SHRY vs. IPDP

Last updated Jun 24, 2026

SHRY (First Trust Bloomberg Shareholder Yield ETF) and IPDP (Dividend Performers ETF) are both exchange-traded funds - SHRY is a Large Cap Blend Equities fund tracking the Bloomberg Shareholder Yield Index - Benchmark TR Gross, while IPDP is a Derivative Income fund actively managed by Innovative Portfolios. SHRY is passively managed, while IPDP is actively managed. SHRY charges 0.60%/yr vs 1.52%/yr for IPDP.

Performance

SHRY vs. IPDP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Bloomberg Shareholder Yield ETF (SHRY) and Dividend Performers ETF (IPDP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SHRY

• 1D: 0.17%
• 1M: -4.07%
• YTD: 1.35%
• 6M: 0.93%
• 1Y: 3.11%
• 3Y*: 12.30%
• 5Y*: 7.45%
• 10Y*: —

IPDP

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SHRY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
SHRY First Trust Bloomberg Shareholder Yield ETF	-2.78%
IPDP Dividend Performers ETF	0.00%

SHRY vs. IPDP - Sectors Allocation Comparison

Sectors	SHRY	IPDP
Financial Services	22.7%	18.6%
Technology	20.5%	13.1%
Communication Services	12.4%	-
Energy	10.2%	-
Consumer Defensive	10.0%	3.9%
Industrials	8.1%	45.1%
Healthcare	8.1%	13.6%
Consumer Cyclical	7.4%	3.6%
Basic Materials	0.7%	1.5%
Real Estate	-	-
Utilities	-	-

Return for Risk

SHRY vs. IPDP — Risk / Return Rank

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

SHRY

SHRY Risk / Return Rank: 13
SHRY Sharpe Ratio Rank: 13
SHRY Sortino Ratio Rank: 12
SHRY Omega Ratio Rank: 11
SHRY Calmar Ratio Rank: 14
SHRY Martin Ratio Rank: 14

IPDP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SHRY vs. IPDP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and Dividend Performers ETF (IPDP). 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.

	SHRY	IPDP	Difference
Sharpe ratio: Return per unit of total volatility	0.29	—	—
Sortino ratio: Return per unit of downside risk	0.48	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.43	—	—
Martin ratio: Return relative to average drawdown	1.11	—	—

Drawdowns

SHRY vs. IPDP - Drawdown Comparison

The maximum SHRY drawdown since its inception was -36.67%, which is greater than IPDP's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SHRY and IPDP.

Drawdown Indicators

	SHRY	IPDP	Difference
Max Drawdown Largest peak-to-trough decline	-36.67%	0.00%	-36.67%
Max Drawdown (1Y) Largest decline over 1 year	-7.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-15.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.94%	—	—
Current Drawdown Current decline from peak	-6.40%	0.00%	-6.40%
Average Drawdown Average peak-to-trough decline	-5.03%	0.00%	-5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.81%	—	—

Volatility

Volatility by Period

	SHRY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.30%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.90%	0.00%	+10.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	0.00%	+15.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.16%	0.00%	+18.16%

SHRY vs. IPDP - Expense Ratio Comparison

SHRY has a 0.60% expense ratio, which is lower than IPDP's 1.52% expense ratio.

Dividends

SHRY vs. IPDP - Dividend Comparison

SHRY's dividend yield for the trailing twelve months is around 1.74%, while IPDP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHRY First Trust Bloomberg Shareholder Yield ETF	1.74%	1.73%	1.76%	1.49%	1.52%	0.98%	1.65%	1.54%	1.89%	0.55%

Frequently Asked Questions

Which ETF is better, SHRY or IPDP?

On fees, SHRY is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SHRY or IPDP?

SHRY is cheaper with a 0.60% expense ratio, compared with 1.52% for IPDP.

Which ETF pays a higher dividend yield, SHRY or IPDP?

SHRY has the higher dividend yield at 1.74%, compared with 0.00% for IPDP.

What is the main difference between SHRY and IPDP?

SHRY is categorized as Large Cap Blend Equities, while IPDP is Derivative Income. They also come from different issuers: First Trust and Innovative Portfolios. Their fees differ too: 0.60% for SHRY and 1.52% for IPDP.