- CUSIP
- 02072Q622
- Issuer
- Cambria
- Inception Date
- Apr 9, 2025
- Category
- Global Allocation
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Assets Under Management
- $150M
Highlights
- Avg. Volume (1M)
- 15K
- Avg. Volume Value (1M)
- $520.31K
Share Price Chart
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Performance
ENDW Performance Chart
Cambria Endowment Style ETF (ENDW) is up 11.7% since the beginning of the year. ENDW is currently trading at $34 per share.
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Returns By Period
Cambria Endowment Style ETF (ENDW) has returned 11.70% so far this year and 23.92% over the past 12 months.
Cambria Endowment Style ETF
- 1D
- -0.02%
- 1M
- 2.13%
- 6M
- 7.33%
- YTD
- 11.70%
- 1Y
- 23.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 32.47%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
ENDW Monthly Returns History
Based on dividend-adjusted daily data since Apr 10, 2025, ENDW's average daily return is +0.11%, while the average monthly return is +2.35%. At this rate, an investment would double in approximately 2.5 years.
Historically, 88% of months were positive and 13% were negative. The best month was Apr 2026 with a return of +6.0%, while the worst month was Mar 2026 at -4.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, ENDW closed higher 60% of trading days. The best single day was May 12, 2025 with a return of +2.6%, while the worst single day was Jun 5, 2026 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.07% | 3.74% | -4.20% | 5.97% | 0.62% | -1.04% | 2.35% | 11.70% | |||||
| 2025 | 5.25% | 5.52% | 3.55% | 2.34% | 3.05% | 2.76% | 1.73% | 1.26% | 0.68% | 29.25% |
Benchmark Metrics
Cambria Endowment Style ETF has an annualized alpha of 11.14%, beta of 0.72, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since April 10, 2025.
- This ETF captured 88.80% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -20.23%) - a profile typical of hedging or uncorrelated assets.
- This ETF generated an annualized alpha of 11.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 11.14%
- Beta
- 0.72
- R²
- 0.79
- Upside Capture
- 88.80%
- Downside Capture
- -20.23%
Expense Ratio
ENDW has an expense ratio of 0.29%, placing it in the medium range.
Return for Risk
Risk / Return Rank
ENDW ranks 88 for risk / return — above 88% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and compare them to S&P 500 Index.
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.
| ENDW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.76 | ||
| Sortino ratioReturn per unit of downside risk | +0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 2.00 | +1.54 |
| Martin ratioReturn relative to average drawdown | 13.68 | 8.49 | +5.19 |
Dividends
Dividend History
Cambria Endowment Style ETF provided a 2.44% dividend yield over the last twelve months, with an annual payout of $0.84 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.84 | $0.59 |
Dividend yield | 2.44% | 1.91% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Endowment Style ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.15 | $0.00 | $0.31 | |||||
| 2025 | $0.06 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.35 | $0.59 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Cambria Endowment Style 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 Endowment Style ETF was 6.44%, occurring on Mar 20, 2026. Recovery took 19 trading sessions.
The current Cambria Endowment Style ETF drawdown is 0.14%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-6.44%Mar 2026 | 21d | 28d | 1mo 19dFeb 2026 - Apr 2026 | — |
-3.67%Nov 2025 | 7d | 13d | 20dNov 2025 - Dec 2025 | — |
-3.53%Apr 2025 | 5d | 3d | 8dApr 2025 - Apr 2025 | 2025 selloff2025 |
-2.97%Jun 2026 | 21d | 27d | 1mo 18dJun 2026 - Jul 2026 | — |
-2.33%Oct 2025 | 1d | 10d | 11dOct 2025 - Oct 2025 | — |
Drawdown Indicators
| ENDW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.44% | -56.78% | +50.34% |
Max Drawdown (1Y)Largest decline over 1 year | -6.44% | -9.10% | +2.66% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.14% | -1.58% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -0.86% | -10.70% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.66% | 2.14% | -0.48% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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