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MYLD vs. XSVM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYLD vs. XSVM - 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 Value with Momentum ETF (XSVM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYLD achieves a 17.84% return, which is significantly lower than XSVM's 20.98% return.


MYLD

1D
0.68%
1M
4.17%
YTD
17.84%
6M
16.79%
1Y
38.80%
3Y*
5Y*
10Y*

XSVM

1D
0.77%
1M
3.66%
YTD
20.98%
6M
18.82%
1Y
37.12%
3Y*
17.66%
5Y*
7.87%
10Y*
13.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MYLD vs. XSVM - Yearly Performance Comparison


Correlation

The correlation between MYLD and XSVM is 0.88, 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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2024

0.91

The correlation between MYLD and XSVM has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

MYLD vs. XSVM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MYLD
MYLD Risk / Return Rank: 7474
Overall Rank
MYLD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
MYLD Sortino Ratio Rank: 7676
Sortino Ratio Rank
MYLD Omega Ratio Rank: 7070
Omega Ratio Rank
MYLD Calmar Ratio Rank: 8181
Calmar Ratio Rank
MYLD Martin Ratio Rank: 6868
Martin Ratio Rank

XSVM
XSVM Risk / Return Rank: 6767
Overall Rank
XSVM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
XSVM Sortino Ratio Rank: 6767
Sortino Ratio Rank
XSVM Omega Ratio Rank: 6262
Omega Ratio Rank
XSVM Calmar Ratio Rank: 7676
Calmar Ratio Rank
XSVM Martin Ratio Rank: 6666
Martin Ratio Rank
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. XSVM - 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 Value with Momentum ETF (XSVM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MYLDXSVMDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratioReturn relative to maximum drawdown

3.93

3.70

+0.23

Martin ratioReturn relative to average drawdown

11.37

11.45

-0.07

MYLD vs. XSVM - Sharpe Ratio Comparison

The current MYLD Sharpe Ratio is 2.13, which is comparable to the XSVM Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of MYLD and XSVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MYLD vs. XSVM - Drawdown Comparison

The maximum MYLD drawdown since its inception was -28.23%, smaller than the maximum XSVM drawdown of -62.57%. Use the drawdown chart below to compare losses from any high point for MYLD and XSVM.


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Drawdown Indicators


MYLDXSVMDifference

Max Drawdown

Largest peak-to-trough decline

-28.23%

-62.57%

+34.34%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-10.08%

+0.16%

Max Drawdown (3Y)

Largest decline over 3 years

-26.21%

Max Drawdown (5Y)

Largest decline over 5 years

-26.21%

Max Drawdown (10Y)

Largest decline over 10 years

-49.02%

Current Drawdown

Current decline from peak

-1.65%

-0.73%

-0.92%

Average Drawdown

Average peak-to-trough decline

-5.89%

-11.54%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

3.25%

+0.17%

Volatility

MYLD vs. XSVM - Volatility Comparison

Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) and Invesco S&P SmallCap Value with Momentum ETF (XSVM) have volatilities of 4.63% and 4.63%, 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


MYLDXSVMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.63%

4.63%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

12.08%

12.28%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

18.36%

18.54%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

22.55%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.89%

25.07%

-5.18%

MYLD vs. XSVM - Expense Ratio Comparison

MYLD has a 0.59% expense ratio, which is higher than XSVM's 0.37% expense ratio.


Dividends

MYLD vs. XSVM - Dividend Comparison

MYLD's dividend yield for the trailing twelve months is around 2.24%, more than XSVM's 1.82% yield.


PositionTTM20252024202320222021202020192018201720162015
MYLD
Cambria Micro And Smallcap Shareholder Yield ETF
2.24%6.22%3.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XSVM
Invesco S&P SmallCap Value with Momentum ETF
1.82%2.29%1.69%1.31%1.79%1.23%1.21%1.22%2.54%1.90%2.29%2.68%

Frequently Asked Questions


MYLD and XSVM have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XSVM has higher volatility (4.63%) compared to MYLD (4.63%). In terms of maximum drawdown, MYLD dropped -28.23% vs XSVM's -62.57%.

On 1-year performance, MYLD leads with 38.80% vs 37.12% for XSVM. On fees, XSVM is cheaper at 0.37% per year. Their volatility is very similar. 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 38.80% return vs 37.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XSVM is cheaper with a 0.37% expense ratio, compared with 0.59% for MYLD.

MYLD has the higher dividend yield at 2.24%, compared with 1.82% for XSVM.

MYLD is categorized as Small Cap Value Equities, while XSVM is Momentum. They also come from different issuers: Cambria and Invesco. Their fees differ too: 0.59% for MYLD and 0.37% for XSVM.

MYLD currently has the higher Sharpe Ratio (2.13 vs 2.03), 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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