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SHRY vs. PSMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHRY vs. PSMD - Performance Comparison

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

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SHRY vs. PSMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SHRY
First Trust Bloomberg Shareholder Yield ETF
3.97%7.29%17.27%17.47%-14.21%30.50%0.62%
PSMD
Pacer Swan SOS Moderate (December) ETF
-1.77%11.45%12.78%17.46%-4.47%11.23%0.95%

Returns By Period

In the year-to-date period, SHRY achieves a 3.97% return, which is significantly higher than PSMD's -1.77% return.


SHRY

1D
0.52%
1M
-3.51%
YTD
3.97%
6M
2.16%
1Y
9.02%
3Y*
13.82%
5Y*
8.96%
10Y*

PSMD

1D
1.56%
1M
-2.40%
YTD
-1.77%
6M
0.79%
1Y
11.20%
3Y*
11.24%
5Y*
8.15%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SHRY vs. PSMD - Expense Ratio Comparison

SHRY has a 0.60% expense ratio, which is lower than PSMD's 0.75% expense ratio.


Return for Risk

SHRY vs. PSMD — Risk / Return Rank

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

SHRY
SHRY Risk / Return Rank: 3333
Overall Rank
SHRY Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SHRY Sortino Ratio Rank: 3131
Sortino Ratio Rank
SHRY Omega Ratio Rank: 3131
Omega Ratio Rank
SHRY Calmar Ratio Rank: 3434
Calmar Ratio Rank
SHRY Martin Ratio Rank: 3737
Martin Ratio Rank

PSMD
PSMD Risk / Return Rank: 6868
Overall Rank
PSMD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
PSMD Sortino Ratio Rank: 6666
Sortino Ratio Rank
PSMD Omega Ratio Rank: 7676
Omega Ratio Rank
PSMD Calmar Ratio Rank: 5959
Calmar Ratio Rank
PSMD Martin Ratio Rank: 7979
Martin Ratio Rank
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. PSMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and Pacer Swan SOS Moderate (December) ETF (PSMD). 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.


SHRYPSMDDifference

Sharpe ratio

Return per unit of total volatility

0.58

1.12

-0.54

Sortino ratio

Return per unit of downside risk

0.92

1.71

-0.79

Omega ratio

Gain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratio

Return relative to maximum drawdown

0.88

1.53

-0.65

Martin ratio

Return relative to average drawdown

3.49

8.66

-5.17

SHRY vs. PSMD - Sharpe Ratio Comparison

The current SHRY Sharpe Ratio is 0.58, which is lower than the PSMD Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of SHRY and PSMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SHRYPSMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.12

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.95

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

1.03

-0.42

Correlation

The correlation between SHRY and PSMD is 0.77, 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

SHRY vs. PSMD - Dividend Comparison

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


TTM202520242023202220212020201920182017
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%
PSMD
Pacer Swan SOS Moderate (December) ETF
0.00%0.00%0.00%0.00%0.00%0.47%0.00%0.00%0.00%0.00%

Drawdowns

SHRY vs. PSMD - Drawdown Comparison

The maximum SHRY drawdown since its inception was -36.67%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for SHRY and PSMD.


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Drawdown Indicators


SHRYPSMDDifference

Max Drawdown

Largest peak-to-trough decline

-36.67%

-11.96%

-24.71%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

-7.51%

-4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

-11.96%

-11.98%

Current Drawdown

Current decline from peak

-3.98%

-2.89%

-1.09%

Average Drawdown

Average peak-to-trough decline

-5.08%

-1.71%

-3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

1.32%

+1.67%

Volatility

SHRY vs. PSMD - Volatility Comparison

The current volatility for First Trust Bloomberg Shareholder Yield ETF (SHRY) is 2.93%, while Pacer Swan SOS Moderate (December) ETF (PSMD) has a volatility of 3.10%. This indicates that SHRY experiences smaller price fluctuations and is considered to be less risky than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHRYPSMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

3.10%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

8.25%

4.39%

+3.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

10.09%

+5.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.72%

8.60%

+7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

8.56%

+9.75%