- CUSIP
- 132061771
- Issuer
- Cambria
- Inception Date
- Jul 11, 2024
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Highlights
- Avg. Volume (1M)
- 502
- Avg. Volume Value (1M)
- $15.81K
Share Price Chart
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Performance
LYLD Performance Chart
Cambria Large Cap Shareholder Yield ETF (LYLD) is up 17.0% since the beginning of the year. LYLD is currently trading at $32 per share.
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Returns By Period
Cambria Large Cap Shareholder Yield ETF (LYLD) has returned 17.01% so far this year and 27.34% over the past 12 months.
Cambria Large Cap Shareholder Yield ETF
- 1D
- -0.14%
- 1M
- 5.96%
- 6M
- 12.69%
- YTD
- 17.01%
- 1Y
- 27.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.21%
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%
LYLD Monthly Returns History
Based on dividend-adjusted daily data since Jul 12, 2024, LYLD's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jul 2026 with a return of +7.9%, while the worst month was Dec 2024 at -9.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, LYLD closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -6.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.83% | 4.28% | -2.95% | 3.58% | -0.42% | 0.02% | 7.93% | 17.01% | |||||
| 2025 | 4.51% | -0.14% | -2.12% | -4.66% | 3.36% | 4.24% | 0.16% | 4.97% | 0.93% | -2.39% | 2.90% | 0.97% | 12.90% |
| 2024 | 4.63% | 1.39% | 0.93% | -2.51% | 6.48% | -8.95% | 1.20% |
Benchmark Metrics
Cambria Large Cap Shareholder Yield ETF has an annualized alpha of 5.14%, beta of 0.66, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since July 12, 2024.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.35%) than losses (25.06%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 5.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.66 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 5.14%
- Beta
- 0.66
- R²
- 0.50
- Upside Capture
- 63.35%
- Downside Capture
- 25.06%
Expense Ratio
LYLD has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
LYLD 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 Large Cap Shareholder Yield ETF (LYLD) 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.
| LYLD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.85 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.25 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.00 | +1.35 |
| Martin ratioReturn relative to average drawdown | 11.47 | 8.49 | +2.98 |
Dividends
Dividend History
Cambria Large Cap Shareholder Yield ETF provided a 2.00% dividend yield over the last twelve months, with an annual payout of $0.64 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.64 | $0.78 | $0.18 |
Dividend yield | 2.00% | 2.79% | 0.72% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria Large Cap 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 | $0.18 | $0.00 | $0.00 | $0.11 | $0.00 | $0.29 | |||||
| 2025 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.23 | $0.78 |
| 2024 | $0.12 | $0.00 | $0.00 | $0.06 | $0.18 |
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 Large Cap 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 Large Cap Shareholder Yield ETF was 18.64%, occurring on Apr 8, 2025. Recovery took 94 trading sessions.
The current Cambria Large Cap Shareholder Yield ETF drawdown is 0.72%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-18.64%Apr 2025 | 4mo 7d | 4mo 16d | 8mo 23dDec 2024 - Aug 2025 | 2025 selloff2025 |
-7.70%Mar 2026 | 1mo 6d | 2mo 23d | 3mo 29dFeb 2026 - Jun 2026 | — |
-6.99%Aug 2024 | 4d | 18d | 22dAug 2024 - Aug 2024 | — |
-4.68%Sep 2024 | 8d | 8d | 16dSep 2024 - Sep 2024 | — |
-4.44%Nov 2025 | 1mo 15d | 8d | 1mo 23dOct 2025 - Nov 2025 | — |
Drawdown Indicators
| LYLD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.64% | -56.78% | +38.14% |
Max Drawdown (1Y)Largest decline over 1 year | -7.70% | -9.10% | +1.40% |
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 | -0.72% | -1.58% | +0.86% |
Average DrawdownAverage peak-to-trough decline | -3.45% | -10.70% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 2.14% | +0.11% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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