SYLD
Cambria Shareholder Yield ETF
Cambria Shareholder Yield ETF is an actively managed exchange-traded fund incorporated in the USA. The Fund employs a quantitative algorithm to select U.S. listed companies that show strong characteristics in returning free cash flow to their shareholders.
US
EQUITY
Active
MANAGEMENT STYLE
1.2 B
ASSETS UNDER MGMT
59 bp
EXPENSES
Fund Basics
| Fund sponsor | Cambria Investment Management |
| Category | US |
| Asset class | Equity |
| Website | link... |
| Inception date | May 13, 2013 |
| Assets (mns) | $1,219 |
| Expense ratio | 59 bp |
| Currency | USD |
Sector Breakdown
Fund Structure
| Regulation | Statutory Trust |
| Distributions | Quarterly |
| Taxation | 1099 |
| Stock selection | Proprietary |
| Weighting | Proprietary |
| Holdings Transparency | Full |
| Derivatives-based | No |
| Options available | Yes |
| Currency hedged | No |
| Fund of funds | No |
Top 10 Holdings
| REV GROUP, INC. | 1.8 % |
| JEFFERIES FINANCIAL GROUP INC. | 1.8 % |
| ADTALEM GLOBAL EDUCATION INC. | 1.7 % |
| CONOCOPHILLIPS | 1.6 % |
| CNX RESOURCES CORPORATION | 1.6 % |
| CASH & OTHER | 1.5 % |
| SYNCHRONY FINANCIAL | 1.5 % |
| VICTORY CAPITAL HOLDING - A | 1.5 % |
| FOX CORPORATION CLASS A | 1.5 % |
| PAYPAL HOLDINGS INC | 1.5 % |
Constituent Breakdown
| Number of holdings | 99 |
| Herfindahl-Hirschman Index | 107 |
| Wgt avg mkt cap (mns) | $28,507 |
| Large cap (>$10bn) | 42.2% |
| Mid cap ($2-10bn) | 49.6% |
| Small cap (<$2bn) | 8.2% |
| Developed mkts. | 100.0% |
| Emerging mkts. | 0.0% |
Country Exposure
 |
UNITED STATES | 96.8 % |
 |
BERMUDA | 1.1 % |
 |
BRITAIN | 0.7 % |
Historical Performance
Standardized Performance (as of 11/30/2024)
| YTD | 1 YR | 2 YR | 3 YR | 5 YR | 10 YR | Incep. | |
|---|---|---|---|---|---|---|---|
| Total Returns | 13.9% | 22.8% | 11.8% | 9.6% | 16.8% | 12.2% | 13.2% | Volatility | 15.2% | 15.9% | 17.7% | 21.1% | 28.1% | 22.4% | -- |
Market Correlations
| versus... | Beta | R-squared |
| S&P 500 | 1.00 | 64% |
| MSCI EAFE | 0.99 | 62% |
| MSCI Emg Mkts | 0.65 | 26% |
Liquidity Measures
| Avg. volume (000) | 67 |
| Turnover | 0.4% |
| Avg. Bid/Ask (% of price) | 0.10% |
| ADV of underlying (mns) | $12,543 |
Technical Indicators
| Recent close | $68.49 |
| 30d moving avg. | $74.03 |
| Annualized volatility | 22.1% |
| Relative strength (RSI) | 47 |
| Short interest (ETF) | 0.1% |
| Short interest (underlying) | 21.2% |
Distributions
Assets Under Management (mns)
Money Flows (mns)
Short Interest (as % of shares outstanding)
Long Money Flows (mns)
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Comparable ETFs Based on Overlap
| Ticker | Fund Name | Overlap vs. SYLD |
Expenses vs. SYLD |
ALTAR Score™ vs. SYLD |
|---|---|---|---|---|
| LYLD | Cambria Large Cap Shareholder Yield ETF | 27.3% | 0 bp | -1.7% |
| WTV | WisdomTree US Value Fund of Benef Interest | 25.4% | -47 bp | -2.2% |
| ECML | Euclidean Fundamental Value ETF | 24.2% | +36 bp | +1.8% |
| SURE | AdvisorShares Insiders Advantage ETF | 23.1% | +31 bp | -1.8% |
| DSMC | Distillate Small/Mid Cash Flow ETF | 22.7% | -4 bp | +1.2% |
| LSAF | LeaderShares AlphaFactor US Core Equity ETF | 22.3% | +16 bp | -4.5% |
| SEIV | SEI Enhanced U.S. Large Cap Value Factor ETF | 21.5% | -44 bp | -2.1% |
| VAMO | Cambria Value & Momentum ETF | 21.2% | +2 bp | -2.9% |
| FNK | First Trust Mid Cap Value AlphaDEX Fund | 20.7% | +11 bp | -0.9% |
| VFVA | Vanguard U.S. Value Factor ETF | 20.0% | -46 bp | -1.0% |
Risk and Returns: SYLD vs. Comps (1 YR)
Notes: Top 10 overlapping ETFs. Funds with insufficient history not shown. Some funds may overlap. Hover over data point for ticker symbol.
