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SHRY vs. SYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SHRY vs. SYLD - Performance Comparison

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

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SHRY vs. SYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SYLD
SYLD Risk / Return Rank: 5858
Overall Rank
SYLD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
SYLD Omega Ratio Rank: 5656
Omega Ratio Rank
SYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
SYLD Martin Ratio Rank: 5959
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. 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.


SHRYSYLDDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.97

-0.39

Sortino ratio

Return per unit of downside risk

0.92

1.51

-0.59

Omega ratio

Gain probability vs. loss probability

1.13

1.20

-0.07

Calmar ratio

Return relative to maximum drawdown

0.88

1.42

-0.54

Martin ratio

Return relative to average drawdown

3.49

5.52

-2.03

SHRY vs. SYLD - Sharpe Ratio Comparison

The current SHRY Sharpe Ratio is 0.58, which is lower than the SYLD Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SHRY and SYLD, 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


SHRYSYLDDifference

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.


TTM20252024202320222021202020192018201720162015
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


SHRYSYLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.98%

-3.17%

-0.81%

Average Drawdown

Average peak-to-trough decline

-5.08%

-5.72%

+0.64%

Ulcer Index

Depth 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


SHRYSYLDDifference

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%