UMI vs. TYLD

Last updated Apr 1, 2026

Compare and contrast key facts about USCF Midstream Energy Income Fund ETF (UMI) and Cambria Tactical Yield ETF (TYLD).

UMI and TYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UMI is an actively managed fund by Wainwright, Inc.. It was launched on Mar 24, 2021. TYLD is an actively managed fund by Cambria. It was launched on Jan 4, 2024.

Performance

UMI vs. TYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Midstream Energy Income Fund ETF (UMI) and Cambria Tactical Yield ETF (TYLD). The values are adjusted to include any dividend payments, if applicable.

UMI vs. TYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
UMI USCF Midstream Energy Income Fund ETF	20.99%	5.11%	42.27%
TYLD Cambria Tactical Yield ETF	0.80%	4.05%	5.15%

Returns By Period

In the year-to-date period, UMI achieves a 20.99% return, which is significantly higher than TYLD's 0.80% return.

UMI

• 1D: -0.75%
• 1M: 2.74%
• YTD: 20.99%
• 6M: 19.71%
• 1Y: 20.67%
• 3Y*: 27.68%
• 5Y*: 24.10%
• 10Y*: —

TYLD

• 1D: 0.06%
• 1M: 0.34%
• YTD: 0.80%
• 6M: 1.91%
• 1Y: 4.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

UMI vs. TYLD - Expense Ratio Comparison

UMI has a 0.85% expense ratio, which is higher than TYLD's 0.59% expense ratio.

UMI

USCF Midstream Energy Income Fund ETF

TYLD

Cambria Tactical Yield ETF

Return for Risk

UMI vs. TYLD — Risk / Return Rank

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

UMI

UMI Risk / Return Rank: 61
UMI Sharpe Ratio Rank: 69
UMI Sortino Ratio Rank: 62
UMI Omega Ratio Rank: 68
UMI Calmar Ratio Rank: 58
UMI Martin Ratio Rank: 50

TYLD

TYLD Risk / Return Rank: 98
TYLD Sharpe Ratio Rank: 98
TYLD Sortino Ratio Rank: 98
TYLD Omega Ratio Rank: 99
TYLD Calmar Ratio Rank: 98
TYLD Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UMI vs. TYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Midstream Energy Income Fund ETF (UMI) and Cambria Tactical Yield ETF (TYLD). 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.

	UMI	TYLD	Difference
Sharpe ratio Return per unit of total volatility	1.17	3.11	-1.94
Sortino ratio Return per unit of downside risk	1.52	4.72	-3.21
Omega ratio Gain probability vs. loss probability	1.24	2.00	-0.76
Calmar ratio Return relative to maximum drawdown	1.39	8.01	-6.62
Martin ratio Return relative to average drawdown	4.61	34.71	-30.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UMI vs. TYLD - Sharpe Ratio Comparison

The current UMI Sharpe Ratio is 1.17, which is lower than the TYLD Sharpe Ratio of 3.11. The chart below compares the historical Sharpe Ratios of UMI and TYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	UMI	TYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.17	3.11	-1.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.18	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	2.48	-1.85

Correlation

The correlation between UMI and TYLD is -0.03. 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.

Dividends

UMI vs. TYLD - Dividend Comparison

UMI's dividend yield for the trailing twelve months is around 5.96%, more than TYLD's 4.72% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
UMI USCF Midstream Energy Income Fund ETF	5.96%	6.23%	4.39%	4.67%	4.36%	3.00%	2.18%	2.47%	2.48%	0.15%
TYLD Cambria Tactical Yield ETF	4.72%	4.38%	4.24%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

UMI vs. TYLD - Drawdown Comparison

The maximum UMI drawdown since its inception was -48.08%, which is greater than TYLD's maximum drawdown of -1.06%. Use the drawdown chart below to compare losses from any high point for UMI and TYLD.

Drawdown Indicators

	UMI	TYLD	Difference
Max Drawdown Largest peak-to-trough decline	-48.08%	-1.06%	-47.02%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-0.52%	-14.24%
Max Drawdown (5Y) Largest decline over 5 years	-20.05%	—	—
Current Drawdown Current decline from peak	-1.60%	0.00%	-1.60%
Average Drawdown Average peak-to-trough decline	-6.67%	-0.11%	-6.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.46%	0.12%	+4.34%

Volatility

UMI vs. TYLD - Volatility Comparison

USCF Midstream Energy Income Fund ETF (UMI) has a higher volatility of 3.64% compared to Cambria Tactical Yield ETF (TYLD) at 0.24%. This indicates that UMI's price experiences larger fluctuations and is considered to be riskier than TYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	UMI	TYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	0.24%	+3.40%
Volatility (6M) Calculated over the trailing 6-month period	9.69%	0.50%	+9.19%
Volatility (1Y) Calculated over the trailing 1-year period	17.74%	1.34%	+16.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.46%	1.82%	+18.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.29%	1.82%	+21.47%