See what your fund actually adds
First Trust S&P 500 Diversified Dividend Aristocrats ETF KNGZ
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | KNGZ | Replication |
|---|---|---|
| Annualized growth | 9.7% | 10.5% |
| Annualized volatility | 16.0% | 15.1% |
| Sharpe ratio | 0.66 | 0.74 |
| Maximum drawdown | 19.8% | 19.2% |
| Replication fit (R²) | 0.91 · Tracking error 4.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model KNGZ’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| SCHD | Factor · Dividend | 42.4% |
| VOE | Mid-Cap · Value | 17.8% |
| VBR | Small-Cap · Value | 14.4% |
| RSP | Factor · Equal Weight | 13.9% |
| XLK | Sector · Technology | 11.6% |