Cambria Foreign Shareholder Yield ETF

10-Year Study

FYLD.US · · US · ETF

Executive Summary: Cambria Foreign Shareholder Yield ETF has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 34.3% and an annualized volatility of 17.2%.

1Y CAGR
+44.7%
3Y CAGR
+24.1%
5Y CAGR
+11.7%
10Y CAGR
+11.4%

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 →
34.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -14.5%
% 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.
20268.97.6-1.92.4————————17.6%
20251.42.23.20.25.34.61.44.61.8-0.84.22.134.5%
20240.92.02.6-0.85.2-3.62.31.21.8-5.0-0.6-2.53.0%
20237.8-2.5-0.81.5-7.25.15.4-4.0-0.0-2.25.55.013.2%
20220.9-1.01.5-5.53.8-11.63.2-2.9-10.34.914.3-0.4-5.5%
20210.68.03.43.13.5-1.5-1.21.7-2.02.5-5.15.018.7%
2020-4.1-11.0-20.58.16.83.52.37.2-4.5-1.116.26.84.2%
20198.21.7-0.81.0-6.14.9-2.6-4.35.93.22.73.717.8%
20184.1-3.2-1.71.7-1.1-2.82.9-2.20.2-7.1-1.2-4.8-14.5%
20174.20.73.22.13.20.94.91.12.10.90.72.429.8%
2016———2.4-0.3-3.24.60.02.3-0.7-1.32.25.9%

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 17.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 52.7% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110240.697483652728
2016-05-0110206.245166128918
2016-06-019876.096653984672
2016-07-0110329.60164996133
2016-08-0110334.679655945565
2016-09-0110574.51778473942
2016-10-0110500.144527862629
2016-11-0110367.178894244666
2016-12-0110594.751685507372
2017-01-0111044.819262048546
2017-02-0111123.176800543737
2017-03-0111479.730943806004
2017-04-0111717.459747037177
2017-05-0112096.74773247502
2017-06-0112208.307617790208
2017-07-0112806.340476395084
2017-08-0112943.524761138411
2017-09-0113219.143301328875
2017-10-0113338.28113403592
2017-11-0113429.997734428098
2017-12-0113752.802668687451
2018-01-0114318.648781669179
2018-02-0113866.94061857925
2018-03-0113638.039733443748
2018-04-0113872.721733084381
2018-05-0113725.14706686562
2018-06-0113342.81227783724
2018-07-0113730.303196018842
2018-08-0113427.73216252744
2018-09-0113453.825300969509
2018-10-0112498.378944243495
2018-11-0112354.085451122239
2018-12-0111761.91183019148
2019-01-0112729.779770786623
2019-02-0112945.712209870082
2019-03-0112842.589626805622
2019-04-0112969.305406904525
2019-05-0112173.152191745507
2019-06-0112771.88815887128
2019-07-0112438.30222729155
2019-08-0111905.111598946898
2019-09-0112612.360647797319
2019-10-0113013.132504706922
2019-11-0113366.092982195732
2019-12-0113857.80020780763
2020-01-0113287.73544370054
2020-02-0111828.94150918338
2020-03-019404.467082802747
2020-04-0110163.433669523369
2020-05-0110853.495621196378
2020-06-0111231.143020085468
2020-07-0111488.402615563698
2020-08-0112317.367561697774
2020-09-0111763.63053990922
2020-10-0111638.08660734514
2020-11-0113518.511284891758
2020-12-0114437.317875362296
2021-01-0114522.2377600525
2021-02-0115680.10124762701
2021-03-0116215.791817379279
2021-04-0116724.529893830615
2021-05-0117315.844159902503
2021-06-0117049.678523159615
2021-07-0116843.511480199682
2021-08-0117136.785856581486
2021-09-0116787.028429021193
2021-10-0117198.815652758138
2021-11-0116320.476863823504
2021-12-0117132.25471278017
2022-01-0117284.829261814175
2022-02-0117115.92697046163
2022-03-0117370.60850136325
2022-04-0116422.0369835082
2022-05-0117053.81905111599
2022-06-0115074.64668796825
2022-07-0115557.447872315493
2022-08-0115104.645984859728
2022-09-0113543.432575799005
2022-10-0114212.010656000251
2022-11-0116249.462903213207
2022-12-0116184.85504245994
2023-01-0117448.731670351477
2023-02-0117012.88251056616
2023-03-0116878.12004406147
2023-04-0117134.59840784982
2023-05-0115893.924361147785
2023-06-0116707.57716616017
2023-07-0117615.680882479315
2023-08-0116903.431950813654
2023-09-0116895.072771731913
2023-10-0116521.644023968187
2023-11-0117437.560057186158
2023-12-0118317.77380217651
2024-01-0118488.238556908822
2024-02-0118853.46437192878
2024-03-0119346.10907556854
2024-04-0119195.721975266206
2024-05-0120191.32364085217
2024-06-0119455.169019476103
2024-07-0119897.033663273516
2024-08-0120139.996718826904
2024-09-0120508.191214268416
2024-10-0119477.277876299773
2024-11-0119352.124559580636
2024-12-0118867.057803332737
2025-01-0119136.50461317313
2025-02-0119548.057467403105
2025-03-0120168.902291352548
2025-04-0120213.82311352078
2025-05-0121277.31381295751
2025-06-0122255.80650453505
2025-07-0122575.486512034873
2025-08-0123618.196448520735
2025-09-0124044.04584267556
2025-10-0123859.05017851144
2025-11-0124853.47999656258
2025-12-0125382.217604274898
2026-01-0127639.97718803466
2026-02-0129749.30275071678
2026-03-0129171.191300203904
2026-04-0129858.675187300298
Annual Return Matrix
YearAnnual Return
20170.2980769230769229
2018-0.14476255396500792
20190.17819283190307922
20200.04181887881657875
20210.18666464648650982
2022-0.055299181935083874
20230.13178485405775908
20240.029986395022028267
20250.3453193321849741
20260.1763619575253923
Total Factor Risk
0.17184352681634996
VTI.US Exposure
0.08983917872759847
VEA.US Exposure
0.5268064480646455
VWO.US Exposure
0.062117846390653285
QQQ.US Exposure
-0.020617806096959523
VTV.US Exposure
0.0830879555836791
IJR.US Exposure
0.02178673383586583
QUAL.US Exposure
-0.1170073532924865
SHV.US Exposure
0.33536540534054615
TLT.US Exposure
0.0021755157434577314
LQD.US Exposure
-0.015104215222821224
HYG.US Exposure
0.011918267811463306
GLD.US Exposure
-0.022820108202873307
USO.US Exposure
0.006753724196048256
VNQ.US Exposure
-0.03368601274178091
BTC-USD.CC Exposure
-0.0033857634756484047
CPER.US Exposure
0.0262912104539786
VIX.INDX Exposure
-0.0221621545649107
UUP.US Exposure
0.005633354666410313
TIP.US Exposure
0.00921356828028618
Idiosyncratic Exposure
0.053794204502847914
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.2%

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 →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.48%
Market Cap$8.8B
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
$78
Avg Yield on Cost
0.78%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.520.78%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 →
+2.9%
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 →
+17.1%
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 →
0.5% 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 →
0.86
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

Cambria Foreign Shareholder Yield ETF (FYLD.US) has an annualized volatility of 17.2% and experienced a maximum drawdown of 34.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, FYLD.US has generated a Compound Annual Growth Rate (CAGR) of 11.4%. 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.

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