SVAL vs. MYLD

Last updated Aug 2, 2026

SVAL (iShares US Small Cap Value Factor ETF) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both Small Cap Value Equities funds. SVAL is passively managed, while MYLD is actively managed. Over the past year, SVAL returned 43.73% vs 47.22% for MYLD. Their correlation of 0.91 means they have usually moved in the same direction. SVAL charges 0.20%/yr vs 0.59%/yr for MYLD.

Performance

SVAL vs. MYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares US Small Cap Value Factor ETF (SVAL) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with SVAL having a 25.30% return and MYLD slightly lower at 25.12%.

SVAL

• 1D: 0.26%
• 1M: 2.62%
• 6M: 17.08%
• YTD: 25.30%
• 1Y: 43.73%
• 3Y*: 16.07%
• 5Y*: 9.86%
• 10Y*: —
• ALL TIME*: 17.62%

MYLD

• 1D: -0.51%
• 1M: 3.43%
• 6M: 16.52%
• YTD: 25.12%
• 1Y: 47.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.25%

*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)
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	$126.33K	$349.61K	$181.38K
SVAL iShares US Small Cap Value Factor ETF	$620.93K	$633.76K	$608.86K

SVAL vs. MYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SVAL iShares US Small Cap Value Factor ETF	25.30%	8.23%	10.19%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	25.12%	10.48%	6.53%

Correlation

The correlation between SVAL and MYLD is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	0.91

The correlation between SVAL and MYLD has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

Return for Risk

SVAL vs. MYLD — Risk / Return Rank

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

SVAL

SVAL Risk / Return Rank: 92
SVAL Sharpe Ratio Rank: 92
SVAL Sortino Ratio Rank: 93
SVAL Omega Ratio Rank: 91
SVAL Calmar Ratio Rank: 93
SVAL Martin Ratio Rank: 92

MYLD

MYLD Risk / Return Rank: 92
MYLD Sharpe Ratio Rank: 93
MYLD Sortino Ratio Rank: 93
MYLD Omega Ratio Rank: 91
MYLD Calmar Ratio Rank: 93
MYLD Martin Ratio Rank: 89

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.

SVAL vs. MYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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.

	SVAL	MYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.41	2.47	-0.06
Sortino ratio: Return per unit of downside risk	3.51	3.53	-0.02
Omega ratio: Gain probability vs. loss probability	1.42	1.44	-0.01
Calmar ratio: Return relative to maximum drawdown	4.59	4.43	+0.16
Martin ratio: Return relative to average drawdown	15.49	13.65	+1.84

SVAL vs. MYLD - Sharpe Ratio Comparison

The current SVAL Sharpe Ratio is 2.41, which is comparable to the MYLD Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of SVAL and MYLD, 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

SVAL vs. MYLD - Drawdown Comparison

The maximum SVAL drawdown since its inception was -27.44%, roughly equal to the maximum MYLD drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for SVAL and MYLD.

Drawdown Indicators

	SVAL	MYLD	Difference
Max Drawdown Largest peak-to-trough decline	-27.44%	-28.23%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-8.94%	-9.92%	+0.98%
Max Drawdown (3Y) Largest decline over 3 years	-27.44%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.44%	—	—
Current Drawdown Current decline from peak	-0.79%	-1.93%	+1.14%
Average Drawdown Average peak-to-trough decline	-8.29%	-5.67%	-2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	3.22%	-0.58%

Volatility

SVAL vs. MYLD - Volatility Comparison

The current volatility for iShares US Small Cap Value Factor ETF (SVAL) is 3.19%, while Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a volatility of 4.72%. This indicates that SVAL experiences smaller price fluctuations and is considered to be less risky than MYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SVAL	MYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	4.72%	-1.53%
Volatility (6M) Calculated over the trailing 6-month period	10.99%	11.63%	-0.64%
Volatility (1Y) Calculated over the trailing 1-year period	17.03%	17.84%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.01%	19.72%	+2.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.04%	19.72%	+3.32%

SVAL vs. MYLD - Expense Ratio Comparison

SVAL has a 0.20% expense ratio, which is lower than MYLD's 0.59% expense ratio.

Dividends

SVAL vs. MYLD - Dividend Comparison

SVAL's dividend yield for the trailing twelve months is around 2.04%, less than MYLD's 2.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.11%	6.22%	3.26%	0.00%	0.00%	0.00%	0.00%
SVAL iShares US Small Cap Value Factor ETF	2.04%	2.33%	1.82%	2.25%	2.09%	2.33%	0.28%

Frequently Asked Questions

Can I hold both SVAL and MYLD in my portfolio?

SVAL and MYLD have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SVAL or MYLD?

MYLD has higher volatility (4.72%) compared to SVAL (3.19%). In terms of maximum drawdown, SVAL dropped -27.44% vs MYLD's -28.23%.

Which ETF is better, SVAL or MYLD?

On 1-year performance, MYLD leads with 47.22% vs 43.73% for SVAL. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SVAL or MYLD?

Over the 1-year period, MYLD has performed better with a 47.22% return vs 43.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SVAL or MYLD?

SVAL is cheaper with a 0.20% expense ratio, compared with 0.59% for MYLD.

Which ETF pays a higher dividend yield, SVAL or MYLD?

MYLD has the higher dividend yield at 2.11%, compared with 2.04% for SVAL.

What is the main difference between SVAL and MYLD?

They also come from different issuers: iShares and Cambria. Their fees differ too: 0.20% for SVAL and 0.59% for MYLD.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.47 vs 2.41), 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.