MYLD vs. XMVM
Compare and contrast key facts about Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Invesco S&P MidCap Value with Momentum ETF (XMVM).
MYLD and XMVM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MYLD is an actively managed fund by Cambria. It was launched on Jan 3, 2024. XMVM is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 High Momentum Value Index. It was launched on Mar 3, 2005.
Performance
MYLD vs. XMVM - Performance Comparison
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MYLD vs. XMVM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 5.22% | 10.48% | 6.95% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.15% | 18.46% | 14.75% |
Returns By Period
In the year-to-date period, MYLD achieves a 5.22% return, which is significantly higher than XMVM's 2.15% return.
MYLD
- 1D
- 1.24%
- 1M
- -3.26%
- YTD
- 5.22%
- 6M
- 8.28%
- 1Y
- 27.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMVM
- 1D
- 1.48%
- 1M
- -2.46%
- YTD
- 2.15%
- 6M
- 6.81%
- 1Y
- 26.23%
- 3Y*
- 16.45%
- 5Y*
- 9.64%
- 10Y*
- 11.62%
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MYLD vs. XMVM - Expense Ratio Comparison
MYLD has a 0.59% expense ratio, which is higher than XMVM's 0.39% expense ratio.
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 | 1.19 | 1.26 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.79 | 1.85 | -0.06 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.96 | -0.12 |
Martin ratioReturn relative to average drawdown | 6.18 | 7.24 | -1.06 |
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 | 1.19 | 1.26 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.44 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.42 | +0.09 |
Correlation
The correlation between MYLD and XMVM is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MYLD vs. XMVM - Dividend Comparison
MYLD's dividend yield for the trailing twelve months is around 2.27%, more than XMVM's 2.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MYLD Cambria Micro And Smallcap Shareholder Yield ETF | 2.27% | 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 | 2.07% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
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 | -14.99% | -13.61% | -1.38% |
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 | -7.04% | -6.32% | -0.72% |
Average DrawdownAverage peak-to-trough decline | -6.32% | -10.34% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.45% | 3.68% | +0.77% |
Volatility
MYLD vs. XMVM - Volatility Comparison
Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a higher volatility of 4.91% compared to Invesco S&P MidCap Value with Momentum ETF (XMVM) at 4.49%. 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 | 4.91% | 4.49% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.16% | 11.40% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 20.97% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.31% | 21.79% | -1.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.31% | 22.81% | -2.50% |