FIRST TRUST S&P 500 DIVERSIFIED DIVIDEND ARISTOCRATS ETF
Symbol: KNGZ
Exchange: NASDAQ
Sector: Technology
Category: Large Value
Inception date: 20/06/2017
Latest date: 20/07/2026
Current price: $40.30
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.18%
Ann. -44.81% (Sharpe / Sortino numerator)
Volatility
14.74%
Sharpe ratio
-3.285
VaR 95%
-1.51%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
6.00%
Ann. 1.96% (Sharpe / Sortino numerator)
Volatility
14.96%
Sharpe ratio
-0.112
VaR 95%
-1.57%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.43%
Ann. 3.79% (Sharpe / Sortino numerator)
Volatility
14.52%
Sharpe ratio
0.011
VaR 95%
-1.50%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
21.91%
Ann. 14.72% (Sharpe / Sortino numerator)
Volatility
18.66%
Sharpe ratio
0.595
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
30.31%
Ann. 10.23% (Sharpe / Sortino numerator)
Volatility
15.84%
Sharpe ratio
0.417
VaR 95%
-1.41%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
48.81%
Ann. 11.32% (Sharpe / Sortino numerator)
Volatility
14.79%
Sharpe ratio
0.520
VaR 95%
-1.32%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.083%
Best day
2.478%
Worst day
-3.07%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $40.51 | $40.53 | $40.30 | $40.30 | 6,300 |
| 17/07/2026 | $40.66 | $40.67 | $40.59 | $40.59 | 3,400 |
| 16/07/2026 | $40.58 | $40.79 | $40.58 | $40.79 | 1,400 |
| 15/07/2026 | $40.39 | $40.46 | $40.39 | $40.45 | 1,000 |
| 14/07/2026 | $40.75 | $40.78 | $40.48 | $40.51 | 19,500 |
| 13/07/2026 | $41.00 | $41.01 | $40.93 | $40.96 | 1,900 |
| 10/07/2026 | $41.11 | $41.20 | $41.09 | $41.09 | 7,100 |
| 09/07/2026 | $40.83 | $41.04 | $40.83 | $40.90 | 1,700 |
| 08/07/2026 | $40.53 | $40.53 | $40.39 | $40.44 | 3,000 |
| 07/07/2026 | $40.87 | $40.87 | $40.73 | $40.77 | 2,100 |