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ISIN
US78464A7972
CUSIP
78464A797
Inception Date
Nov 8, 2005
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
S&P Banks Select Industry Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Value
Assets Under Management
$2B

Highlights

Avg. Volume (1M)
2M
Avg. Volume Value (1M)
$107.02M

Share Price Chart


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Performance

KBE Performance Chart

State Street SPDR S&P Bank ETF (KBE) is up 16.1% since the beginning of the year. KBE is currently trading at $70 per share. Investors who bought $1,000 worth of KBE shares 5 years ago would now be looking at an investment worth $1,616.


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Benchmark

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Returns By Period

State Street SPDR S&P Bank ETF (KBE) has returned 16.05% so far this year and 29.08% over the past 12 months. Over the last ten years, KBE has returned 11.05% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


State Street SPDR S&P Bank ETF

1D
0.24%
1M
1.50%
6M
10.80%
YTD
16.05%
1Y
29.08%
3Y*
22.07%
5Y*
10.07%
10Y*
11.05%
ALL TIME*
3.92%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBE Monthly Returns History

Based on dividend-adjusted daily data since Nov 15, 2005, KBE's average daily return is +0.04%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2016 with a return of +18.7%, while the worst month was Jan 2009 at -35.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, KBE closed higher 51% of trading days. The best single day was Apr 9, 2009 with a return of +20.2%, while the worst single day was Jan 20, 2009 at -19.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.75%-3.96%-1.89%7.79%-1.09%8.03%2.10%16.05%
20256.13%-2.62%-6.96%-4.40%5.08%5.54%0.82%8.61%-2.09%-4.51%3.95%3.58%12.36%
2024-2.69%-0.80%6.78%-5.90%4.31%1.09%16.30%-0.17%-1.20%3.33%13.16%-9.75%23.78%
20238.02%-1.05%-22.61%-1.19%-6.99%6.52%16.56%-6.91%-4.75%-4.15%14.24%14.90%5.30%
20220.86%2.89%-6.95%-10.11%4.55%-10.22%10.64%-1.79%-6.53%9.62%2.00%-7.95%-14.83%
20212.18%16.38%4.95%3.37%2.52%-6.20%-3.62%5.40%2.02%4.59%-3.02%2.35%33.46%

Benchmark Metrics

State Street SPDR S&P Bank ETF has an annualized alpha of -4.46%, beta of 1.35, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since November 15, 2005.

  • This ETF participated in 123.69% of S&P 500 Index downside but only 101.70% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -4.46% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.46%
Beta
1.35
0.57
Upside Capture
101.70%
Downside Capture
123.69%

Expense Ratio

KBE has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

KBE ranks 49 for risk / return — above 49% of ETFs peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


KBE Risk / Return Rank: 4949
Overall Rank
KBE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
KBE Sortino Ratio Rank: 4949
Sortino Ratio Rank
KBE Omega Ratio Rank: 5252
Omega Ratio Rank
KBE Calmar Ratio Rank: 5050
Calmar Ratio Rank
KBE Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for State Street SPDR S&P Bank ETF (KBE) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KBEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.85

2.00

-0.16

Martin ratioReturn relative to average drawdown

4.90

8.49

-3.59

Dividends

Dividend History

State Street SPDR S&P Bank ETF provided a 2.11% dividend yield over the last twelve months, with an annual payout of $1.47 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.47$1.52$1.30$1.28$1.35$1.18$1.02$1.10$0.82$0.64$0.60$0.57

Dividend yield

2.11%2.51%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.36%1.39%1.70%

Monthly Dividends

The table displays the monthly dividend distributions for State Street SPDR S&P Bank ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.34$0.00$0.00$0.35$0.00$0.69
2025$0.00$0.00$0.38$0.00$0.00$0.37$0.00$0.00$0.37$0.00$0.00$0.41$1.52
2024$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.32$0.00$0.00$0.34$1.30
2023$0.00$0.00$0.27$0.00$0.00$0.30$0.00$0.00$0.37$0.00$0.00$0.34$1.28
2022$0.00$0.00$0.35$0.00$0.00$0.29$0.00$0.00$0.30$0.00$0.00$0.42$1.35
2021$0.00$0.00$0.32$0.00$0.00$0.24$0.00$0.00$0.26$0.00$0.00$0.36$1.18

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the State Street SPDR S&P Bank ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the State Street SPDR S&P Bank ETF was 83.15%, occurring on Mar 6, 2009. Recovery took 2203 trading sessions.

The current State Street SPDR S&P Bank ETF drawdown is 2.30%.


Drawdown

Fall

Recovery

Underwater

Related event

-83.15%Mar 2009
2y 14d8y 9mo
10y 9moFeb 2007 - Dec 2017
Financial crisis2007–2009
-53.14%Mar 2020
2y 12d11mo
2y 11moMar 2018 - Feb 2021
COVID crash2020
-45.25%May 2023
1y 3mo1y 5mo
2y 9moJan 2022 - Oct 2024
-25.97%Apr 2025
4mo 13d4mo 29d
9mo 12dNov 2024 - Sep 2025
2025 selloff2025
-14.63%Mar 2026
1mo 7d3mo 7d
4mo 14dFeb 2026 - Jun 2026

Drawdown Indicators


KBEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-83.15%

-56.78%

-26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-9.10%

-5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-25.97%

-18.90%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

-25.43%

-19.82%

Max Drawdown (10Y)

Largest decline over 10 years

-53.14%

-33.92%

-19.22%

Current Drawdown

Current decline from peak

-2.30%

-1.58%

-0.72%

Average Drawdown

Average peak-to-trough decline

-27.33%

-10.70%

-16.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

2.14%

+3.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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