KNGZ vs. SHRY
Compare and contrast key facts about First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) and First Trust Bloomberg Shareholder Yield ETF (SHRY).
KNGZ and SHRY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KNGZ is a passively managed fund by First Trust that tracks the performance of the S&P 500 Sector-Neutral Dividend Aristocrats Index. It was launched on Jun 20, 2017. SHRY is a passively managed fund by First Trust that tracks the performance of the Bloomberg Shareholder Yield Index - Benchmark TR Gross. It was launched on Jun 20, 2017. Both KNGZ and SHRY are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
KNGZ vs. SHRY - Performance Comparison
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KNGZ vs. SHRY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KNGZ First Trust S&P 500 Diversified Dividend Aristocrats ETF | 1.04% | 14.27% | 11.05% | 9.77% | -7.55% | 28.99% | 5.51% | 27.34% | -7.11% | 9.90% |
SHRY First Trust Bloomberg Shareholder Yield ETF | 3.97% | 7.29% | 17.27% | 17.47% | -14.21% | 30.50% | 11.86% | 30.69% | -9.35% | 10.12% |
Returns By Period
In the year-to-date period, KNGZ achieves a 1.04% return, which is significantly lower than SHRY's 3.97% return.
KNGZ
- 1D
- 1.93%
- 1M
- -5.13%
- YTD
- 1.04%
- 6M
- 1.97%
- 1Y
- 14.94%
- 3Y*
- 11.32%
- 5Y*
- 7.74%
- 10Y*
- —
SHRY
- 1D
- 0.52%
- 1M
- -3.51%
- YTD
- 3.97%
- 6M
- 2.16%
- 1Y
- 9.02%
- 3Y*
- 13.82%
- 5Y*
- 8.96%
- 10Y*
- —
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KNGZ vs. SHRY - Expense Ratio Comparison
KNGZ has a 0.50% expense ratio, which is lower than SHRY's 0.60% expense ratio.
Return for Risk
KNGZ vs. SHRY — Risk / Return Rank
KNGZ
SHRY
KNGZ vs. SHRY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) and First Trust Bloomberg Shareholder Yield ETF (SHRY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| KNGZ | SHRY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.58 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.92 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.88 | +0.33 |
Martin ratioReturn relative to average drawdown | 4.66 | 3.49 | +1.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KNGZ | SHRY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.58 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.57 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.61 | -0.08 |
Correlation
The correlation between KNGZ and SHRY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
KNGZ vs. SHRY - Dividend Comparison
KNGZ's dividend yield for the trailing twelve months is around 2.69%, more than SHRY's 1.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KNGZ First Trust S&P 500 Diversified Dividend Aristocrats ETF | 2.69% | 2.70% | 2.55% | 3.10% | 2.52% | 1.95% | 2.44% | 2.85% | 4.09% | 1.10% |
SHRY First Trust Bloomberg Shareholder Yield ETF | 1.70% | 1.73% | 1.76% | 1.49% | 1.52% | 0.98% | 1.65% | 1.54% | 1.89% | 0.55% |
Drawdowns
KNGZ vs. SHRY - Drawdown Comparison
The maximum KNGZ drawdown since its inception was -37.44%, roughly equal to the maximum SHRY drawdown of -36.67%. Use the drawdown chart below to compare losses from any high point for KNGZ and SHRY.
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Drawdown Indicators
| KNGZ | SHRY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.44% | -36.67% | -0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -11.86% | -1.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.71% | -23.94% | +4.23% |
Current DrawdownCurrent decline from peak | -7.23% | -3.98% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -4.93% | -5.08% | +0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 2.99% | +0.48% |
Volatility
KNGZ vs. SHRY - Volatility Comparison
First Trust S&P 500 Diversified Dividend Aristocrats ETF (KNGZ) has a higher volatility of 4.32% compared to First Trust Bloomberg Shareholder Yield ETF (SHRY) at 2.93%. This indicates that KNGZ's price experiences larger fluctuations and is considered to be riskier than SHRY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KNGZ | SHRY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 2.93% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 8.25% | +1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 15.69% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 15.72% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.95% | 18.31% | +0.64% |