QVAL
Alpha Architect US Quantitative Value ETF
SMB
HML
RMW
Adj. R2
0.845
Rel. Sharpe
0.641
Mkt beta
1.08
AUM
US$506M
MER
0.29%
Valuation
111
ETF comparison
Verified factor-similar pair
QVAL vs SYLD
These two ETFs meet the same FF6 US comparison criteria: US-listed equity ETFs, the same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
HML
RMW
Similarity score
81
Verified similar
The score combines exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
Quick Read
- SYLD has the higher backtested relative Sharpe (1.245 vs 0.641).
- QVAL has the lower published fee (0.29% vs 0.59%).
- QVAL is cheaper on dividend valuation (111 vs 128, where 100 is each fund's historical median).
- SYLD has the stronger regression fit (adjusted R-squared 0.888 vs 0.845).
These are screening signals, not a complete review of portfolio construction, turnover, taxes, or trading quality.
SYLD
Cambria Shareholder Yield ETF
SMB
HML
RMW
Adj. R2
0.888
Rel. Sharpe
1.245
Mkt beta
1.02
AUM
US$922M
MER
0.59%
Valuation
128
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff -0.18
HML
diff -0.02
RMW
diff +0.18
CMA
diff -0.10
UMD
diff -0.07
Why This Pair Matches
Exposure level
79
Exposure shape
96
Mkt beta diff
0.06
Rel. Sharpe diff
0.604
This comparison focuses on measured factor exposure. It does not compare holdings methodology, turnover, tax handling, or issuer process. Backtested relative Sharpe is a secondary signal rather than a stand-alone forecast. See methodology.
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