TYLD vs. LOTI
TYLD (Cambria Tactical Yield ETF) and LOTI (Liberty One Tactical Income ETF) are both Tactical Allocation funds. Both are actively managed. Their -0.01 correlation means they have often moved in opposite directions in the past. TYLD charges 0.59%/yr vs 1.01%/yr for LOTI.
Performance
TYLD vs. LOTI - 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 LOTI's 4.81% return.
TYLD
- 1D
- 0.06%
- 1M
- 0.26%
- 6M
- 1.62%
- YTD
- 1.96%
- 1Y
- 3.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 4.32%
LOTI
- 1D
- 0.15%
- 1M
- -0.74%
- 6M
- 2.90%
- YTD
- 4.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $150.33K | $113.31K | $132.45K | |
| $126.17K | $129.20K | $73.80K |
TYLD vs. LOTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TYLD Cambria Tactical Yield ETF | 1.96% | 1.13% |
LOTI Liberty One Tactical Income ETF | 4.81% | 1.06% |
Correlation
The correlation between TYLD and LOTI is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 30, 2025 | -0.01 |
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Return for Risk
TYLD vs. LOTI — Risk / Return Rank
TYLD
LOTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TYLD vs. LOTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Tactical Yield ETF (TYLD) and Liberty One Tactical Income ETF (LOTI). 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 | LOTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 2.58 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 21.67 | — | — |
| Martin ratioReturn relative to average drawdown | 114.54 | — | — |
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Drawdowns
TYLD vs. LOTI - Drawdown Comparison
The maximum TYLD drawdown since its inception was -1.06%, smaller than the maximum LOTI drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for TYLD and LOTI.
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Drawdown Indicators
| TYLD | LOTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.06% | -4.42% | +3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -0.18% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.09% | +1.09% |
Average DrawdownAverage peak-to-trough decline | -0.10% | -1.29% | +1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
TYLD vs. LOTI - Volatility Comparison
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Volatility by Period
| TYLD | LOTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.28% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.56% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.73% | 5.99% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 5.99% | -4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.72% | 5.99% | -4.27% |
TYLD vs. LOTI - Expense Ratio Comparison
TYLD has a 0.59% expense ratio, which is lower than LOTI's 1.01% expense ratio.
Dividends
TYLD vs. LOTI - Dividend Comparison
TYLD's dividend yield for the trailing twelve months is around 3.72%, more than LOTI's 1.77% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
LOTI Liberty One Tactical Income ETF | 1.77% | 0.45% | 0.00% |
TYLD Cambria Tactical Yield ETF | 3.72% | 4.38% | 4.24% |
Frequently Asked Questions
TYLD and LOTI have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TYLD is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TYLD is cheaper with a 0.59% expense ratio, compared with 1.01% for LOTI.
TYLD has the higher dividend yield at 3.72%, compared with 1.77% for LOTI.
They also come from different issuers: Cambria and Liberty One. Their fees differ too: 0.59% for TYLD and 1.01% for LOTI.
Find the right allocation for TYLD and LOTI
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