3.56% | +1.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.02% | 9.83% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.20% | 15.38% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 21.54% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.96% | 22.80% | -2.84% |
MYLD vs. XMVM - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than XMVM's 0.39% expense ratio.
Dividends
MYLD vs. XMVM - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.07%, more than XMVM's 1.93% 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% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 1.93% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
Frequently Asked Questions
MYLD and XMVM have a correlation of 0.78, 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 XMVM (3.56%). In terms of maximum drawdown, MYLD dropped -28.23% vs XMVM's -62.83%.
On 1-year performance, MYLD leads with 38.77% vs 31.57% for XMVM. On fees, XMVM is cheaper at 0.39% per year. On volatility, XMVM has been the lower-risk option at 3.56%. 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 31.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XMVM is cheaper with a 0.39% expense ratio, compared with 0.59% for MYLD.
MYLD has the higher dividend yield at 2.07%, compared with 1.93% for XMVM.
MYLD is categorized as Small Cap Value Equities, while XMVM is Momentum. They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.59% for MYLD and 0.39% for XMVM.
MYLD currently has the higher Sharpe Ratio (2.14 vs 2.06), 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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