SHRY vs. PSMD
Compare and contrast key facts about First Trust Bloomberg Shareholder Yield ETF (SHRY) and Pacer Swan SOS Moderate (December) ETF (PSMD).
SHRY and PSMD 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. PSMD is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
SHRY vs. PSMD - Performance Comparison
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SHRY vs. PSMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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*
- —
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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
SHRY
PSMD
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.
| SHRY | PSMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 1.12 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.71 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.53 | -0.65 |
Martin ratioReturn relative to average drawdown | 3.49 | 8.66 | -5.17 |
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
| SHRY | PSMD | Difference | |
|---|---|---|---|
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.
| 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% |
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
| SHRY | PSMD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.98% | -2.89% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -1.71% | -3.37% |
Ulcer IndexDepth 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
| SHRY | PSMD | Difference | |
|---|---|---|---|
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% |