TAIL vs. USD=X
TAIL (Cambria Tail Risk ETF) is Volatility Hedged Equity fund actively managed by Cambria, while USD=X (USD Cash) is a currency. Over the past 5 years, TAIL returned -8.40%/yr vs 0.00%/yr for USD=X.
Performance
TAIL vs. USD=X - Performance Comparison
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Returns By Period
TAIL
- 1D
- -0.60%
- 1M
- 0.14%
- YTD
- -5.78%
- 6M
- -6.25%
- 1Y
- -8.88%
- 3Y*
- -4.93%
- 5Y*
- -8.40%
- 10Y*
- —
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
TAIL vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAIL Cambria Tail Risk ETF | -5.78% | 5.48% | -9.62% | -13.29% | -13.13% | -12.81% | 6.91% | -14.27% | 2.85% | -7.55% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
TAIL vs. USD=X — Risk / Return Rank
TAIL
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TAIL vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Tail Risk ETF (TAIL) and USD Cash (USD=X). 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.
| TAIL | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.84 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | — | — |
| Martin ratioReturn relative to average drawdown | -1.82 | — | — |
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Drawdowns
TAIL vs. USD=X - Drawdown Comparison
The maximum TAIL drawdown since its inception was -52.36%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TAIL and USD=X.
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Drawdown Indicators
| TAIL | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.36% | 0.00% | -52.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | 0.00% | -10.99% |
Max Drawdown (3Y)Largest decline over 3 years | -20.69% | 0.00% | -20.69% |
Max Drawdown (5Y)Largest decline over 5 years | -38.44% | 0.00% | -38.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | 0.00% | — |
Current DrawdownCurrent decline from peak | -51.35% | 0.00% | -51.35% |
Average DrawdownAverage peak-to-trough decline | -29.18% | 0.00% | -29.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 0.00% | +4.68% |
Volatility
TAIL vs. USD=X - Volatility Comparison
Cambria Tail Risk ETF (TAIL) has a higher volatility of 1.51% compared to USD Cash (USD=X) at 0.00%. This indicates that TAIL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAIL | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.51% | 0.00% | +1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 0.00% | +6.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.51% | 0.00% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.91% | 0.00% | +14.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 0.00% | +14.92% |
Frequently Asked Questions
TAIL has higher volatility (1.51%) compared to USD=X (0.00%). In terms of maximum drawdown, TAIL dropped -52.36% vs USD=X's 0.00%.
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