Answer:
There are many features such as:
1/ most of his heroes are men such as Hamlet , King Lear, Othello, and Macbeth, or couples like Romeo and Juliet, Macbeth and Lady Macbeth, Antony and Cleopatra, or Troilus and Cressida. Of course since the company had a lead actor in Richard Burbage this isn't much of a surprise, but the comedies do often feature female leads like Rosalind in As You Like It or Helena in All's Well that Ends Well or Isabella in Measure for Measure when the tragedies do not.
2/ his heroes are noble, not commoners, although the same is true of most of the comedies, and there are exceptions such as Coriolanus and Timon.
3/ he deals with human psychology, although all of his plays do this.
4/ academics like to squeeze the plays into Aristotle's definition of tragedy. This is obviously not a quality of the plays themselves, since we have no evidence that Shakespeare had a clear understanding of who Aristotle was even. Only one of Shakespeare's plays fits the classic definitions, and it is a comedy.
So, none of the above are really definitive of the tragedy genre. The one undeniable feature of tragedies is . . .
5/ tragedies end in sadness for the main characters, who usually end up dead.