- ISIN
- US1320612013
- CUSIP
- 132061201
- Issuer
- Cambria
- Inception Date
- May 14, 2013
- Region
- North America (U.S.)
- Category
- Mid Cap Value Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Value
- Assets Under Management
- $941M
Share Price Chart
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Performance
SYLD Performance Chart
Cambria Shareholder Yield ETF (SYLD) is up 14.1% since the beginning of the year. SYLD is currently trading at $78 per share. Investors who bought $1,000 worth of SYLD shares 5 years ago would now be looking at an investment worth $1,374.
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Returns By Period
Cambria Shareholder Yield ETF (SYLD) has returned 14.05% so far this year and 24.78% over the past 12 months. Over the last ten years, SYLD has had an annualized return of 13.46%, just under the S&P 500 Index benchmark’s 13.71%.
Cambria Shareholder Yield ETF
- 1D
- 0.10%
- 1M
- 0.04%
- YTD
- 14.05%
- 6M
- 13.14%
- 1Y
- 24.78%
- 3Y*
- 12.54%
- 5Y*
- 6.56%
- 10Y*
- 13.46%
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
SYLD Monthly Returns History
Based on dividend-adjusted daily data since May 14, 2013, SYLD's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +20.6%, while the worst month was Mar 2020 at -25.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, SYLD closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.72% | 3.56% | -0.36% | 5.53% | -1.82% | 0.89% | 14.05% | ||||||
| 2025 | 2.80% | -4.40% | -4.42% | -5.39% | 4.62% | 3.54% | -0.05% | 7.05% | -0.61% | -1.95% | 3.48% | 0.08% | 3.94% |
| 2024 | -0.40% | 3.09% | 6.37% | -5.95% | 3.29% | -3.47% | 6.63% | -1.41% | 1.16% | -3.25% | 8.10% | -9.25% | 3.37% |
| 2023 | 9.66% | -2.64% | -6.35% | -1.04% | -6.08% | 12.67% | 5.77% | -2.43% | -1.53% | -4.62% | 6.46% | 7.79% | 16.46% |
| 2022 | -3.11% | 1.63% | 0.71% | -4.77% | 4.16% | -13.69% | 8.58% | -0.41% | -9.92% | 14.70% | 5.45% | -6.17% | -6.14% |
| 2021 | 16.46% | 10.23% | 5.15% | 4.15% | 4.99% | -2.01% | -3.67% | 1.91% | -3.73% | 4.22% | -0.91% | 5.26% | 48.59% |
Benchmark Metrics
Cambria Shareholder Yield ETF has an annualized alpha of 0.51%, beta of 1.01, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since May 14, 2013.
- With beta of 1.01 and R2 of 0.67, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.51%
- Beta
- 1.01
- R²
- 0.67
- Upside Capture
- 101.24%
- Downside Capture
- 101.87%
Expense Ratio
SYLD has an expense ratio of 0.59%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SYLD ranks 55 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) 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.
| SYLD | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.59 | 2.46 | +1.14 |
| Martin ratioReturn relative to average drawdown | 9.63 | 10.92 | -1.29 |
Dividends
Dividend History
Cambria Shareholder Yield ETF provided a 1.85% dividend yield over the last twelve months, with an annual payout of $1.46 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.46 | $1.56 | $1.40 | $1.30 | $1.30 | $1.53 | $0.89 | $0.84 | $0.82 | $0.60 | $0.62 | $2.00 |
Dividend yield | 1.85% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Monthly Dividends
The table displays the monthly dividend distributions for Cambria 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 | $0.42 | $0.00 | $0.00 | $0.34 | $0.76 | ||||||
| 2025 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.20 | $1.56 |
| 2024 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.21 | $1.40 |
| 2023 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.13 | $1.30 |
| 2022 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.39 | $1.30 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.77 | $1.53 |
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 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 Shareholder Yield ETF was 45.36%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Cambria Shareholder Yield ETF drawdown is 2.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -45.36%Mar 2020 | 2mo 6d | 7mo 28d | 10mo 4dJan 2020 - Nov 2020 |
2025 selloff2025 | -26.62%Apr 2025 | 4mo 13d | 10mo | 1y 2moNov 2024 - Feb 2026 |
Rate-hike selloffLate 2018 | -23.67%Dec 2018 | 3mo 26d | 10mo 18d | 1y 2moAug 2018 - Nov 2019 |
Bear market2022 | -20.16%Sep 2022 | 10mo 13d | 4mo 8d | 1y 2moNov 2021 - Feb 2023 |
2016 correction2016 | -16.65%Feb 2016 | 11mo 15d | 7mo 22d | 1y 7moMar 2015 - Sep 2016 |
Drawdown Indicators
| SYLD | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.36% | -56.78% | +11.42% |
Max Drawdown (1Y)Largest decline over 1 year | -6.93% | -9.10% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -18.90% | -7.72% |
Max Drawdown (5Y)Largest decline over 5 years | -26.62% | -25.43% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -45.36% | -33.92% | -11.44% |
Current DrawdownCurrent decline from peak | -2.68% | -3.21% | +0.53% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -10.71% | +5.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.04% | +0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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