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Invesco KBW Premium Yield Equity REIT ETF (KBWY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US73936Q8197

CUSIP

73936Q819

Issuer

Invesco

Inception Date

Dec 2, 2010

Region

North America (U.S.)

Category

REIT

Leveraged

1x

Index Tracked

KBW Premium Yield Equity REIT Index

Asset Class

Real Estate

Asset Class Size

Micro-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
KBWY vs. SCHH KBWY vs. VNQ KBWY vs. SRET KBWY vs. HTGC KBWY vs. PFFR KBWY vs. O KBWY vs. SPYD KBWY vs. QYLD KBWY vs. VOO KBWY vs. JEPI
Popular comparisons:
KBWY vs. SCHH KBWY vs. VNQ KBWY vs. SRET KBWY vs. HTGC KBWY vs. PFFR KBWY vs. O KBWY vs. SPYD KBWY vs. QYLD KBWY vs. VOO KBWY vs. JEPI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Invesco KBW Premium Yield Equity REIT ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
18.00%
12.93%
KBWY (Invesco KBW Premium Yield Equity REIT ETF)
Benchmark (^GSPC)

Returns By Period

Invesco KBW Premium Yield Equity REIT ETF had a return of 5.05% year-to-date (YTD) and 20.01% in the last 12 months. Over the past 10 years, Invesco KBW Premium Yield Equity REIT ETF had an annualized return of 1.93%, while the S&P 500 had an annualized return of 11.16%, indicating that Invesco KBW Premium Yield Equity REIT ETF did not perform as well as the benchmark.


KBWY

YTD

5.05%

1M

-4.04%

6M

18.00%

1Y

20.01%

5Y (annualized)

-0.71%

10Y (annualized)

1.93%

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of KBWY, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.87%-3.38%5.01%-2.91%2.18%1.84%12.71%2.95%4.01%-4.88%5.05%
202314.21%-6.28%-10.07%-5.57%-0.91%7.11%9.46%-1.34%-8.22%-4.82%11.59%11.18%12.90%
2022-4.11%-1.25%6.14%-9.56%3.21%-5.66%8.36%-6.65%-13.59%8.69%3.85%-7.25%-19.00%
2021-1.04%5.62%5.32%3.23%-0.09%1.42%4.55%-0.16%-2.85%3.89%-3.18%11.74%31.23%
2020-6.39%-6.18%-38.01%12.30%-0.29%7.25%-3.39%3.18%-5.68%-4.96%22.76%3.42%-25.83%
201919.70%-4.81%1.51%-1.27%-1.25%2.03%-0.62%-0.99%7.21%1.25%0.39%0.01%23.38%
2018-4.83%-8.53%3.32%2.06%8.06%5.74%-0.49%1.93%-5.08%-7.04%0.27%-13.09%-18.20%
20170.03%2.44%-0.65%1.05%-3.61%3.17%1.72%-2.51%3.33%-1.59%0.02%-2.30%0.82%
2016-5.06%3.07%11.40%0.28%2.58%7.33%9.05%-1.69%-3.75%-4.64%6.87%5.11%33.05%
20156.80%-3.71%0.97%-6.52%-1.96%-4.11%3.67%-8.27%1.77%6.96%-0.14%-2.62%-8.15%
20143.60%3.23%-0.15%2.51%3.16%1.19%-1.26%3.05%-7.44%10.29%1.70%2.50%23.74%
20137.24%4.36%5.17%4.98%-3.79%-4.52%2.56%-7.55%1.96%5.94%-3.63%-1.19%10.73%

Expense Ratio

KBWY features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for KBWY: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KBWY is 30, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of KBWY is 3030
Combined Rank
The Sharpe Ratio Rank of KBWY is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of KBWY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of KBWY is 3232
Calmar Ratio Rank
The Martin Ratio Rank of KBWY is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for KBWY, currently valued at 1.01, compared to the broader market0.002.004.001.012.54
The chart of Sortino ratio for KBWY, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.513.40
The chart of Omega ratio for KBWY, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.47
The chart of Calmar ratio for KBWY, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.713.66
The chart of Martin ratio for KBWY, currently valued at 2.36, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.3616.26
KBWY
^GSPC

The current Invesco KBW Premium Yield Equity REIT ETF Sharpe ratio is 1.01. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco KBW Premium Yield Equity REIT ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.01
2.54
KBWY (Invesco KBW Premium Yield Equity REIT ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Invesco KBW Premium Yield Equity REIT ETF provided a 7.99% dividend yield over the last twelve months, with an annual payout of $1.57 per share. The fund has been increasing its distributions for 2 consecutive years.


5.00%6.00%7.00%8.00%9.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.57$1.59$1.44$1.30$2.14$1.93$2.33$2.57$2.47$1.74$1.60$1.44

Dividend yield

7.99%7.90%7.41%5.06%10.35%6.19%8.64%7.25%6.55%5.72%4.57%4.85%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco KBW Premium Yield Equity REIT ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$0.13$1.44
2023$0.13$0.14$0.14$0.15$0.15$0.14$0.12$0.12$0.13$0.13$0.13$0.13$1.59
2022$0.10$0.11$0.11$0.11$0.11$0.13$0.14$0.14$0.13$0.13$0.12$0.12$1.44
2021$0.13$0.12$0.12$0.11$0.11$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.30
2020$0.19$0.19$0.20$0.20$0.20$0.21$0.21$0.21$0.14$0.13$0.13$0.14$2.14
2019$0.17$0.17$0.16$0.16$0.15$0.15$0.15$0.15$0.15$0.17$0.18$0.18$1.93
2018$0.22$0.22$0.22$0.23$0.18$0.18$0.22$0.21$0.13$0.18$0.17$0.17$2.33
2017$0.21$0.20$0.19$0.23$0.20$0.20$0.22$0.22$0.22$0.23$0.23$0.21$2.57
2016$0.16$0.18$0.18$0.19$0.19$0.20$0.21$0.21$0.22$0.28$0.23$0.23$2.47
2015$0.14$0.14$0.14$0.15$0.14$0.14$0.14$0.14$0.15$0.16$0.15$0.15$1.74
2014$0.13$0.13$0.13$0.14$0.13$0.13$0.13$0.13$0.14$0.14$0.14$0.13$1.60
2013$0.13$0.12$0.13$0.14$0.11$0.12$0.12$0.11$0.11$0.11$0.12$0.12$1.44

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.40%
-0.88%
KBWY (Invesco KBW Premium Yield Equity REIT ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco KBW Premium Yield Equity REIT 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 Invesco KBW Premium Yield Equity REIT ETF was 57.68%, occurring on Mar 18, 2020. The portfolio has not yet recovered.

The current Invesco KBW Premium Yield Equity REIT ETF drawdown is 12.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.68%Jul 9, 2018427Mar 18, 2020
-25.64%Jan 30, 2015261Feb 11, 201696Jun 29, 2016357
-25.3%Apr 29, 2011106Oct 4, 2011139Apr 27, 2012245
-19.31%May 22, 201362Aug 19, 2013304Oct 31, 2014366
-18.75%Oct 19, 2017107Mar 23, 201871Jul 5, 2018178

Volatility

Volatility Chart

The current Invesco KBW Premium Yield Equity REIT ETF volatility is 4.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.47%
3.96%
KBWY (Invesco KBW Premium Yield Equity REIT ETF)
Benchmark (^GSPC)