SHRY vs. IPDP

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Bloomberg Shareholder Yield ETF (SHRY) and Dividend Performers ETF (IPDP).

SHRY and IPDP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IPDP is an actively managed fund by Innovative Portfolios. It was launched on Dec 24, 2018.

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.

SHRY vs. IPDP - Yearly Performance Comparison

	2026 (YTD)
SHRY First Trust Bloomberg Shareholder Yield ETF	-1.49%
IPDP Dividend Performers ETF	0.00%

Returns By Period

SHRY

• 1D: 0.52%
• 1M: -3.51%
• YTD: 3.97%
• 6M: 2.16%
• 1Y: 9.02%
• 3Y*: 13.82%
• 5Y*: 8.96%
• 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 - Expense Ratio Comparison

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

IPDP

Dividend Performers ETF

SHRY

First Trust Bloomberg Shareholder Yield ETF

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: 33
SHRY Sharpe Ratio Rank: 30
SHRY Sortino Ratio Rank: 31
SHRY Omega Ratio Rank: 31
SHRY Calmar Ratio Rank: 34
SHRY Martin Ratio Rank: 37

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.

	SHRY	IPDP	Difference
Sharpe ratio Return per unit of total volatility	0.58	—	—
Sortino ratio Return per unit of downside risk	0.92	—	—
Omega ratio Gain probability vs. loss probability	1.13	—	—
Calmar ratio Return relative to maximum drawdown	0.88	—	—
Martin ratio Return relative to average drawdown	3.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SHRY	IPDP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	—	—

Dividends

SHRY vs. IPDP - Dividend Comparison

SHRY's dividend yield for the trailing twelve months is around 1.70%, while IPDP has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
IPDP Dividend Performers ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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	-11.86%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.94%	—	—
Current Drawdown Current decline from peak	-3.98%	0.00%	-3.98%
Average Drawdown Average peak-to-trough decline	-5.08%	0.00%	-5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	—	—

Volatility

Volatility by Period

	SHRY	IPDP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	0.00%	+15.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.72%	0.00%	+15.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	0.00%	+18.31%