Cambria Shareholder Yield ETF (SYLD)
SYLD is an actively managed ETF by Cambria. SYLD launched on May 14, 2013 and has a 0.59% expense ratio.
ETF Info
US1320612013
132061201
May 14, 2013
North America (U.S.)
1x
No Index (Active)
Multi-Cap
Blend
Share Price Chart
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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.
Returns By Period
Cambria Shareholder Yield ETF had a return of 10.02% year-to-date (YTD) and 21.48% in the last 12 months. Over the past 10 years, Cambria Shareholder Yield ETF had an annualized return of 11.81%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.
SYLD
10.02%
-0.52%
4.68%
21.48%
15.87%
11.81%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of SYLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.40% | 3.09% | 6.37% | -5.95% | 3.29% | -3.47% | 6.63% | -1.41% | 1.16% | -3.25% | 10.02% | ||
| 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% | -3.88% | 4.22% | -0.91% | 5.26% | 48.35% |
| 2020 | -6.10% | -9.83% | -25.70% | 18.76% | 5.39% | 3.06% | 2.72% | 7.54% | -2.39% | 0.43% | 20.55% | 7.25% | 13.61% |
| 2019 | 9.50% | 4.26% | -2.35% | 3.97% | -10.20% | 7.67% | 1.80% | -6.14% | 6.48% | 2.36% | 5.36% | 3.25% | 26.98% |
| 2018 | 4.40% | -4.52% | -1.15% | 0.95% | 0.58% | -0.59% | 3.83% | 2.66% | -1.34% | -7.60% | -0.28% | -10.26% | -13.51% |
| 2017 | 1.41% | 3.76% | -0.34% | -0.01% | -1.29% | 2.37% | 1.11% | -1.76% | 4.96% | 1.34% | 4.07% | 2.94% | 19.93% |
| 2016 | -6.12% | 0.89% | 6.66% | -1.28% | 1.02% | -1.82% | 4.25% | 1.09% | 1.22% | -1.66% | 9.44% | 1.22% | 14.94% |
| 2015 | -2.21% | 6.23% | -1.44% | -0.79% | 1.43% | -1.89% | 1.41% | -5.17% | -2.41% | 7.59% | 0.70% | -4.06% | -1.40% |
| 2014 | -3.34% | 5.81% | 1.11% | -0.92% | 1.63% | 1.42% | -2.11% | 4.78% | -3.59% | 2.94% | 3.02% | -0.37% | 10.33% |
| 2013 | -0.36% | -0.32% | 7.46% | -3.60% | 4.75% | 4.95% | 2.01% | 1.72% | 17.36% |
Expense Ratio
SYLD features an expense ratio of 0.59%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SYLD is 47, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Dividends
Dividend History
Cambria Shareholder Yield ETF provided a 1.79% dividend yield over the last twelve months, with an annual payout of $1.31 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.31 | $1.30 | $1.30 | $1.44 | $0.89 | $0.84 | $0.82 | $0.57 | $0.62 | $1.87 | $1.21 | $0.24 |
Dividend yield | 1.79% | 1.92% | 2.20% | 2.22% | 2.00% | 2.07% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $1.19 | |
| 2023 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.31 | $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 | $0.23 | $0.00 | $0.00 | $0.77 | $1.44 |
| 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 | $0.89 |
| 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 | $0.84 |
| 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 | $0.82 |
| 2017 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.17 | $0.57 |
| 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 | $0.62 |
| 2015 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $1.39 | $1.87 |
| 2014 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.80 | $1.21 |
| 2013 | $0.12 | $0.00 | $0.00 | $0.12 | $0.24 |
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.
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 2.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.36% | Jan 17, 2020 | 45 | Mar 23, 2020 | 166 | Nov 16, 2020 | 211 |
| -23.67% | Aug 30, 2018 | 80 | Dec 24, 2018 | 220 | Nov 7, 2019 | 300 |
| -20.16% | Nov 17, 2021 | 215 | Sep 26, 2022 | 88 | Feb 1, 2023 | 303 |
| -17.04% | Mar 3, 2015 | 240 | Feb 11, 2016 | 165 | Oct 6, 2016 | 405 |
| -16.53% | Feb 3, 2023 | 81 | May 31, 2023 | 136 | Dec 13, 2023 | 217 |
Volatility
Volatility Chart
The current Cambria Shareholder Yield ETF volatility is 5.70%, 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.