Cambria ETF Trust - Cambria Global Real Estate ETF

10-Year Study

BLDG.US · · US · ETF

Executive Summary: Cambria ETF Trust - Cambria Global Real Estate ETF has compounded at 6.6% annually over the last 10 years, with a maximum drawdown of 24.7% and an annualized volatility of 16.0%.

1Y CAGR
+9.3%
3Y CAGR
+8.9%
5Y CAGR
+2.5%
10Y CAGR
+6.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
24.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +22.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.94.3-9.67.60.6———————6.2%
2025-0.7-0.3-1.7-1.64.02.4-0.65.40.2-2.41.0-1.34.3%
2024-3.5-0.53.3-3.42.11.47.33.44.6-3.63.3-5.58.2%
20235.7-4.5-4.6-1.4-2.72.94.5-2.4-4.9-4.17.07.61.8%
2022-4.30.14.6-5.7-3.1-6.97.0-6.9-10.77.15.4-0.2-14.7%
20211.20.82.35.80.32.12.20.3-3.64.2-3.28.622.5%
2020—————————-3.812.63.912.5%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.0%. The dominant macroeconomic risk driver is VNQ.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019615.509866151511
2020-11-0110830.798951290188
2020-12-0111252.049123775356
2021-01-0111391.74830964537
2021-02-0111480.447081550989
2021-03-0111742.955705809301
2021-04-0112418.711190837588
2021-05-0112453.208224092728
2021-06-0112716.1032151235
2021-07-0112998.868497309231
2021-08-0113040.044156202566
2021-09-0112575.520905202153
2021-10-0113107.98951290189
2021-11-0112694.080309093419
2021-12-0113780.32289223127
2022-01-0113189.899268662895
2022-02-0113199.448047467919
2022-03-0113812.115358079207
2022-04-0113021.388160618188
2022-05-0112613.550434662618
2022-06-0111743.728439354218
2022-07-0112561.94287291293
2022-08-0111701.172899130674
2022-09-0110446.088036428866
2022-10-0111186.256381951152
2022-11-0111785.842417552092
2022-12-0111759.679867531391
2023-01-0112433.945080723059
2023-02-0111872.333379329377
2023-03-0111330.647164343867
2023-04-0111170.967296812476
2023-05-0110864.30246998758
2023-06-0111183.275838277908
2023-07-0111688.31240513316
2023-08-0111410.625086242586
2023-09-0110847.578308265489
2023-10-0110397.681799365255
2023-11-0111122.892231268112
2023-12-0111967.32441010073
2024-01-0111552.421691734511
2024-02-0111499.434248654616
2024-03-0111882.268524906858
2024-04-0111473.382089140334
2024-05-0111710.500896922864
2024-06-0111869.573616668968
2024-07-0112732.937767352008
2024-08-0113162.356837311992
2024-09-0113763.543535255969
2024-10-0113261.211535807919
2024-11-0113705.367738374502
2024-12-0112945.715468469713
2025-01-0112858.506968400716
2025-02-0112823.62356837312
2025-03-0112610.901062508623
2025-04-0112405.740306333655
2025-05-0112897.143645646474
2025-06-0113205.85069684007
2025-07-0113131.226714502553
2025-08-0113841.700013798814
2025-09-0113868.359321098387
2025-10-0113540.775493307576
2025-11-0113682.020146267421
2025-12-0113497.999172071202
2026-01-0114030.633365530564
2026-02-0114632.261625500209
2026-03-0113233.061956671729
2026-04-0114244.238995446392
2026-05-0114328.687732854974
Annual Return Matrix
YearAnnual Return
20210.224694519251051
2022-0.14663248753329472
20230.017657329528386834
20240.0817552048261676
20250.042661504877549605
20260.06154160703332656
Total Factor Risk
0.15978747236014268
VTI.US Exposure
0.14811956963369974
VEA.US Exposure
0.09307865455610786
VWO.US Exposure
0.05152582197568079
QQQ.US Exposure
-0.0914993247940389
VTV.US Exposure
-0.05931112754747155
IJR.US Exposure
0.08376859840631558
QUAL.US Exposure
-0.04962563169489649
SHV.US Exposure
0.27835707499908896
TLT.US Exposure
-0.009426249452164042
LQD.US Exposure
-0.009628928888105182
HYG.US Exposure
0.12397185150065959
GLD.US Exposure
0.013062812504995722
USO.US Exposure
0.00038280191476438826
VNQ.US Exposure
0.40794178179954527
BTC-USD.CC Exposure
-0.002680201525383655
CPER.US Exposure
-0.00520616115449579
VIX.INDX Exposure
-0.023297686847725603
UUP.US Exposure
0.012095070140820093
TIP.US Exposure
-0.007127056927116503
Idiosyncratic Exposure
0.04549833139971971
Value Score
42.7
Growth Score
50
Profit Score
75
Health Score
31.4
Yield Score
67.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.6x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued14.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.66%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$2.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.57
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$144
Avg Yield on Cost
1.44%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$143.511.44%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.4% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.89
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
57
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+3.4%
50.0% retracement+5.3%
61.8% retracement+7.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Cambria ETF Trust - Cambria Global Real Estate ETF a high-risk investment?

Cambria ETF Trust - Cambria Global Real Estate ETF (BLDG.US) has an annualized volatility of 16.0% and experienced a maximum drawdown of 24.7% over the last 10 years. Its primary macro risk driver is VNQ.US.

What is the 10-year return of BLDG.US?

Over the past 10 years, BLDG.US has generated a Compound Annual Growth Rate (CAGR) of 6.6%. It has had a positive return in 83% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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