TLTD vs. FYLD
Compare and contrast key facts about FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Cambria Foreign Shareholder Yield ETF (FYLD).
TLTD and FYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLTD is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Developed Markets ex-US Factor Tilt Index. It was launched on Sep 28, 2012. FYLD is an actively managed fund by Cambria. It was launched on Dec 3, 2013.
Performance
TLTD vs. FYLD - Performance Comparison
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TLTD vs. FYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 1.50% | 39.69% | 4.78% | 17.19% | -13.74% | 12.84% | 4.21% | 21.26% | -17.57% | 26.27% |
FYLD Cambria Foreign Shareholder Yield ETF | 15.22% | 34.53% | 3.00% | 13.18% | -5.53% | 18.67% | 4.17% | 17.83% | -14.47% | 29.81% |
Returns By Period
In the year-to-date period, TLTD achieves a 1.50% return, which is significantly lower than FYLD's 15.22% return. Over the past 10 years, TLTD has underperformed FYLD with an annualized return of 9.23%, while FYLD has yielded a comparatively higher 11.39% annualized return.
TLTD
- 1D
- 3.03%
- 1M
- -8.32%
- YTD
- 1.50%
- 6M
- 7.64%
- 1Y
- 30.17%
- 3Y*
- 17.62%
- 5Y*
- 9.49%
- 10Y*
- 9.23%
FYLD
- 1D
- 2.23%
- 1M
- -1.69%
- YTD
- 15.22%
- 6M
- 21.63%
- 1Y
- 45.00%
- 3Y*
- 20.11%
- 5Y*
- 12.23%
- 10Y*
- 11.39%
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TLTD vs. FYLD - Expense Ratio Comparison
TLTD has a 0.39% expense ratio, which is lower than FYLD's 0.59% expense ratio.
Return for Risk
TLTD vs. FYLD — Risk / Return Rank
TLTD
FYLD
TLTD vs. FYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) and Cambria Foreign Shareholder Yield ETF (FYLD). 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.
| TLTD | FYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.78 | 2.76 | -0.97 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.43 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.60 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.33 | -0.89 |
Martin ratioReturn relative to average drawdown | 9.90 | 19.47 | -9.57 |
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
| TLTD | FYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.78 | 2.76 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.75 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.63 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.44 | +0.05 |
Correlation
The correlation between TLTD and FYLD is 0.85, 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
TLTD vs. FYLD - Dividend Comparison
TLTD's dividend yield for the trailing twelve months is around 3.29%, less than FYLD's 3.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTD FlexShares Morningstar Developed Markets ex-US Factor Tilt | 3.29% | 3.44% | 3.88% | 3.39% | 2.76% | 3.44% | 2.04% | 3.46% | 3.16% | 2.71% | 2.93% | 2.56% |
FYLD Cambria Foreign Shareholder Yield ETF | 3.75% | 4.07% | 5.41% | 6.06% | 6.13% | 4.74% | 3.94% | 3.73% | 5.17% | 2.85% | 2.72% | 3.98% |
Drawdowns
TLTD vs. FYLD - Drawdown Comparison
The maximum TLTD drawdown since its inception was -40.62%, smaller than the maximum FYLD drawdown of -44.55%. Use the drawdown chart below to compare losses from any high point for TLTD and FYLD.
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Drawdown Indicators
| TLTD | FYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.62% | -44.55% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -13.37% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -28.96% | -25.12% | -3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -40.62% | -44.55% | +3.93% |
Current DrawdownCurrent decline from peak | -8.61% | -1.69% | -6.92% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -8.94% | +1.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.98% | 2.29% | +0.69% |
Volatility
TLTD vs. FYLD - Volatility Comparison
FlexShares Morningstar Developed Markets ex-US Factor Tilt (TLTD) has a higher volatility of 7.39% compared to Cambria Foreign Shareholder Yield ETF (FYLD) at 5.30%. This indicates that TLTD's price experiences larger fluctuations and is considered to be riskier than FYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLTD | FYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 5.30% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 9.11% | +1.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 16.41% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 16.31% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 18.09% | -1.33% |