- Issuer
- First Trust
- Inception Date
- Jun 20, 2017
- Region
- North America (U.S.)
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P 500 Sector-Neutral Dividend Aristocrats Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $63M
Share Price Chart
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Performance
KNGZ Performance Chart
First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) is up 14.1% since the beginning of the year. KNGZ is currently trading at $41 per share. Investors who bought $1,000 worth of KNGZ shares 5 years ago would now be looking at an investment worth $1,587.
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Returns By Period
First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) has returned 14.09% so far this year and 27.49% over the past 12 months.
First Trust S&P 500 Diversified Dividend Aristocrats ETF
- 1D
- 0.28%
- 1M
- 0.55%
- YTD
- 14.09%
- 6M
- 13.02%
- 1Y
- 27.49%
- 3Y*
- 16.38%
- 5Y*
- 9.68%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
KNGZ Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2017, KNGZ's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +17.0%, while the worst month was Mar 2020 at -16.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KNGZ closed higher 47% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.07% | 1.37% | -5.13% | 8.46% | 5.71% | -1.52% | 14.09% | ||||||
| 2025 | 3.54% | 1.01% | -3.95% | -4.25% | 4.12% | 5.48% | -0.23% | 5.63% | 1.72% | -1.12% | 0.05% | 2.00% | 14.27% |
| 2024 | -0.08% | 1.32% | 5.51% | -4.14% | 4.53% | -0.22% | 4.42% | 2.97% | 2.37% | -2.04% | 4.09% | -7.36% | 11.05% |
| 2023 | 6.00% | -3.84% | 0.09% | -1.30% | -3.58% | 7.12% | 3.79% | -2.86% | -4.77% | -4.10% | 8.21% | 5.93% | 9.77% |
| 2022 | -1.98% | -1.84% | 2.63% | -4.64% | 2.88% | -9.16% | 6.43% | -3.59% | -9.72% | 10.96% | 7.20% | -4.67% | -7.55% |
| 2021 | 1.93% | 5.64% | 6.69% | 3.59% | 2.89% | -1.55% | 0.94% | 1.43% | -2.89% | 1.48% | 1.26% | 4.73% | 28.99% |
Benchmark Metrics
First Trust S&P 500 Diversified Dividend Aristocrats ETF has an annualized alpha of 1.92%, beta of 0.74, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 22, 2017.
- This ETF participated in 99.46% of S&P 500 Index downside but only 91.85% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 1.92%
- Beta
- 0.74
- R²
- 0.54
- Upside Capture
- 91.85%
- Downside Capture
- 99.46%
Expense Ratio
KNGZ has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
KNGZ ranks 61 for risk / return — better than 61% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KNGZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.93 | 2.78 | +0.15 |
| Martin ratioReturn relative to average drawdown | 9.68 | 12.44 | -2.75 |
Dividends
Dividend History
First Trust S&P 500 Diversified Dividend Aristocrats ETF provided a 2.38% dividend yield over the last twelve months, with an annual payout of $0.97 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.97 | $0.97 | $0.82 | $0.92 | $0.71 | $0.61 | $0.60 | $0.68 | $0.79 | $0.24 |
Dividend yield | 2.38% | 2.70% | 2.55% | 3.10% | 2.52% | 1.95% | 2.44% | 2.85% | 4.09% | 1.10% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust S&P 500 Diversified Dividend Aristocrats ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.00 | $0.16 | ||||||
| 2025 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.34 | $0.97 |
| 2024 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.27 | $0.82 |
| 2023 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.33 | $0.92 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.19 | $0.00 | $0.00 | $0.21 | $0.71 |
| 2021 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.24 | $0.61 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust S&P 500 Diversified Dividend Aristocrats ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust S&P 500 Diversified Dividend Aristocrats ETF was 37.44%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current First Trust S&P 500 Diversified Dividend Aristocrats ETF drawdown is 3.21%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.44%Mar 2020 | 2mo 1d | 8mo 5d | 10mo 6dJan 2020 - Nov 2020 |
Bear market2022 | -19.71%Sep 2022 | 8mo 21d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
2025 selloff2025 | -19.70%Apr 2025 | 4mo 13d | 2mo 26d | 7mo 9dNov 2024 - Jul 2025 |
Rate-hike selloffLate 2018 | -16.98%Dec 2018 | 3mo 4d | 4mo 1d | 7mo 5dSep 2018 - Apr 2019 |
2018 correction2018 | -10.57%Feb 2018 | 11d | 6mo 13d | 6mo 24dJan 2018 - Aug 2018 |
Drawdown Indicators
| KNGZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.44% | -56.78% | +19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.41% | -9.10% | -0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -19.70% | -18.90% | -0.80% |
Max Drawdown (5Y)Largest decline over 5 years | -19.71% | -25.43% | +5.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -3.21% | -1.80% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -4.85% | -10.71% | +5.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.03% | +0.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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