- ISIN
- US33738R7614
- Issuer
- First Trust
- Inception Date
- Jun 20, 2017
- Category
- Large Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Bloomberg Shareholder Yield Index - Benchmark TR Gross
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $15M
Share Price Chart
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Performance
SHRY Performance Chart
First Trust Bloomberg Shareholder Yield ETF (SHRY) is up 1.2% since the beginning of the year. SHRY is currently trading at $42 per share. Investors who bought $1,000 worth of SHRY shares 5 years ago would now be looking at an investment worth $1,440.
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Returns By Period
First Trust Bloomberg Shareholder Yield ETF (SHRY) has returned 1.17% so far this year and 3.92% over the past 12 months.
First Trust Bloomberg Shareholder Yield ETF
- 1D
- -0.25%
- 1M
- -4.23%
- YTD
- 1.17%
- 6M
- 0.67%
- 1Y
- 3.92%
- 3Y*
- 12.24%
- 5Y*
- 7.57%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SHRY Monthly Returns History
Based on dividend-adjusted daily data since Jun 22, 2017, SHRY's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SHRY closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 3.74% | -3.51% | 2.65% | -1.71% | -3.55% | 1.17% | ||||||
| 2025 | 2.69% | 1.26% | -1.59% | -2.17% | 4.16% | 3.20% | -2.51% | 3.29% | 0.77% | -3.02% | -0.19% | 1.52% | 7.29% |
| 2024 | 0.16% | 5.19% | 5.40% | -4.08% | 4.34% | -0.41% | 4.98% | 3.09% | 0.99% | -2.40% | 6.59% | -6.82% | 17.27% |
| 2023 | 6.31% | -2.54% | 0.57% | -0.40% | -2.18% | 7.80% | 3.63% | -2.55% | -5.12% | -3.45% | 9.23% | 6.23% | 17.47% |
| 2022 | -6.48% | -1.12% | 2.47% | -6.89% | 1.90% | -9.79% | 9.09% | -4.31% | -9.58% | 9.94% | 7.05% | -4.78% | -14.21% |
| 2021 | 0.00% | 5.45% | 5.12% | 3.79% | 1.79% | 0.96% | 1.80% | 2.18% | -4.45% | 5.33% | -0.63% | 6.10% | 30.50% |
Benchmark Metrics
First Trust Bloomberg Shareholder Yield ETF has an annualized alpha of -0.31%, beta of 0.84, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 22, 2017.
- This ETF participated in 99.04% of S&P 500 Index downside but only 88.80% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.31%
- Beta
- 0.84
- R²
- 0.75
- Upside Capture
- 88.80%
- Downside Capture
- 99.04%
Expense Ratio
SHRY has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SHRY ranks 14 for risk / return — in the bottom 14% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) 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.
| SHRY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 2.78 | -2.24 |
| Martin ratioReturn relative to average drawdown | 1.41 | 12.44 | -11.03 |
Dividends
Dividend History
First Trust Bloomberg Shareholder Yield ETF provided a 1.75% dividend yield over the last twelve months, with an annual payout of $0.74 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.74 | $0.73 | $0.70 | $0.51 | $0.45 | $0.35 | $0.45 | $0.38 | $0.37 | $0.12 |
Dividend yield | 1.75% | 1.73% | 1.76% | 1.49% | 1.52% | 0.98% | 1.65% | 1.54% | 1.89% | 0.55% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Bloomberg Shareholder Yield 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 | $0.12 | $0.00 | $0.00 | $0.00 | $0.12 | ||||||
| 2025 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.27 | $0.73 |
| 2024 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.29 | $0.70 |
| 2023 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.17 | $0.51 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.15 | $0.45 |
| 2021 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.12 | $0.35 |
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 Bloomberg Shareholder Yield 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 Bloomberg Shareholder Yield ETF was 36.67%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current First Trust Bloomberg Shareholder Yield ETF drawdown is 6.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.67%Mar 2020 | 1mo 8d | 7mo 23d | 9mo 1dFeb 2020 - Nov 2020 |
Bear market2022 | -23.94%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.56%Dec 2018 | 3mo 1d | 4mo 1d | 7mo 2dSep 2018 - Apr 2019 |
2025 selloff2025 | -15.34%Apr 2025 | 4mo 7d | 2mo 23d | 7moDec 2024 - Jun 2025 |
2018 correction2018 | -10.31%Feb 2018 | 11d | 6mo 20d | 7mo 1dJan 2018 - Aug 2018 |
Drawdown Indicators
| SHRY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.67% | -56.78% | +20.11% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -9.10% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -15.34% | -18.90% | +3.56% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -25.43% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -6.56% | -1.80% | -4.76% |
Average DrawdownAverage peak-to-trough decline | -5.03% | -10.71% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.03% | +0.75% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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