TAIL vs. XTR
Compare and contrast key facts about Cambria Tail Risk ETF (TAIL) and Global X S&P 500 Tail Risk ETF (XTR).
TAIL and XTR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TAIL is an actively managed fund by Cambria. It was launched on Apr 6, 2017. XTR is a passively managed fund by Global X that tracks the performance of the Cboe S&P 500 Tail Risk Index. It was launched on Aug 25, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAIL or XTR.
Correlation
The correlation between TAIL and XTR is -0.68. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
TAIL vs. XTR - Performance Comparison
Key characteristics
TAIL:
0.51
XTR:
0.54
TAIL:
0.96
XTR:
0.82
TAIL:
1.14
XTR:
1.11
TAIL:
0.20
XTR:
0.54
TAIL:
1.11
XTR:
1.85
TAIL:
9.32%
XTR:
4.20%
TAIL:
20.56%
XTR:
14.52%
TAIL:
-52.37%
XTR:
-20.83%
TAIL:
-44.34%
XTR:
-9.86%
Returns By Period
In the year-to-date period, TAIL achieves a 13.72% return, which is significantly higher than XTR's -6.19% return.
TAIL
13.72%
10.43%
10.06%
11.22%
-9.49%
N/A
XTR
-6.19%
-2.66%
-5.45%
7.19%
N/A
N/A
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TAIL vs. XTR - Expense Ratio Comparison
TAIL has a 0.59% expense ratio, which is lower than XTR's 0.60% expense ratio.
Risk-Adjusted Performance
TAIL vs. XTR — Risk-Adjusted Performance Rank
TAIL
XTR
TAIL vs. XTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Tail Risk ETF (TAIL) and Global X S&P 500 Tail Risk ETF (XTR). 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.
Dividends
TAIL vs. XTR - Dividend Comparison
TAIL's dividend yield for the trailing twelve months is around 2.54%, less than XTR's 22.27% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
TAIL Cambria Tail Risk ETF | 2.54% | 3.47% | 3.73% | 1.50% | 0.49% | 0.36% | 1.58% | 1.52% | 0.91% |
XTR Global X S&P 500 Tail Risk ETF | 22.27% | 20.89% | 1.09% | 1.09% | 2.32% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TAIL vs. XTR - Drawdown Comparison
The maximum TAIL drawdown since its inception was -52.37%, which is greater than XTR's maximum drawdown of -20.83%. Use the drawdown chart below to compare losses from any high point for TAIL and XTR. For additional features, visit the drawdowns tool.
Volatility
TAIL vs. XTR - Volatility Comparison
Cambria Tail Risk ETF (TAIL) has a higher volatility of 15.79% compared to Global X S&P 500 Tail Risk ETF (XTR) at 8.15%. This indicates that TAIL's price experiences larger fluctuations and is considered to be riskier than XTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.