SYLD vs. IMCV
Compare and contrast key facts about Cambria Shareholder Yield ETF (SYLD) and iShares Morningstar Mid-Cap ETF (IMCV).
SYLD and IMCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013. IMCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Mid Cap Broad Value Index. It was launched on Jun 28, 2004.
Performance
SYLD vs. IMCV - Performance Comparison
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SYLD vs. IMCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 8.84% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 20.03% |
IMCV iShares Morningstar Mid-Cap ETF | 3.56% | 13.52% | 12.28% | 11.89% | -6.98% | 33.56% | -4.11% | 24.72% | -10.93% | 12.60% |
Returns By Period
In the year-to-date period, SYLD achieves a 8.84% return, which is significantly higher than IMCV's 3.56% return. Over the past 10 years, SYLD has outperformed IMCV with an annualized return of 12.42%, while IMCV has yielded a comparatively lower 10.08% annualized return.
SYLD
- 1D
- -0.24%
- 1M
- -0.99%
- YTD
- 8.84%
- 6M
- 10.16%
- 1Y
- 19.64%
- 3Y*
- 10.85%
- 5Y*
- 6.81%
- 10Y*
- 12.42%
IMCV
- 1D
- 0.16%
- 1M
- -4.26%
- YTD
- 3.56%
- 6M
- 6.74%
- 1Y
- 16.91%
- 3Y*
- 13.75%
- 5Y*
- 8.90%
- 10Y*
- 10.08%
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SYLD vs. IMCV - Expense Ratio Comparison
SYLD has a 0.59% expense ratio, which is higher than IMCV's 0.06% expense ratio.
Return for Risk
SYLD vs. IMCV — Risk / Return Rank
SYLD
IMCV
SYLD vs. IMCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and iShares Morningstar Mid-Cap ETF (IMCV). 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.
| SYLD | IMCV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 1.01 | -0.09 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.46 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.30 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.33 | 5.92 | -0.59 |
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
| SYLD | IMCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.01 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.54 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.51 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.10 |
Correlation
The correlation between SYLD and IMCV is 0.90, 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
SYLD vs. IMCV - Dividend Comparison
SYLD's dividend yield for the trailing twelve months is around 1.95%, less than IMCV's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 1.95% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
IMCV iShares Morningstar Mid-Cap ETF | 2.06% | 2.23% | 2.36% | 2.30% | 2.36% | 1.86% | 2.61% | 2.45% | 2.61% | 1.87% | 2.09% | 2.29% |
Drawdowns
SYLD vs. IMCV - Drawdown Comparison
The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum IMCV drawdown of -64.74%. Use the drawdown chart below to compare losses from any high point for SYLD and IMCV.
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Drawdown Indicators
| SYLD | IMCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -64.74% | +19.38% |
Max Drawdown (1Y)Largest decline over 1 year | -14.90% | -13.08% | -1.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -19.87% | -6.75% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -46.33% | +0.97% |
Current DrawdownCurrent decline from peak | -3.40% | -4.50% | +1.10% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -8.47% | +2.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 2.87% | +0.96% |
Volatility
SYLD vs. IMCV - Volatility Comparison
Cambria Shareholder Yield ETF (SYLD) and iShares Morningstar Mid-Cap ETF (IMCV) have volatilities of 4.03% and 3.85%, 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
| SYLD | IMCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 3.85% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 8.81% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.53% | 16.89% | +4.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.91% | 16.72% | +4.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.96% | 19.68% | +3.28% |