See what your fund actually adds
Cambria Shareholder Yield ETF SYLD
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | SYLD | Replication |
|---|---|---|
| Annualized growth | 7.9% | 10.2% |
| Annualized volatility | 19.1% | 17.6% |
| Sharpe ratio | 0.49 | 0.64 |
| Maximum drawdown | 22.6% | 19.5% |
| Replication fit (R²) | 0.93 · Tracking error 5.1% | |
Replication portfolio
The published portfolio below is the investable basket used to model SYLD’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VBR | Small-Cap · Value | 77.3% |
| XLE | Sector · Energy | 13.2% |
| SCHD | Factor · Dividend | 5.0% |
| XLB | Sector · Materials | 4.5% |