Cambria Global Asset Allocation ETF (GAA)
Description
The GAA ETF contains 30 constituents. It is focused on blend holdings in the region.
Price $25.60 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 7.29% |
| Expense ratio | 0.41% |
| Average spread | 0.391% |
| 1Y roundtrip cost | 0.801% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.9% | -1.2% | 0.4% | -2.2% | 1.2% | -6.8% | 1.1% | -1.3% | -6.1% | 2.1% | -14.8% | ||
| 2021 | 1.4% | 2.5% | 1.3% | 3.0% | 2.1% | -0.5% | 0.9% | 0.7% | -3.1% | 2.9% | -3.2% | 2.8% | 10.9% |
| 2020 | -1.6% | -4.1% | -13.4% | 6.4% | 5.7% | 1.8% | 2.7% | 2.8% | -1.8% | -0.3% | 7.3% | 4.4% | 10.0% |
| 2019 | 5.4% | 1.5% | 0.4% | 0.8% | -2.0% | 4.2% | 0.1% | -1.3% | 1.2% | 1.6% | 0.5% | 1.9% | 14.4% |
| 2018 | 2.4% | -2.1% | 0.2% | -0.4% | -0.5% | -1.1% | 1.3% | -0.9% | 0.1% | -3.8% | -0.1% | -2.4% | -7.2% |
| 2017 | 1.6% | 1.9% | 0.5% | 0.8% | 1.3% | 0.5% | 2.6% | 1.0% | 0.7% | 0.7% | 0.8% | 1.7% | 14.2% |
| 2016 | -2.2% | 0.9% | 4.6% | 1.6% | -0.4% | 1.8% | 2.3% | 0.1% | 0.9% | -1.0% | -1.9% | 1.8% | 8.4% |
| 2015 | 0.4% | 1.8% | -0.8% | 1.9% | -0.6% | -1.8% | -0.6% | -3.8% | -1.5% | 3.5% | -1.2% | -1.3% | -4.0% |
| 5.5% | 1.3% | -6.8% | 12.0% | 6.9% | -2.0% | 10.3% | -2.7% | -9.6% | 5.7% | 2.2% | 9.1% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.73 | 0.15 | 0.34 | 1.22 | |||||||||
| 2021 | 0.07 | 0.18 | 0.41 | 0.65 | 1.31 | ||||||||
| 2020 | 0.27 | 0.20 | 0.18 | 0.65 | |||||||||
| 2019 | 0.11 | 0.17 | 0.24 | 0.40 | 0.92 | ||||||||
| 2018 | 0.08 | 0.18 | 0.17 | 0.31 | 0.75 | ||||||||
| 2017 | 0.07 | 0.19 | 0.16 | 0.23 | 0.65 | ||||||||
| 2016 | 0.08 | 0.14 | 0.37 | 0.59 | |||||||||
| 2015 | 0.07 | 0.11 | 0.23 | 0.17 | 0.58 | ||||||||
| 2014 | 0.14 | 0.14 | |||||||||||
| 0.00 | 0.00 | 1.13 | 0.00 | 0.00 | 1.33 | 0.00 | 0.00 | 1.89 | 0.00 | 0.00 | 2.45 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Cambria Shareholder Yield ETF | 10.02% |
| Cambria Emerging Shareholder Yield ETF | 9.54% |
| Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 9.28% |
| Cambria Global Real Estate ETF | 7.49% |
| Vanguard Total Bond Market ETF | 6.47% |
| Cambria Global Value ETF | 5.44% |
| Cambria Value & Momentum ETF | 4.81% |
| Cambria Foreign Shareholder Yield ETF | 4.48% |
| Alpha Architect U.S. Quantitative Momentum ETF | 4.30% |
| Vanguard Total International Bond ETF | 4.19% |
| VanEck J. P. Morgan EM Local Currency Bond ETF | 3.76% |
| Vanguard Intermediate-Term Treasury ETF | 3.51% |
| VanEck Emerging Markets High Yield Bond ETF | 3.34% |
| Vanguard Long-Term Treasury ETF | 3.28% |
| Schwab US TIPS ETF | 2.95% |
| Top 15 Weights | 82.86% |
Compare with similar ETFs
| GAA | GSID | IQSI | SMDY | SSLY | WWJD | |
|---|---|---|---|---|---|---|
| Product name | Cambria Global Asset Allocation ETF | Goldman Sachs MarketBeta International Equity ETF | IQ Candriam ESG International Equity ETF | Syntax Stratified MidCap ETF | Syntax Stratified SmallCap ETF | Inspire International ESG ETF |
| Issuer | Cambria | Goldman Sachs | IndexIQ | Syntax | Syntax | Inspire |
| Price | $25.6 | $41.1799 | $21.5621 | $32.589 | $38.743 | $22.546 |
| Expense Ratio | 0.41% |  0.2% | 0.15% | 0.35% | 0.4% |  0.8% |
| Average Spread | 0.391% | 0.267% | 0.139% | 0.307% | 0.336% | 0.532% |
| AUM | $42,173,200 | $254,882,000 | $150,745,000 | $8,156,960 | $16,088,000 | $69,735,200 |
| Shares | 1,647,390 | 6,189,481 | 6,991,208 | 250,298 | 415,250 | 3,093,017 |
| Average Daily Volume | 3,657 | 6,273 | 22,741 | 697 | 433 | 30,253 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2014-12-09 | 2020-05-12 | 2019-12-17 | 2015-01-01 | 2020-05-28 | 2019-09-30 |
| Index Tracked | No Underlying Index | Solactive GBS Developed Markets ex North America Large & Mid Cap Index | IQ Candriam ESG International Equity Index | Syntax Stratified MidCap Index | Syntax Stratified SmallCap Index | Inspire Global Hope Ex-US Index |
| Category | Diversified Portfolio | Foreign Large Cap Equities | Foreign Large Cap Equities | Mid Cap Blend Equities | Small Cap Blend Equities | Foreign Large Cap Equities |
| Asset Class | Multi-Asset | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Mid Caps | Mid/Small Caps | Large/Mid Caps | |
| Value or Growth | Blend | Blend | Blend | Blend | Blend | Blend |
| Region | Europe | Europe | North America | North America | Europe | |
| Countries | Broad | Broad | Broad | U.S. | U.S. | Broad |
| Annual Dividend Rate | $1.866 | $1.188 | $0.852 | $0.937 | $3.579 | $4.573 |
| Annual Dividend Yield | 0.073% | 0.029% | 0.040% | 0.029% | 0.092% | 0.203% |
| Number of Holdings | 30 | 979 | 658 | 400 | 601 | 184 |
| YTD Return | -14.23% | -25.76% | -26.21% | -20.01% | -23.10% | -26.21% |
| Beta | 0.52 | 0.75 | 0.79 | 1.10 | 1.17 | 0.81 |
| Upside Beta | 0.25 | 0.30 | 0.48 | 0.82 | 0.67 | 0.45 |
| Downside Beta | -0.14 | -0.49 | -0.45 | 0.02 | -0.37 | -0.46 |
| Volatility 1Y | 14.30% | 20.09% | 20.46% | 24.87% | 25.32% | 21.08% |
| Sharpe Ratio 3Y | 0.09 | 0.00 | 0.00 | 0.00 | 0.00 | -0.04 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |