SHUS vs. TYLD

Last updated Aug 2, 2026

SHUS (Stratified LargeCap Hedged ETF) and TYLD (Cambria Tactical Yield ETF) are both exchange-traded funds - SHUS is a Equity Hedged fund actively managed by Exchange Traded Concepts, while TYLD is a Tactical Allocation fund actively managed by Cambria. Both are actively managed. Over the past year, SHUS returned 18.08% vs 3.76% for TYLD. Their -0.09 correlation means they have often moved in opposite directions in the past. SHUS charges 0.79%/yr vs 0.59%/yr for TYLD.

Performance

SHUS vs. TYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stratified LargeCap Hedged ETF (SHUS) and Cambria Tactical Yield ETF (TYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SHUS achieves a 11.17% return, which is significantly higher than TYLD's 1.96% return.

SHUS

• 1D: -0.09%
• 1M: 0.21%
• 6M: 7.84%
• YTD: 11.17%
• 1Y: 18.08%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 10.47%

TYLD

• 1D: 0.06%
• 1M: 0.26%
• 6M: 1.62%
• YTD: 1.96%
• 1Y: 3.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.32%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SHUS Stratified LargeCap Hedged ETF	$381.44	$481.50	$2.69K
TYLD Cambria Tactical Yield ETF	$126.17K	$129.20K	$73.80K

SHUS vs. TYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SHUS Stratified LargeCap Hedged ETF	11.17%	10.89%	-2.65%
TYLD Cambria Tactical Yield ETF	1.96%	4.05%	1.21%

Correlation

The correlation between SHUS and TYLD is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.04
Correlation (All Time) Calculated using the full available price history since Sep 30, 2024	-0.09

Return for Risk

SHUS vs. TYLD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHUS

SHUS Risk / Return Rank: 74
SHUS Sharpe Ratio Rank: 75
SHUS Sortino Ratio Rank: 78
SHUS Omega Ratio Rank: 73
SHUS Calmar Ratio Rank: 71
SHUS Martin Ratio Rank: 73

TYLD

TYLD Risk / Return Rank: 99
TYLD Sharpe Ratio Rank: 99
TYLD Sortino Ratio Rank: 99
TYLD Omega Ratio Rank: 99
TYLD Calmar Ratio Rank: 99
TYLD Martin Ratio Rank: 99

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHUS vs. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stratified LargeCap Hedged ETF (SHUS) and Cambria Tactical Yield ETF (TYLD). 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.

	SHUS	TYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.72	5.28	-3.57
Sortino ratio: Return per unit of downside risk	2.53	10.07	-7.54
Omega ratio: Gain probability vs. loss probability	1.30	2.58	-1.28
Calmar ratio: Return relative to maximum drawdown	2.49	21.67	-19.18
Martin ratio: Return relative to average drawdown	8.97	114.54	-105.57

SHUS vs. TYLD - Sharpe Ratio Comparison

The current SHUS Sharpe Ratio is 1.72, which is lower than the TYLD Sharpe Ratio of 5.28. The chart below compares the historical Sharpe Ratios of SHUS and TYLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SHUS vs. TYLD - Drawdown Comparison

The maximum SHUS drawdown since its inception was -14.09%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for SHUS and TYLD.

Drawdown Indicators

	SHUS	TYLD	Difference
Max Drawdown Largest peak-to-trough decline	-14.09%	-1.06%	-13.03%
Max Drawdown (1Y) Largest decline over 1 year	-6.95%	-0.18%	-6.77%
Current Drawdown Current decline from peak	-1.06%	0.00%	-1.06%
Average Drawdown Average peak-to-trough decline	-2.48%	-0.10%	-2.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	0.03%	+1.89%

Volatility

SHUS vs. TYLD - Volatility Comparison

Stratified LargeCap Hedged ETF (SHUS) has a higher volatility of 2.85% compared to Cambria Tactical Yield ETF (TYLD) at 0.28%. This indicates that SHUS's price experiences larger fluctuations and is considered to be riskier than TYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHUS	TYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	0.28%	+2.57%
Volatility (6M) Calculated over the trailing 6-month period	7.37%	0.56%	+6.81%
Volatility (1Y) Calculated over the trailing 1-year period	10.12%	0.73%	+9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.41%	1.72%	+10.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.41%	1.72%	+10.69%

SHUS vs. TYLD - Expense Ratio Comparison

SHUS has a 0.79% expense ratio, which is higher than TYLD's 0.59% expense ratio.

Dividends

SHUS vs. TYLD - Dividend Comparison

SHUS's dividend yield for the trailing twelve months is around 1.24%, less than TYLD's 3.72% yield.

Position	TTM	2025	2024
SHUS Stratified LargeCap Hedged ETF	1.24%	1.37%	0.26%
TYLD Cambria Tactical Yield ETF	3.72%	4.38%	4.24%

Frequently Asked Questions

Can I hold both SHUS and TYLD in my portfolio?

SHUS and TYLD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SHUS or TYLD?

SHUS has higher volatility (2.85%) compared to TYLD (0.28%). In terms of maximum drawdown, SHUS dropped -14.09% vs TYLD's -1.06%.

Which ETF is better, SHUS or TYLD?

On 1-year performance, SHUS leads with 18.08% vs 3.76% for TYLD. On fees, TYLD is cheaper at 0.59% per year. On volatility, TYLD has been the lower-risk option at 0.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SHUS or TYLD?

Over the 1-year period, SHUS has performed better with a 18.08% return vs 3.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SHUS or TYLD?

TYLD is cheaper with a 0.59% expense ratio, compared with 0.79% for SHUS.

Which ETF pays a higher dividend yield, SHUS or TYLD?

TYLD has the higher dividend yield at 3.72%, compared with 1.24% for SHUS.

What is the main difference between SHUS and TYLD?

SHUS is categorized as Equity Hedged, while TYLD is Tactical Allocation. They also come from different issuers: Exchange Traded Concepts and Cambria. Their fees differ too: 0.79% for SHUS and 0.59% for TYLD.

Which has better risk-adjusted returns?

TYLD currently has the higher Sharpe Ratio (5.28 vs 1.72), 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.