Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Bloomberg Shareholder Yield ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
First Trust Bloomberg Shareholder Yield ETF (SHRY) has returned 3.97% so far this year and 9.02% over the past 12 months.
First Trust Bloomberg Shareholder Yield ETF
- 1D
- 0.52%
- 1M
- -3.51%
- YTD
- 3.97%
- 6M
- 2.16%
- 1Y
- 9.02%
- 3Y*
- 13.82%
- 5Y*
- 8.96%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jun 22, 2017, SHRY's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.
Historically, 64% of months were positive and 36% 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% | 3.97% | |||||||||
| 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 1.14%, beta of 0.85, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 23, 2017.
- This ETF participated in 98.08% of S&P 500 Index downside but only 94.95% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.14%
- Beta
- 0.85
- R²
- 0.77
- Upside Capture
- 94.95%
- Downside Capture
- 98.08%
Expense Ratio
SHRY has an expense ratio of 0.60%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SHRY ranks 32 for risk / return — below 32% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and compare them to a chosen benchmark (S&P 500 Index).
| SHRY | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.90 | -0.32 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.39 | -0.47 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.40 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.49 | 6.61 | -3.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SHRY risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust Bloomberg Shareholder Yield ETF provided a 1.70% 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 | 1.70% | 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 | $0.12 | |||||||||
| 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 3.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.67% | Feb 14, 2020 | 26 | Mar 23, 2020 | 163 | Nov 11, 2020 | 189 |
| -23.94% | Jan 5, 2022 | 186 | Sep 30, 2022 | 310 | Dec 26, 2023 | 496 |
| -19.56% | Sep 24, 2018 | 64 | Dec 24, 2018 | 82 | Apr 24, 2019 | 146 |
| -15.34% | Dec 2, 2024 | 87 | Apr 8, 2025 | 56 | Jun 30, 2025 | 143 |
| -10.31% | Jan 29, 2018 | 10 | Feb 9, 2018 | 138 | Aug 28, 2018 | 148 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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