Cambria Emerging Shareholder Yield ETF

10-Year Study

EYLD.US · · US · ETF

Executive Summary: Cambria Emerging Shareholder Yield ETF has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 32.5% and an annualized volatility of 24.2%.

1Y CAGR
+40.8%
3Y CAGR
+24.1%
5Y CAGR
+9.2%
10Y CAGR
+11.1%

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 →
32.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +34.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -16.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.37.1-7.77.5————————16.1%
20250.70.30.4-0.28.56.1-0.13.51.42.71.12.129.4%
2024-0.95.33.22.12.9-0.1-1.71.61.3-4.0-1.5-3.24.7%
20236.0-3.1-0.51.1-3.84.07.8-3.91.2-4.48.45.618.8%
20220.1-6.5-5.3-5.60.5-8.61.51.4-7.30.015.9-1.3-16.1%
20210.17.62.24.8-1.91.40.4-1.4-4.90.7-2.95.511.4%
2020-5.9-9.4-18.68.96.14.75.71.3-0.90.111.311.010.1%
20198.81.41.32.0-4.55.8-0.0-5.32.24.3-1.16.222.0%
20188.3-1.90.5-2.9-1.9-5.31.6-4.51.8-8.71.1-1.9-13.7%
20174.74.42.11.41.8-0.57.95.40.3-1.9-1.26.534.9%
2016———————-0.92.70.2-3.03.52.4%

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 24.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.9% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-07-0110000
2016-08-019911.49330703468
2016-09-0110175.945526611682
2016-10-0110191.272448601418
2016-11-019890.010490147428
2016-12-0110236.436616267894
2017-01-0110721.119116566266
2017-02-0111188.464606745101
2017-03-0111425.592190807614
2017-04-0111580.180531040158
2017-05-0111784.958259263678
2017-06-0111725.2837679102
2017-07-0112656.708355056942
2017-08-0113335.23872937304
2017-09-0113372.865066552762
2017-10-0113122.98598591682
2017-11-0112969.151428732952
2017-12-0113808.740114449392
2018-01-0114959.138677236378
2018-02-0114670.565400101761
2018-03-0114746.571857509876
2018-04-0114318.234640100001
2018-05-0114040.528401917121
2018-06-0113296.167641350024
2018-07-0113513.508420384807
2018-08-0112911.612656017385
2018-09-0113147.483934998774
2018-10-0112003.178451855247
2018-11-0112138.042802314112
2018-12-0111910.840028392495
2019-01-0112954.515474537839
2019-02-0113140.76270281475
2019-03-0113311.620193847875
2019-04-0113577.077457489777
2019-05-0112960.482923673184
2019-06-0113711.31365540808
2019-07-0113705.283391018675
2019-08-0112976.375182949427
2019-09-0113257.787521121629
2019-10-0113834.494368612473
2019-11-0113682.669899558408
2019-12-0114531.17835135084
2020-01-0113677.519048725793
2020-02-0112395.899420215204
2020-03-0110095.60481667368
2020-04-0110989.528697148817
2020-05-0111657.129217259118
2020-06-0112200.355534337956
2020-07-0112890.06702387608
2020-08-0113054.014836963008
2020-09-0112932.153244093794
2020-10-0112951.06063556474
2020-11-0114412.897227962838
2020-12-0116003.442275922283
2021-01-0116013.178640301008
2021-02-0117225.70148934967
2021-03-0117610.382105190423
2021-04-0118456.754838344943
2021-05-0118101.032054624142
2021-06-0118354.42878948724
2021-07-0118426.10099436547
2021-08-0118167.993115448153
2021-09-0117277.398443438004
2021-10-0117399.26003630722
2021-11-0116902.140115705697
2021-12-0117833.56470285244
2022-01-0117849.456962128683
2022-02-0116695.352299352373
2022-03-0115810.41100020729
2022-04-0114931.499965451609
2022-05-0114999.089178816183
2022-06-0113711.43928591619
2022-07-0113921.933202258837
2022-08-0114111.886530525071
2022-09-0113081.339472477495
2022-10-0113086.615953818226
2022-11-0115161.529425805762
2022-12-0114961.902548414855
2023-01-0115863.67833564703
2023-02-0115367.437828602297
2023-03-0115297.084744059246
2023-04-0115462.602938497585
2023-05-0114878.044184249704
2023-06-0115479.31179607656
2023-07-0116680.716345157256
2023-08-0116035.540870745052
2023-09-0116225.368568503176
2023-10-0115518.194438337405
2023-11-0116819.412426113555
2023-12-0117769.367513206907
2024-01-0117605.042808595637
2024-02-0118540.236310985758
2024-03-0119126.805153363443
2024-04-0119525.996092891197
2024-05-0120096.23296921424
2024-06-0120071.35812860795
2024-07-0119733.035170260748
2024-08-0120053.895487980302
2024-09-0120314.201900789587
2024-10-0119504.010753971495
2024-11-0119216.31689039366
2024-12-0118608.139600620616
2025-01-0118744.825593447113
2025-02-0118798.344189903077
2025-03-0118869.63950325697
2025-04-0118828.055805071705
2025-05-0120426.76683605847
2025-06-0121679.868339227498
2025-07-0121661.903176567397
2025-08-0122424.166284540537
2025-09-0122731.646953146097
2025-10-0123342.71374460574
2025-11-0123593.220977782243
2025-12-0124077.086879777886
2026-01-0126313.309924181987
2026-02-0128172.641444248322
2026-03-0126011.79670471177
2026-04-0127965.351105862548
Annual Return Matrix
YearAnnual Return
20170.3489792036131345
2018-0.1374419440388298
20190.21999609739633041
20200.10131758684488101
20210.11435804843584396
2022-0.1610256952149487
20230.18764090701081915
20240.04720326071202585
20250.2939008088145938
20260.16149230367858092
Total Factor Risk
0.2420586989624236
VTI.US Exposure
0.15072886295965146
VEA.US Exposure
0.20250076605665251
VWO.US Exposure
0.21231757662119438
QQQ.US Exposure
-0.021728944178990458
VTV.US Exposure
0.029068226950989286
IJR.US Exposure
-0.05078782911138514
QUAL.US Exposure
-0.07750840843936446
SHV.US Exposure
0.47916902627480007
TLT.US Exposure
0.057660398491645455
LQD.US Exposure
-0.037862926899188624
HYG.US Exposure
0.010049117975982349
GLD.US Exposure
-0.013627713799260898
USO.US Exposure
-0.0023273074875687664
VNQ.US Exposure
-0.006225278243068908
BTC-USD.CC Exposure
-0.0018752651833302922
CPER.US Exposure
0.020346326185502615
VIX.INDX Exposure
-0.006842867895185168
UUP.US Exposure
-0.009678840926432803
TIP.US Exposure
0.01102181543761839
Idiosyncratic Exposure
0.05560326520973897
Value Score
46
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
55.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.2%

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 →10.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.63%
Market Cap$6.9B
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
0.0/ 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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$149
Avg Yield on Cost
1.49%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$149.441.49%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

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 →
+4.1%
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 →
+15.6%
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 →
1.3% 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

Frequently Asked Questions & Methodology

Is Cambria Emerging Shareholder Yield ETF a high-risk investment?

Cambria Emerging Shareholder Yield ETF (EYLD.US) has an annualized volatility of 24.2% and experienced a maximum drawdown of 32.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EYLD.US has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 80% 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.

Run a Full Backtest on Cambria Emerging Shareholder Yield ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest