- ISIN
- US1320617061
- CUSIP
- 132061706
- Issuer
- Cambria
- Inception Date
- Jul 14, 2016
- Region
- Broad Asia (Pacific ex-Japan)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $865M
Share Price Chart
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Performance
EYLD Performance Chart
Cambria Emerging Shareholder Yield ETF (EYLD) is up 25.9% since the beginning of the year. EYLD is currently trading at $48 per share. Investors who bought $1,000 worth of EYLD shares 5 years ago would now be looking at an investment worth $1,660.
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Returns By Period
Cambria Emerging Shareholder Yield ETF (EYLD) has returned 25.88% so far this year and 44.58% over the past 12 months.
Cambria Emerging Shareholder Yield ETF
- 1D
- -0.54%
- 1M
- 5.42%
- YTD
- 25.88%
- 6M
- 27.14%
- 1Y
- 44.58%
- 3Y*
- 25.83%
- 5Y*
- 10.67%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
EYLD Monthly Returns History
Based on dividend-adjusted daily data since Jul 14, 2016, EYLD's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +15.9%, while the worst month was Mar 2020 at -18.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, EYLD closed higher 53% of trading days. The best single day was Jul 22, 2016 with a return of +26.3%, while the worst single day was Jul 25, 2016 at -20.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.29% | 7.07% | -7.14% | 8.72% | 3.64% | 2.82% | 25.88% | ||||||
| 2025 | 0.73% | 0.29% | 0.38% | -0.22% | 8.49% | 6.13% | -0.08% | 3.52% | 1.37% | 2.69% | 1.07% | 2.05% | 29.39% |
| 2024 | -0.93% | 5.31% | 3.16% | 2.09% | 2.92% | -0.12% | -1.69% | 1.63% | 1.30% | -3.99% | -1.48% | -3.17% | 4.72% |
| 2023 | 6.03% | -3.13% | -0.46% | 1.08% | -3.78% | 4.05% | 7.76% | -3.87% | 1.18% | -4.36% | 8.38% | 5.65% | 18.77% |
| 2022 | 0.09% | -6.47% | -5.30% | -5.56% | 0.45% | -8.59% | 1.54% | 1.36% | -7.30% | 0.04% | 15.86% | -1.32% | -16.10% |
| 2021 | 0.06% | 7.57% | 2.24% | 4.80% | -1.93% | 1.40% | 0.39% | -1.40% | -4.90% | 0.70% | -2.86% | 5.51% | 11.44% |
Benchmark Metrics
Cambria Emerging Shareholder Yield ETF has an annualized alpha of 5.58%, beta of 0.59, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since July 14, 2016.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.66%) than losses (72.86%) - typical of diversified or defensive assets.
- Beta of 0.59 may look defensive, but with R2 of 0.24 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.24 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.58%
- Beta
- 0.59
- R²
- 0.24
- Upside Capture
- 74.66%
- Downside Capture
- 72.86%
Expense Ratio
EYLD has an expense ratio of 0.65%, placing it in the medium range.
Return for Risk
Risk / Return Rank
EYLD ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Emerging Shareholder Yield ETF (EYLD) 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.
| EYLD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 2.78 | +1.47 |
| Martin ratioReturn relative to average drawdown | 15.40 | 12.44 | +2.96 |
Dividends
Dividend History
Cambria Emerging Shareholder Yield ETF provided a 4.83% dividend yield over the last twelve months, with an annual payout of $2.30 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.30 | $2.07 | $1.62 | $1.74 | $1.95 | $2.61 | $1.04 | $1.37 | $2.19 | $0.96 | $0.20 |
Dividend yield | 4.83% | 5.40% | 5.16% | 5.54% | 6.97% | 7.27% | 3.02% | 4.21% | 7.87% | 2.77% | 0.75% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Emerging Shareholder Yield 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 | $0.24 | $0.00 | $0.00 | $0.34 | $0.58 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $1.04 | $2.07 |
| 2024 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.39 | $1.62 |
| 2023 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.99 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.06 | $1.74 |
| 2022 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.68 | $0.00 | $0.00 | $0.69 | $0.00 | $0.00 | $0.37 | $1.95 |
| 2021 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $1.06 | $0.00 | $0.00 | $0.71 | $0.00 | $0.00 | $0.72 | $2.61 |
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 Emerging Shareholder Yield 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 Emerging Shareholder Yield ETF was 41.82%, occurring on Mar 18, 2020. Recovery took 188 trading sessions.
The current Cambria Emerging Shareholder Yield ETF drawdown is 1.57%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.82%Mar 2020 | 2y 1mo | 9mo 1d | 2y 10moJan 2018 - Dec 2020 |
Bear market2022 | -30.26%Sep 2022 | 1y 5mo | 1y 5mo | 2y 10moApr 2021 - Mar 2024 |
2016 bear market2016 | -23.08%Nov 2016 | 3mo 22d | 8mo 6d | 11mo 28dJul 2016 - Jul 2017 |
2025 selloff2025 | -20.89%Apr 2025 | 6mo 10d | 1mo 29d | 8mo 9dSep 2024 - Jun 2025 |
2024 correction2024 | -11.40%Aug 2024 | 1mo 13d | 1mo 21d | 3mo 4dJun 2024 - Sep 2024 |
Drawdown Indicators
| EYLD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.82% | -56.78% | +14.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -9.10% | -1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -20.89% | -18.90% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.02% | -25.43% | -4.59% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.57% | -1.80% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -10.25% | -10.71% | +0.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.03% | +0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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