BIBL vs. KCE
Compare and contrast key facts about Inspire 100 ETF (BIBL) and SPDR S&P Capital Markets ETF (KCE).
BIBL and KCE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BIBL is a passively managed fund by Inspire that tracks the performance of the Inspire 100 Index. It was launched on Oct 30, 2017. KCE is a passively managed fund by State Street that tracks the performance of the S&P Capital Markets Select Industry Index. It was launched on Nov 8, 2005. Both BIBL and KCE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIBL or KCE.
Key characteristics
| BIBL | KCE | |
|---|---|---|
| YTD Return | 21.00% | 44.87% |
| 1Y Return | 37.14% | 72.73% |
| 3Y Return (Ann) | 3.17% | 12.30% |
| 5Y Return (Ann) | 12.54% | 23.29% |
| Sharpe Ratio | 2.61 | 4.12 |
| Sortino Ratio | 3.60 | 5.33 |
| Omega Ratio | 1.46 | 1.71 |
| Calmar Ratio | 1.91 | 3.97 |
| Martin Ratio | 15.62 | 31.99 |
| Ulcer Index | 2.51% | 2.32% |
| Daily Std Dev | 15.00% | 18.06% |
| Max Drawdown | -36.12% | -74.00% |
| Current Drawdown | -0.29% | 0.00% |
Correlation
The correlation between BIBL and KCE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BIBL vs. KCE - Performance Comparison
In the year-to-date period, BIBL achieves a 21.00% return, which is significantly lower than KCE's 44.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIBL vs. KCE - Expense Ratio Comparison
Both BIBL and KCE have an expense ratio of 0.35%.
Risk-Adjusted Performance
BIBL vs. KCE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire 100 ETF (BIBL) and SPDR S&P Capital Markets ETF (KCE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BIBL vs. KCE - Dividend Comparison
BIBL's dividend yield for the trailing twelve months is around 0.95%, less than KCE's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIBL Inspire 100 ETF | 0.95% | 1.02% | 0.98% | 17.87% | 1.67% | 1.30% | 1.62% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% |
KCE SPDR S&P Capital Markets ETF | 1.54% | 1.82% | 2.42% | 1.53% | 2.20% | 2.32% | 2.67% | 1.95% | 2.30% | 2.43% | 1.59% | 1.73% |
Drawdowns
BIBL vs. KCE - Drawdown Comparison
The maximum BIBL drawdown since its inception was -36.12%, smaller than the maximum KCE drawdown of -74.00%. Use the drawdown chart below to compare losses from any high point for BIBL and KCE. For additional features, visit the drawdowns tool.
Volatility
BIBL vs. KCE - Volatility Comparison
The current volatility for Inspire 100 ETF (BIBL) is 4.82%, while SPDR S&P Capital Markets ETF (KCE) has a volatility of 8.52%. This indicates that BIBL experiences smaller price fluctuations and is considered to be less risky than KCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.