TRTY vs. USMV
Compare and contrast key facts about Cambria Trinity ETF (TRTY) and iShares MSCI USA Minimum Volatility Factor ETF (USMV).
TRTY and USMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TRTY is a passively managed fund by Cambria that tracks the performance of the Cambria Trinity Index. It was launched on Sep 10, 2018. USMV is a passively managed fund by iShares that tracks the performance of the MSCI USA Minimum Volatility Index. It was launched on Oct 18, 2011. Both TRTY and USMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
TRTY vs. USMV - Performance Comparison
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TRTY vs. USMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TRTY Cambria Trinity ETF | 5.59% | 16.35% | 3.89% | 3.97% | -3.30% | 15.73% | 1.68% | 8.36% | -5.74% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | -1.10% | 7.65% | 15.74% | 10.33% | -9.43% | 20.85% | 5.64% | 27.69% | -7.13% |
Returns By Period
In the year-to-date period, TRTY achieves a 5.59% return, which is significantly higher than USMV's -1.10% return.
TRTY
- 1D
- 1.37%
- 1M
- -3.49%
- YTD
- 5.59%
- 6M
- 9.31%
- 1Y
- 20.96%
- 3Y*
- 10.29%
- 5Y*
- 6.37%
- 10Y*
- —
USMV
- 1D
- 1.15%
- 1M
- -4.79%
- YTD
- -1.10%
- 6M
- -1.72%
- 1Y
- 0.57%
- 3Y*
- 10.28%
- 5Y*
- 7.61%
- 10Y*
- 9.65%
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TRTY vs. USMV - Expense Ratio Comparison
TRTY has a 0.44% expense ratio, which is higher than USMV's 0.15% expense ratio.
Return for Risk
TRTY vs. USMV — Risk / Return Rank
TRTY
USMV
TRTY vs. USMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) and iShares MSCI USA Minimum Volatility Factor ETF (USMV). 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.
| TRTY | USMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.05 | +1.87 |
Sortino ratioReturn per unit of downside risk | 2.47 | 0.15 | +2.32 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.02 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 2.81 | 0.18 | +2.63 |
Martin ratioReturn relative to average drawdown | 13.32 | 0.79 | +12.53 |
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
| TRTY | USMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 0.05 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.62 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.85 | -0.29 |
Correlation
The correlation between TRTY and USMV is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TRTY vs. USMV - Dividend Comparison
TRTY's dividend yield for the trailing twelve months is around 3.14%, more than USMV's 1.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRTY Cambria Trinity ETF | 3.14% | 2.86% | 3.55% | 3.24% | 5.17% | 4.52% | 1.99% | 2.64% | 1.07% | 0.00% | 0.00% | 0.00% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.58% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
Drawdowns
TRTY vs. USMV - Drawdown Comparison
The maximum TRTY drawdown since its inception was -22.35%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for TRTY and USMV.
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Drawdown Indicators
| TRTY | USMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -33.10% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -7.52% | -8.91% | +1.39% |
Max Drawdown (5Y)Largest decline over 5 years | -13.72% | -17.93% | +4.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.10% | — |
Current DrawdownCurrent decline from peak | -3.49% | -4.79% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -2.88% | -1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.59% | 2.00% | -0.41% |
Volatility
TRTY vs. USMV - Volatility Comparison
Cambria Trinity ETF (TRTY) has a higher volatility of 4.40% compared to iShares MSCI USA Minimum Volatility Factor ETF (USMV) at 3.03%. This indicates that TRTY's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRTY | USMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.40% | 3.03% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 6.08% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.97% | 12.54% | -1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.75% | 12.39% | -1.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.47% | 14.51% | -4.04% |