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Cambria Shareholder Yield ETF (SYLD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS1320612013
CUSIP132061201
IssuerCambria
Inception DateMay 14, 2013
RegionNorth America (U.S.)
CategoryAll Cap Equities, Actively Managed
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Cambria Shareholder Yield ETF has a high expense ratio of 0.59%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.59%

Share Price Chart


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Compare to other instruments

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


Cambria Shareholder Yield ETF

Popular comparisons: SYLD vs. SCHD, SYLD vs. SDY, SYLD vs. XMVM, SYLD vs. COWZ, SYLD vs. SPGP, SYLD vs. QQQ, SYLD vs. VUG, SYLD vs. JEPI, SYLD vs. MGK, SYLD vs. DIVO

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.37%
17.07%
SYLD (Cambria Shareholder Yield ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Cambria Shareholder Yield ETF had a return of 3.40% year-to-date (YTD) and 19.41% in the last 12 months. Over the past 10 years, Cambria Shareholder Yield ETF had an annualized return of 11.86%, outperforming the S&P 500 benchmark which had an annualized return of 10.50%.


PeriodReturnBenchmark
Year-To-Date3.40%5.90%
1 month-1.02%-1.28%
6 months13.22%15.51%
1 year19.41%21.68%
5 years (annualized)15.94%11.74%
10 years (annualized)11.86%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.40%3.09%6.37%
2023-1.53%-4.62%6.46%7.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SYLD is 69, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of SYLD is 6969
Cambria Shareholder Yield ETF(SYLD)
The Sharpe Ratio Rank of SYLD is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of SYLD is 6868Sortino Ratio Rank
The Omega Ratio Rank of SYLD is 6464Omega Ratio Rank
The Calmar Ratio Rank of SYLD is 7373Calmar Ratio Rank
The Martin Ratio Rank of SYLD is 7171Martin 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 Shareholder Yield ETF (SYLD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SYLD
Sharpe ratio
The chart of Sharpe ratio for SYLD, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.005.001.22
Sortino ratio
The chart of Sortino ratio for SYLD, currently valued at 1.90, compared to the broader market-2.000.002.004.006.008.001.90
Omega ratio
The chart of Omega ratio for SYLD, currently valued at 1.21, compared to the broader market1.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for SYLD, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.001.18
Martin ratio
The chart of Martin ratio for SYLD, currently valued at 5.57, compared to the broader market0.0020.0040.0060.0080.005.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current Cambria Shareholder Yield ETF Sharpe ratio is 1.22. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.22
1.89
SYLD (Cambria Shareholder Yield ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Cambria Shareholder Yield ETF granted a 1.79% dividend yield in the last twelve months. The annual payout for that period amounted to $1.24 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.24$1.30$1.30$1.44$0.89$0.84$0.82$0.54$0.62$0.61$0.55$0.24

Dividend yield

1.79%1.92%2.20%2.22%1.99%2.08%2.52%1.40%1.92%2.11%1.77%0.83%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.52
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
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
2021$0.00$0.00$0.13$0.00$0.00$0.31$0.00$0.00$0.23$0.00$0.00$0.77
2020$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.00$0.15$0.00$0.00$0.32
2019$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.23
2018$0.00$0.00$0.11$0.00$0.00$0.24$0.00$0.00$0.29$0.00$0.00$0.18
2017$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.17$0.00$0.00$0.14
2016$0.00$0.00$0.23$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.21
2015$0.00$0.00$0.12$0.00$0.00$0.12$0.00$0.00$0.24$0.00$0.00$0.14
2014$0.00$0.00$0.12$0.00$0.00$0.13$0.00$0.00$0.16$0.00$0.00$0.14
2013$0.12$0.00$0.00$0.12

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.32%
-3.86%
SYLD (Cambria Shareholder Yield ETF)
Benchmark (^GSPC)

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 5.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.36%Jan 17, 202045Mar 23, 2020166Nov 16, 2020211
-23.67%Aug 30, 201880Dec 24, 2018220Nov 7, 2019300
-20.16%Nov 17, 2021215Sep 26, 202288Feb 1, 2023303
-17.04%Mar 3, 2015240Feb 11, 2016165Oct 6, 2016405
-16.53%Feb 3, 202381May 31, 2023136Dec 13, 2023217

Volatility

Volatility Chart

The current Cambria Shareholder Yield ETF volatility is 4.02%, 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%NovemberDecember2024FebruaryMarchApril
4.02%
3.39%
SYLD (Cambria Shareholder Yield ETF)
Benchmark (^GSPC)