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TYLD vs. BYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYLD and BYLD is -0.40. 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

TYLD vs. BYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Tactical Yield ETF (TYLD) and iShares Yield Optimized Bond ETF (BYLD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

TYLD:

0.53%

BYLD:

3.57%

Max Drawdown

TYLD:

0.00%

BYLD:

-0.32%

Current Drawdown

TYLD:

0.00%

BYLD:

-0.27%

Returns By Period


TYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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TYLD vs. BYLD - Expense Ratio Comparison

TYLD has a 0.59% expense ratio, which is higher than BYLD's 0.20% expense ratio.


Risk-Adjusted Performance

TYLD vs. BYLD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TYLD
The Risk-Adjusted Performance Rank of TYLD is 9898
Overall Rank
The Sharpe Ratio Rank of TYLD is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of TYLD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of TYLD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of TYLD is 9898
Calmar Ratio Rank
The Martin Ratio Rank of TYLD is 9898
Martin Ratio Rank

BYLD
The Risk-Adjusted Performance Rank of BYLD is 8787
Overall Rank
The Sharpe Ratio Rank of BYLD is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BYLD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BYLD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BYLD is 8888
Calmar Ratio Rank
The Martin Ratio Rank of BYLD is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYLD vs. BYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and iShares Yield Optimized Bond ETF (BYLD). 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.



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Dividends

TYLD vs. BYLD - Dividend Comparison

TYLD's dividend yield for the trailing twelve months is around 4.19%, less than BYLD's 5.52% yield.


TTM20242023202220212020201920182017201620152014
TYLD
Cambria Tactical Yield ETF
4.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BYLD
iShares Yield Optimized Bond ETF
5.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TYLD vs. BYLD - Drawdown Comparison

The maximum TYLD drawdown since its inception was 0.00%, smaller than the maximum BYLD drawdown of -0.32%. Use the drawdown chart below to compare losses from any high point for TYLD and BYLD. For additional features, visit the drawdowns tool.


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Volatility

TYLD vs. BYLD - Volatility Comparison


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