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Results & Estimates
| 2019 | 2020 | 2021 | 2022 | 2023 | 2024E | 2025E | ||
|---|---|---|---|---|---|---|---|---|
| Sales per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Earnings per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Dividends per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- | |
| Book value per share | -- | -- | -- | -- | -- | -- | -- | |
| change (%) | -- | -- | -- | -- | -- | -- | -- |
Return on Equity
Net Margins
EPS Revision Activity (6 mo. ago = 100%)
Compound Annual Growth Rates
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Valuation Metrics
| 2023 | 2024E | Fwd Est | 2025E | |
| Price-to-sales | --x | --x | --x | --x |
| Price-to-earnings | --x | --x | --x | --x |
| Price-to-cash flow | --x | --x | --x | --x |
| Price-to-growth | --x | --x | --x | --x |
| Price-to-book value | --x | --x | --x | --x |
| Yield | --% | --% | --x | --% |
Based on closing prices from 12/18/2024
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Price-to-Earnings
Price-to-Sales
Price-to-Book Value
Price-to-Cash Flow
Price-to-Growth
Dividend Yield
Historical Valuation Trends Sample data. Subscribe for access.
SHOWING:
Price-to-Earnings
Price-to-Earnings
SYLD
Notes: Based on adjusted historical results for current fund constituents. May differ from results achieved by past fund constituents. Max P/E of 100x.
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ETF Research Center Rating
SPECULATIVE
Deeply undervalued but risky. A rating of SPECULATIVE is assigned to ETFs with ALTAR Scores in the top quintile (the top 20%) of their category, indicating exceptional appreciation potential. However, often these are narrowly-focused funds or in industries with structural issues, which may also make them very risky. Nonetheless they may still be useful as part of a well-diversified portfolio.
ALTAR Score™
SYLD
11.6%
Cat. Avg
5.7%
ALTAR Score™ Calculation
Category Overview
There are 977 funds in the US Equity category, with an average ALTAR Score™
of 5.7% and a standard deviation of
2.6%. SYLD's ALTAR Score™ is approximately
2.3 standard deviations
above
the category average. This places SYLD in the 99th percentile among funds in the category.
Sell Side Consensus Rating
Sell-side recommendations on the ETF's individual constituents
SYLDSELL
U/W
HOLD
O/W
BUY
Expense Analysis
| Peer Group | Active US Equity ETFs |
| # of ETFs | 308 |
| Avg. Expense Ratio | 67.1 bp |
| Std. Deviation | 37 bp |
| SYLD (59 bp) Percentile rank | 43 |
Peer Group Expense Ratio Distribution
Total Cost of Ownership (TCO) Comparison
| Expense (bp) (A) |
Avg. Bid/Ask (bp) (B) |
TCO (bp) (A)+(B) |
|
|---|---|---|---|
| SYLD | 59.0 | 9.8 | 68.8 |
| Peer Avg. | 44.4 | 19.4 | 63.7 |
For a detailed cost analysis of this and any other ETF use the TCO Comparison Tool .