SEA vs. KNG

Last updated Jun 23, 2026

SEA (U.S. Global Sea to Sky Cargo ETF) and KNG (FT Vest S&P 500 Dividend Aristocrats Target Income ETF) are both exchange-traded funds - SEA is a Industrials Equities fund tracking the U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross, while KNG is a Dividend fund tracking the Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series. Both are passively managed. Over the past 3 years, SEA returned 19.15%/yr vs 7.19%/yr for KNG. At a 0.48 correlation, their price movements are largely independent. SEA charges 0.60%/yr vs 0.75%/yr for KNG.

Performance

SEA vs. KNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Global Sea to Sky Cargo ETF (SEA) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SEA achieves a 20.42% return, which is significantly higher than KNG's 4.17% return.

SEA

• 1D: 2.29%
• 1M: -1.41%
• YTD: 20.42%
• 6M: 20.07%
• 1Y: 30.14%
• 3Y*: 19.15%
• 5Y*: —
• 10Y*: —

KNG

• 1D: -0.26%
• 1M: 1.42%
• YTD: 4.17%
• 6M: 3.47%
• 1Y: 10.97%
• 3Y*: 7.19%
• 5Y*: 5.38%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SEA vs. KNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SEA U.S. Global Sea to Sky Cargo ETF	20.42%	16.78%	2.52%	19.33%	-18.36%
KNG FT Vest S&P 500 Dividend Aristocrats Target Income ETF	4.17%	6.63%	5.99%	7.48%	-4.68%

Correlation

The correlation between SEA and KNG is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jan 20, 2022	0.48

SEA vs. KNG - Sectors Allocation Comparison

Sectors	SEA	KNG
Industrials	83.8%	20.2%
Energy	16.2%	2.9%
Communication Services	0.0%	-
Basic Materials	-	10.2%
Consumer Cyclical	-	5.3%
Consumer Defensive	-	23.6%
Financial Services	-	12.8%
Healthcare	-	10.2%
Real Estate	-	4.6%
Utilities	-	5.7%
Technology	-1.6%	4.6%

Return for Risk

SEA vs. KNG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEA

SEA Risk / Return Rank: 57
SEA Sharpe Ratio Rank: 56
SEA Sortino Ratio Rank: 56
SEA Omega Ratio Rank: 52
SEA Calmar Ratio Rank: 59
SEA Martin Ratio Rank: 65

KNG

KNG Risk / Return Rank: 28
KNG Sharpe Ratio Rank: 31
KNG Sortino Ratio Rank: 31
KNG Omega Ratio Rank: 27
KNG Calmar Ratio Rank: 27
KNG Martin Ratio Rank: 25

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SEA vs. KNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Global Sea to Sky Cargo ETF (SEA) and FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG). 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.

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.

	SEA	KNG	Difference
Sharpe ratio: Return per unit of total volatility	1.83	1.06	+0.77
Sortino ratio: Return per unit of downside risk	2.60	1.62	+0.98
Omega ratio: Gain probability vs. loss probability	1.32	1.18	+0.13
Calmar ratio: Return relative to maximum drawdown	2.84	1.28	+1.56
Martin ratio: Return relative to average drawdown	11.45	3.23	+8.23

SEA vs. KNG - Sharpe Ratio Comparison

The current SEA Sharpe Ratio is 1.83, which is higher than the KNG Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of SEA and KNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SEA vs. KNG - Drawdown Comparison

The maximum SEA drawdown since its inception was -39.53%, which is greater than KNG's maximum drawdown of -35.12%. Use the drawdown chart below to compare losses from any high point for SEA and KNG.

Drawdown Indicators

	SEA	KNG	Difference
Max Drawdown Largest peak-to-trough decline	-39.53%	-35.12%	-4.41%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	-8.61%	-2.06%
Max Drawdown (3Y) Largest decline over 3 years	-32.42%	-14.24%	-18.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.20%	—
Current Drawdown Current decline from peak	-3.36%	-4.08%	+0.72%
Average Drawdown Average peak-to-trough decline	-14.18%	-4.13%	-10.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	3.41%	-0.77%

Volatility

SEA vs. KNG - Volatility Comparison

U.S. Global Sea to Sky Cargo ETF (SEA) has a higher volatility of 5.27% compared to FT Vest S&P 500 Dividend Aristocrats Target Income ETF (KNG) at 2.98%. This indicates that SEA's price experiences larger fluctuations and is considered to be riskier than KNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SEA	KNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.27%	2.98%	+2.29%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	7.57%	+4.99%
Volatility (1Y) Calculated over the trailing 1-year period	16.56%	10.41%	+6.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.65%	13.58%	+8.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.65%	17.16%	+4.49%

SEA vs. KNG - Expense Ratio Comparison

SEA has a 0.60% expense ratio, which is lower than KNG's 0.75% expense ratio.

Dividends

SEA vs. KNG - Dividend Comparison

SEA's dividend yield for the trailing twelve months is around 5.61%, less than KNG's 8.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
KNG FT Vest S&P 500 Dividend Aristocrats Target Income ETF	8.51%	8.61%	9.08%	5.91%	4.00%	3.45%	3.62%	4.09%	3.46%
SEA U.S. Global Sea to Sky Cargo ETF	5.61%	6.76%	18.47%	9.85%	18.73%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SEA and KNG in my portfolio?

SEA and KNG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SEA or KNG?

SEA has higher volatility (5.27%) compared to KNG (2.98%). In terms of maximum drawdown, SEA dropped -39.53% vs KNG's -35.12%.

Which ETF is better, SEA or KNG?

On 3-year performance, SEA leads with 19.15% vs 7.19% for KNG. On fees, SEA is cheaper at 0.60% per year. On volatility, KNG has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SEA or KNG?

Over the 3-year period, SEA has performed better with a 19.15% return vs 7.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SEA or KNG?

SEA is cheaper with a 0.60% expense ratio, compared with 0.75% for KNG.

Which ETF pays a higher dividend yield, SEA or KNG?

KNG has the higher dividend yield at 8.51%, compared with 5.61% for SEA.

What is the main difference between SEA and KNG?

SEA is categorized as Industrials Equities, while KNG is Dividend. SEA tracks U.S. Global Sea to Sky Cargo Index - Benchmark TR Gross, while KNG tracks Cboe S&P 500 Dividend Aristocrats Target Income Index Monthly Series. They also come from different issuers: US Global and First Trust. Their fees differ too: 0.60% for SEA and 0.75% for KNG.

Which has better risk-adjusted returns?

SEA currently has the higher Sharpe Ratio (1.83 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.