PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Cambria Global Real Estate ETF (BLDG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerCambria
Inception DateSep 24, 2020
RegionDeveloped Markets (Broad)
CategoryActively Managed, REIT
Index TrackedNo Index (Active)
Home Pagewww.cambriafunds.com
Asset ClassReal Estate

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

BLDG has a high expense ratio of 0.59%, indicating higher-than-average management fees.


Expense ratio chart for BLDG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cambria Global Real Estate ETF

Popular comparisons: BLDG vs. VNQI, BLDG vs. VNQ, BLDG vs. REET

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cambria Global Real Estate ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
-0.35%
15.76%
BLDG (Cambria Global Real Estate ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Global Real Estate ETF had a return of -4.75% year-to-date (YTD) and 1.08% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.75%12.69%
1 month-3.02%2.92%
6 months-0.35%15.76%
1 year1.08%23.89%
5 years (annualized)N/A13.23%
10 years (annualized)N/A10.77%

Monthly Returns

The table below presents the monthly returns of BLDG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.47%-0.46%3.33%-3.44%2.07%-4.75%
20235.73%-4.52%-4.56%-1.41%-2.74%2.93%4.52%-2.38%-4.93%-4.15%6.97%7.59%1.76%
2022-4.28%0.07%4.64%-5.72%-3.13%-6.90%6.97%-6.85%-10.73%7.09%5.36%-0.22%-14.66%
20211.24%0.78%2.29%5.75%0.28%2.11%2.22%0.32%-3.56%4.23%-3.16%8.56%22.47%
20202.53%-3.84%12.64%3.89%15.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BLDG is 13, indicating that it is in the bottom 13% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BLDG is 1313
BLDG (Cambria Global Real Estate ETF)
The Sharpe Ratio Rank of BLDG is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of BLDG is 1313Sortino Ratio Rank
The Omega Ratio Rank of BLDG is 1313Omega Ratio Rank
The Calmar Ratio Rank of BLDG is 1313Calmar Ratio Rank
The Martin Ratio Rank of BLDG is 1313Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Cambria Global Real Estate ETF (BLDG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BLDG
Sharpe ratio
The chart of Sharpe ratio for BLDG, currently valued at 0.04, compared to the broader market0.002.004.006.000.04
Sortino ratio
The chart of Sortino ratio for BLDG, currently valued at 0.17, compared to the broader market0.005.0010.000.17
Omega ratio
The chart of Omega ratio for BLDG, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.02
Calmar ratio
The chart of Calmar ratio for BLDG, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.02
Martin ratio
The chart of Martin ratio for BLDG, currently valued at 0.12, compared to the broader market0.0020.0040.0060.0080.00100.000.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.00100.008.30

Sharpe Ratio

The current Cambria Global Real Estate ETF Sharpe ratio is 0.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Cambria Global Real Estate ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
0.04
2.21
BLDG (Cambria Global Real Estate ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Global Real Estate ETF granted a 6.37% dividend yield in the last twelve months. The annual payout for that period amounted to $1.50 per share.


PeriodTTM2023202220212020
Dividend$1.50$1.26$1.05$3.32$0.17

Dividend yield

6.37%4.99%3.99%10.40%0.59%

Monthly Dividends

The table displays the monthly dividend distributions for Cambria Global Real Estate ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.56$0.00$0.00$0.00$0.56
2023$0.00$0.00$0.32$0.00$0.00$0.62$0.00$0.00$0.32$0.00$0.00$0.00$1.26
2022$0.00$0.00$0.37$0.00$0.00$0.11$0.00$0.00$0.50$0.00$0.00$0.07$1.05
2021$0.00$0.00$0.23$0.00$0.00$0.63$0.00$0.00$0.15$0.00$0.00$2.30$3.32
2020$0.17$0.17

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-18.67%
0
BLDG (Cambria Global Real Estate ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Cambria Global Real Estate ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cambria Global Real Estate ETF was 27.25%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current Cambria Global Real Estate ETF drawdown is 18.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.25%Mar 30, 2022398Oct 27, 2023
-7.92%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-7.26%Jan 5, 202216Jan 27, 202242Mar 29, 202258
-6.22%Nov 16, 202111Dec 1, 202115Dec 22, 202126
-5.44%Sep 7, 202118Sep 30, 202124Nov 3, 202142

Volatility

Volatility Chart

The current Cambria Global Real Estate ETF volatility is 3.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.43%
2.41%
BLDG (Cambria Global Real Estate ETF)
Benchmark (^GSPC)