SYLD
Cambria Shareholder Yield ETF
SMB
HML
Adj. R2
0.890
Rel. Sharpe
1.272
Mkt beta
1.03
AUM
US$922M
MER
0.59%
Valuation
119
ETF comparison
Verified factor-similar pair
SYLD vs VBR
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
SMB
HML
Similarity score
83
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VBR
Vanguard Small Cap Value ETF
SMB
HML
Adj. R2
0.975
Rel. Sharpe
1.029
Mkt beta
1.01
AUM
US$33.7B
MER
0.05%
Valuation
106
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 -0.02
HML
diff +0.05
RMW
diff +0.08
CMA
diff +0.17
UMD
diff +0.04
Why This Pair Matches
Exposure level
79
Exposure shape
98
Mkt beta diff
0.02
Rel. Sharpe diff
0.243
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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