ENDW vs. SYLD

Last updated Apr 1, 2026

Compare and contrast key facts about Cambria Endowment Style ETF (ENDW) and Cambria Shareholder Yield ETF (SYLD).

ENDW and SYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENDW is an actively managed fund by Cambria. It was launched on Apr 9, 2025. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.

Performance

ENDW vs. SYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Endowment Style ETF (ENDW) and Cambria Shareholder Yield ETF (SYLD). The values are adjusted to include any dividend payments, if applicable.

ENDW vs. SYLD - Yearly Performance Comparison

	2026 (YTD)	2025
ENDW Cambria Endowment Style ETF	3.42%	30.77%
SYLD Cambria Shareholder Yield ETF	8.84%	22.15%

Returns By Period

In the year-to-date period, ENDW achieves a 3.42% return, which is significantly lower than SYLD's 8.84% return.

ENDW

• 1D: 1.81%
• 1M: -4.20%
• YTD: 3.42%
• 6M: 7.27%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SYLD

• 1D: -0.24%
• 1M: -0.99%
• YTD: 8.84%
• 6M: 10.16%
• 1Y: 19.64%
• 3Y*: 10.85%
• 5Y*: 6.81%
• 10Y*: 12.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENDW vs. SYLD - Expense Ratio Comparison

ENDW has a 0.29% expense ratio, which is lower than SYLD's 0.59% expense ratio.

SYLD

Cambria Shareholder Yield ETF

ENDW

Cambria Endowment Style ETF

Return for Risk

ENDW vs. SYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYLD

SYLD Risk / Return Rank: 50
SYLD Sharpe Ratio Rank: 48
SYLD Sortino Ratio Rank: 52
SYLD Omega Ratio Rank: 48
SYLD Calmar Ratio Rank: 51
SYLD Martin Ratio Rank: 52

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ENDW vs. SYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Endowment Style ETF (ENDW) and Cambria Shareholder Yield ETF (SYLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ENDW	SYLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.92	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.54	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.24	0.56	+2.68

Correlation

The correlation between ENDW and SYLD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ENDW vs. SYLD - Dividend Comparison

ENDW's dividend yield for the trailing twelve months is around 2.34%, more than SYLD's 1.95% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENDW Cambria Endowment Style ETF	2.34%	1.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SYLD Cambria Shareholder Yield ETF	1.95%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Drawdowns

ENDW vs. SYLD - Drawdown Comparison

The maximum ENDW drawdown since its inception was -6.44%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for ENDW and SYLD.

Drawdown Indicators

	ENDW	SYLD	Difference
Max Drawdown Largest peak-to-trough decline	-6.44%	-45.36%	+38.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.90%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.36%	—
Current Drawdown Current decline from peak	-4.36%	-3.40%	-0.96%
Average Drawdown Average peak-to-trough decline	-0.82%	-5.72%	+4.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.83%	—

Volatility

Volatility by Period

	ENDW	SYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	11.36%	21.53%	-10.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.36%	20.91%	-9.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.36%	22.96%	-11.60%