SHUS vs. FYLD
Compare and contrast key facts about Syntax Stratified U.S. Total Market Hedged ETF (SHUS) and Cambria Foreign Shareholder Yield ETF (FYLD).
SHUS and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHUS is an actively managed fund by Syntax Advisors. It was launched on Jun 15, 2021. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Performance
SHUS vs. FYLD - Performance Comparison
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SHUS vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SHUS Syntax Stratified U.S. Total Market Hedged ETF | 0.99% | 10.89% | -2.65% |
FYLD Cambria Foreign Shareholder Yield ETF | 15.22% | 34.53% | -8.00% |
Returns By Period
In the year-to-date period, SHUS achieves a 0.99% return, which is significantly lower than FYLD's 15.22% return.
SHUS
- 1D
- 1.31%
- 1M
- -5.74%
- YTD
- 0.99%
- 6M
- 2.29%
- 1Y
- 11.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FYLD
- 1D
- 2.23%
- 1M
- -1.69%
- YTD
- 15.22%
- 6M
- 21.63%
- 1Y
- 45.00%
- 3Y*
- 20.11%
- 5Y*
- 12.23%
- 10Y*
- 11.39%
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SHUS vs. FYLD - Expense Ratio Comparison
SHUS has a 0.65% expense ratio, which is higher than FYLD's 0.59% expense ratio.
Return for Risk
SHUS vs. FYLD — Risk / Return Rank
SHUS
FYLD
SHUS vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Syntax Stratified U.S. Total Market Hedged ETF (SHUS) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.
| SHUS | FYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 2.76 | -1.90 |
Sortino ratioReturn per unit of downside risk | 1.27 | 3.43 | -2.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.60 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 3.33 | -1.99 |
Martin ratioReturn relative to average drawdown | 5.27 | 19.47 | -14.20 |
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
| SHUS | FYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 2.76 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.75 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.44 | +0.02 |
Correlation
The correlation between SHUS and FYLD is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SHUS vs. FYLD - Dividend Comparison
SHUS's dividend yield for the trailing twelve months is around 1.36%, less than FYLD's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHUS Syntax Stratified U.S. Total Market Hedged ETF | 1.36% | 1.37% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Drawdowns
SHUS vs. FYLD - Drawdown Comparison
The maximum SHUS drawdown since its inception was -14.09%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for SHUS and FYLD.
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Drawdown Indicators
| SHUS | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -44.55% | +30.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.12% | -13.37% | +4.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.55% | — |
Current DrawdownCurrent decline from peak | -5.74% | -1.69% | -4.05% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -8.94% | +6.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.29% | +0.03% |
Volatility
SHUS vs. FYLD - Volatility Comparison
The current volatility for Syntax Stratified U.S. Total Market Hedged ETF (SHUS) is 3.54%, while Cambria Foreign Shareholder Yield ETF (FYLD) has a volatility of 5.30%. This indicates that SHUS experiences smaller price fluctuations and is considered to be less risky than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHUS | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.30% | -1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.45% | 9.11% | -1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 16.41% | -3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.94% | 16.31% | -3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.94% | 18.09% | -5.15% |