SHRY vs. SYLD
Compare and contrast key facts about First Trust Bloomberg Shareholder Yield ETF (SHRY) and Cambria Shareholder Yield ETF (SYLD).
SHRY and SYLD 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. SYLD is an actively managed fund by Cambria. It was launched on May 14, 2013.
Performance
SHRY vs. SYLD - Performance Comparison
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SHRY vs. SYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHRY First Trust Bloomberg Shareholder Yield ETF | 3.97% | 7.29% | 17.27% | 17.47% | -14.21% | 30.50% | 11.86% | 30.69% | -9.35% | 10.12% |
SYLD Cambria Shareholder Yield ETF | 9.10% | 3.94% | 3.37% | 16.46% | -6.14% | 48.59% | 13.61% | 26.98% | -13.51% | 15.14% |
Returns By Period
In the year-to-date period, SHRY achieves a 3.97% return, which is significantly lower than SYLD's 9.10% return.
SHRY
- 1D
- 0.52%
- 1M
- -3.51%
- YTD
- 3.97%
- 6M
- 2.16%
- 1Y
- 9.02%
- 3Y*
- 13.82%
- 5Y*
- 8.96%
- 10Y*
- —
SYLD
- 1D
- 1.44%
- 1M
- -0.36%
- YTD
- 9.10%
- 6M
- 10.78%
- 1Y
- 20.74%
- 3Y*
- 10.94%
- 5Y*
- 6.86%
- 10Y*
- 12.45%
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SHRY vs. SYLD - Expense Ratio Comparison
SHRY has a 0.60% expense ratio, which is higher than SYLD's 0.59% expense ratio.
Return for Risk
SHRY vs. SYLD — Risk / Return Rank
SHRY
SYLD
SHRY vs. SYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg Shareholder Yield ETF (SHRY) and Cambria Shareholder Yield ETF (SYLD). 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 | SYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.97 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.92 | 1.51 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.42 | -0.54 |
Martin ratioReturn relative to average drawdown | 3.49 | 5.52 | -2.03 |
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 | SYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.97 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.33 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.56 | +0.05 |
Correlation
The correlation between SHRY and SYLD is 0.79, 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. SYLD - Dividend Comparison
SHRY's dividend yield for the trailing twelve months is around 1.70%, less than SYLD's 1.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
SYLD Cambria Shareholder Yield ETF | 1.94% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
Drawdowns
SHRY vs. SYLD - Drawdown Comparison
The maximum SHRY drawdown since its inception was -36.67%, smaller than the maximum SYLD drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for SHRY and SYLD.
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Drawdown Indicators
| SHRY | SYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.67% | -45.36% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.86% | -14.90% | +3.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.94% | -26.62% | +2.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.36% | — |
Current DrawdownCurrent decline from peak | -3.98% | -3.17% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -5.08% | -5.72% | +0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 3.83% | -0.84% |
Volatility
SHRY vs. SYLD - Volatility Comparison
The current volatility for First Trust Bloomberg Shareholder Yield ETF (SHRY) is 2.93%, while Cambria Shareholder Yield ETF (SYLD) has a volatility of 4.04%. This indicates that SHRY experiences smaller price fluctuations and is considered to be less risky than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHRY | SYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.93% | 4.04% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 11.47% | -3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.69% | 21.53% | -5.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.72% | 20.91% | -5.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 22.97% | -4.66% |