TYLD vs. ENDW
TYLD (Cambria Tactical Yield ETF) and ENDW (Cambria Endowment Style ETF) are both exchange-traded funds - TYLD is a Tactical Allocation fund actively managed by Cambria, while ENDW is a Global Allocation fund actively managed by Cambria. Both are actively managed. Over the past year, TYLD returned 3.76% vs 23.92% for ENDW. Their -0.02 correlation means they have often moved in opposite directions in the past. TYLD charges 0.59%/yr vs 0.29%/yr for ENDW.
Performance
TYLD vs. ENDW - Performance Comparison
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Returns By Period
In the year-to-date period, TYLD achieves a 1.96% return, which is significantly lower than ENDW's 11.70% return.
TYLD
- 1D
- 0.06%
- 1M
- 0.26%
- 6M
- 1.62%
- YTD
- 1.96%
- 1Y
- 3.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.32%
ENDW
- 1D
- -0.02%
- 1M
- 2.13%
- 6M
- 7.33%
- YTD
- 11.70%
- 1Y
- 23.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 32.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $325.14K | $520.31K | $391.83K | |
| $126.17K | $129.20K | $73.80K |
TYLD vs. ENDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TYLD Cambria Tactical Yield ETF | 1.96% | 3.07% |
ENDW Cambria Endowment Style ETF | 11.70% | 29.25% |
Correlation
The correlation between TYLD and ENDW is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2025 | -0.02 |
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Return for Risk
TYLD vs. ENDW — Risk / Return Rank
TYLD
ENDW
TYLD vs. ENDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and Cambria Endowment Style ETF (ENDW). 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.
| TYLD | ENDW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.10 | ||
| Sortino ratioReturn per unit of downside risk | +7.11 | ||
| Omega ratioGain probability vs. loss probability | 2.58 | 1.39 | +1.19 |
| Calmar ratioReturn relative to maximum drawdown | 21.67 | 3.54 | +18.13 |
| Martin ratioReturn relative to average drawdown | 114.54 | 13.68 | +100.86 |
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Drawdowns
TYLD vs. ENDW - Drawdown Comparison
The maximum TYLD drawdown since its inception was -1.06%, smaller than the maximum ENDW drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for TYLD and ENDW.
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Drawdown Indicators
| TYLD | ENDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.06% | -6.44% | +5.38% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | -6.44% | +6.26% |
Current DrawdownCurrent decline from peak | 0.00% | -0.14% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -0.86% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | 1.66% | -1.63% |
Volatility
TYLD vs. ENDW - Volatility Comparison
The current volatility for Cambria Tactical Yield ETF (TYLD) is 0.28%, while Cambria Endowment Style ETF (ENDW) has a volatility of 2.46%. This indicates that TYLD experiences smaller price fluctuations and is considered to be less risky than ENDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYLD | ENDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | 2.46% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 0.56% | 8.14% | -7.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.73% | 10.48% | -9.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 11.02% | -9.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.72% | 11.02% | -9.30% |
TYLD vs. ENDW - Expense Ratio Comparison
TYLD has a 0.59% expense ratio, which is higher than ENDW's 0.29% expense ratio.
Dividends
TYLD vs. ENDW - Dividend Comparison
TYLD's dividend yield for the trailing twelve months is around 3.72%, more than ENDW's 2.44% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ENDW Cambria Endowment Style ETF | 2.44% | 1.91% | 0.00% |
TYLD Cambria Tactical Yield ETF | 3.72% | 4.38% | 4.24% |
Frequently Asked Questions
TYLD and ENDW have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ENDW has higher volatility (2.46%) compared to TYLD (0.28%). In terms of maximum drawdown, TYLD dropped -1.06% vs ENDW's -6.44%.
On 1-year performance, ENDW leads with 23.92% vs 3.76% for TYLD. On fees, ENDW is cheaper at 0.29% per year. On volatility, TYLD has been the lower-risk option at 0.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ENDW has performed better with a 23.92% return vs 3.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ENDW is cheaper with a 0.29% expense ratio, compared with 0.59% for TYLD.
TYLD has the higher dividend yield at 3.72%, compared with 2.44% for ENDW.
TYLD is categorized as Tactical Allocation, while ENDW is Global Allocation. Their fees differ too: 0.59% for TYLD and 0.29% for ENDW.
TYLD currently has the higher Sharpe Ratio (5.28 vs 2.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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