SHRY vs. SAMT

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Bloomberg Shareholder Yield ETF (SHRY) and Strategas Macro Thematic Opportunities ETF (SAMT).

SHRY and SAMT 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. SAMT is an actively managed fund by Strategas. It was launched on Jan 25, 2022.

Performance

SHRY vs. SAMT - Performance Comparison

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

SHRY vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SHRY First Trust Bloomberg Shareholder Yield ETF	3.97%	7.29%	17.27%	17.47%	-7.19%
SAMT Strategas Macro Thematic Opportunities ETF	1.97%	33.10%	28.15%	1.27%	-6.59%

Returns By Period

In the year-to-date period, SHRY achieves a 3.97% return, which is significantly higher than SAMT's 1.97% return.

SHRY

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

SAMT

• 1D: 2.00%
• 1M: -1.60%
• YTD: 1.97%
• 6M: 6.10%
• 1Y: 35.45%
• 3Y*: 22.13%
• 5Y*: —
• 10Y*: —

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

SHRY vs. SAMT - Expense Ratio Comparison

SHRY has a 0.60% expense ratio, which is lower than SAMT's 0.66% expense ratio.

SAMT

Strategas Macro Thematic Opportunities ETF

SHRY

First Trust Bloomberg Shareholder Yield ETF

Return for Risk

SHRY vs. SAMT — 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

SAMT

SAMT Risk / Return Rank: 91
SAMT Sharpe Ratio Rank: 91
SAMT Sortino Ratio Rank: 91
SAMT Omega Ratio Rank: 88
SAMT Calmar Ratio Rank: 95
SAMT Martin Ratio Rank: 90

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. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and Strategas Macro Thematic Opportunities ETF (SAMT). 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	SAMT	Difference
Sharpe ratio Return per unit of total volatility	0.58	2.01	-1.44
Sortino ratio Return per unit of downside risk	0.92	2.65	-1.73
Omega ratio Gain probability vs. loss probability	1.13	1.36	-0.23
Calmar ratio Return relative to maximum drawdown	0.88	4.10	-3.22
Martin ratio Return relative to average drawdown	3.49	11.61	-8.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SHRY vs. SAMT - Sharpe Ratio Comparison

The current SHRY Sharpe Ratio is 0.58, which is lower than the SAMT Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SHRY and SAMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SHRY	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	2.01	-1.44
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	0.76	-0.15

Correlation

The correlation between SHRY and SAMT is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SHRY vs. SAMT - Dividend Comparison

SHRY's dividend yield for the trailing twelve months is around 1.70%, more than SAMT's 0.69% yield.

	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%
SAMT Strategas Macro Thematic Opportunities ETF	0.69%	0.70%	1.40%	1.49%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SHRY vs. SAMT - Drawdown Comparison

The maximum SHRY drawdown since its inception was -36.67%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for SHRY and SAMT.

Drawdown Indicators

	SHRY	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-36.67%	-20.57%	-16.10%
Max Drawdown (1Y) Largest decline over 1 year	-11.86%	-8.76%	-3.10%
Max Drawdown (5Y) Largest decline over 5 years	-23.94%	—	—
Current Drawdown Current decline from peak	-3.98%	-5.78%	+1.80%
Average Drawdown Average peak-to-trough decline	-5.08%	-8.00%	+2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	3.10%	-0.11%

Volatility

SHRY vs. SAMT - Volatility Comparison

The current volatility for First Trust Bloomberg Shareholder Yield ETF (SHRY) is 2.93%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 4.97%. This indicates that SHRY experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SHRY	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.93%	4.97%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	11.91%	-3.66%
Volatility (1Y) Calculated over the trailing 1-year period	15.69%	17.68%	-1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.72%	16.78%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	16.78%	+1.53%