Summary
KNGZ
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 21.91% Volatility 18.66% Sharpe 0.59
Official loaded data — not a live quote.

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%

Assets under management
$62.1M
-0.53% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

-0.18%

Ann. -44.81% (Sharpe / Sortino numerator)

Volatility

14.74%

Sharpe ratio

-3.285

VaR 95%

-1.51%

CVaR 95%: -1.61%
Max drawdown: -6.75%
Sortino ratio: -5.723
Calmar ratio: -6.64

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%

CVaR 95%: -1.72%
Max drawdown: -9.81%
Sortino ratio: -0.190
Calmar ratio: 0.20

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%

CVaR 95%: -1.90%
Max drawdown: -9.81%
Sortino ratio: 0.017
Calmar ratio: 0.39

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%

CVaR 95%: -2.67%
Max drawdown: -9.81%
Sortino ratio: 0.755
Calmar ratio: 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

30.31%

Ann. 10.23% (Sharpe / Sortino numerator)

Volatility

15.84%

Sharpe ratio

0.417

VaR 95%

-1.41%

CVaR 95%: -2.22%
Max drawdown: -19.70%
Sortino ratio: 0.555
Calmar ratio: 0.52

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%

CVaR 95%: -2.00%
Max drawdown: -19.70%
Sortino ratio: 0.731
Calmar ratio: 0.57

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.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.083%

Best day

2.478%

30/04/2026
Worst day

-3.07%

10/10/2025
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