SYLD vs. AVUV

Last updated Jun 13, 2026

SYLD (Cambria Shareholder Yield ETF) and AVUV (Avantis US Small Cap Value ETF) are both exchange-traded funds - SYLD is a Mid Cap Value Equities fund actively managed by Cambria, while AVUV is a Small Cap Value Equities fund actively managed by Avantis. Both are actively managed. Over the past 5 years, SYLD returned 6.52%/yr vs 11.57%/yr for AVUV. Their correlation of 0.95 suggests significant overlap in exposure. SYLD charges 0.59%/yr vs 0.25%/yr for AVUV.

Performance

SYLD vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Shareholder Yield ETF (SYLD) and Avantis US Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SYLD achieves a 17.19% return, which is significantly lower than AVUV's 22.73% return.

SYLD

• 1D: 0.98%
• 1M: 4.18%
• YTD: 17.19%
• 6M: 13.91%
• 1Y: 29.68%
• 3Y*: 12.81%
• 5Y*: 6.52%
• 10Y*: 13.58%

AVUV

• 1D: 0.96%
• 1M: 5.11%
• YTD: 22.73%
• 6M: 19.51%
• 1Y: 42.12%
• 3Y*: 19.24%
• 5Y*: 11.57%
• 10Y*: —

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

SYLD vs. AVUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
SYLD Cambria Shareholder Yield ETF	17.19%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	11.85%
AVUV Avantis US Small Cap Value ETF	22.73%	7.44%	9.28%	22.82%	-4.91%	42.20%	6.43%	8.54%

Correlation

The correlation between SYLD and AVUV is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.95

The correlation between SYLD and AVUV has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

SYLD vs. AVUV - Sectors Allocation Comparison

Sectors	SYLD	AVUV
Consumer Cyclical	22.9%	18.0%
Financial Services	22.7%	25.8%
Energy	17.7%	18.2%
Industrials	8.1%	13.9%
Basic Materials	7.9%	4.9%
Consumer Defensive	6.8%	4.5%
Communication Services	6.0%	2.8%
Healthcare	5.6%	4.2%
Technology	2.3%	7.0%
Real Estate	-	0.7%
Utilities	-	0.1%

Return for Risk

SYLD vs. AVUV — Risk / Return Rank

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

SYLD

SYLD Risk / Return Rank: 69
SYLD Sharpe Ratio Rank: 63
SYLD Sortino Ratio Rank: 70
SYLD Omega Ratio Rank: 59
SYLD Calmar Ratio Rank: 85
SYLD Martin Ratio Rank: 69

AVUV

AVUV Risk / Return Rank: 84
AVUV Sharpe Ratio Rank: 83
AVUV Sortino Ratio Rank: 84
AVUV Omega Ratio Rank: 77
AVUV Calmar Ratio Rank: 91
AVUV Martin Ratio Rank: 85

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.

SYLD vs. AVUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Shareholder Yield ETF (SYLD) and Avantis US Small Cap Value ETF (AVUV). 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.

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	AVUV	Difference
Sharpe ratio: Return per unit of total volatility	1.81	2.28	-0.47
Sortino ratio: Return per unit of downside risk	2.75	3.24	-0.50
Omega ratio: Gain probability vs. loss probability	1.32	1.39	-0.08
Calmar ratio: Return relative to maximum drawdown	4.07	5.06	-0.99
Martin ratio: Return relative to average drawdown	11.04	15.09	-4.05

SYLD vs. AVUV - Sharpe Ratio Comparison

The current SYLD Sharpe Ratio is 1.81, which is comparable to the AVUV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of SYLD and AVUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SYLD vs. AVUV - Drawdown Comparison

The maximum SYLD drawdown since its inception was -45.36%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for SYLD and AVUV.

Drawdown Indicators

	SYLD	AVUV	Difference
Max Drawdown Largest peak-to-trough decline	-45.36%	-49.42%	+4.06%
Max Drawdown (1Y) Largest decline over 1 year	-6.93%	-7.95%	+1.02%
Max Drawdown (3Y) Largest decline over 3 years	-26.62%	-28.79%	+2.17%
Max Drawdown (5Y) Largest decline over 5 years	-26.62%	-28.79%	+2.17%
Max Drawdown (10Y) Largest decline over 10 years	-45.36%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.65%	-7.91%	+2.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.67%	-0.12%

Volatility

SYLD vs. AVUV - Volatility Comparison

The current volatility for Cambria Shareholder Yield ETF (SYLD) is 3.35%, while Avantis US Small Cap Value ETF (AVUV) has a volatility of 4.53%. This indicates that SYLD experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SYLD	AVUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.35%	4.53%	-1.18%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	11.34%	-1.59%
Volatility (1Y) Calculated over the trailing 1-year period	15.59%	17.63%	-2.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.61%	22.75%	-2.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.95%	28.26%	-5.31%

SYLD vs. AVUV - Expense Ratio Comparison

SYLD has a 0.59% expense ratio, which is higher than AVUV's 0.25% expense ratio.

Dividends

SYLD vs. AVUV - Dividend Comparison

SYLD's dividend yield for the trailing twelve months is around 1.81%, more than AVUV's 1.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVUV Avantis US Small Cap Value ETF	1.61%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
SYLD Cambria Shareholder Yield ETF	1.81%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Frequently Asked Questions

Can I hold both SYLD and AVUV in my portfolio?

With a correlation of 0.91, SYLD and AVUV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, SYLD or AVUV?

AVUV has higher volatility (4.53%) compared to SYLD (3.35%). In terms of maximum drawdown, SYLD dropped -45.36% vs AVUV's -49.42%.

Which ETF is better, SYLD or AVUV?

On 5-year performance, AVUV leads with 11.57% vs 6.52% for SYLD. On fees, AVUV is cheaper at 0.25% per year. On volatility, SYLD has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SYLD or AVUV?

Over the 5-year period, AVUV has performed better with a 11.57% return vs 6.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SYLD or AVUV?

AVUV is cheaper with a 0.25% expense ratio, compared with 0.59% for SYLD.

Which ETF pays a higher dividend yield, SYLD or AVUV?

SYLD has the higher dividend yield at 1.81%, compared with 1.61% for AVUV.

What is the main difference between SYLD and AVUV?

SYLD is categorized as Mid Cap Value Equities, while AVUV is Small Cap Value Equities. They also come from different issuers: Cambria and Avantis. Their fees differ too: 0.59% for SYLD and 0.25% for AVUV.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.28 vs 1.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.