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DX vs. KBWD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DX vs. KBWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynex Capital, Inc. (DX) and Invesco KBW High Dividend Yield Financial ETF (KBWD). The values are adjusted to include any dividend payments, if applicable.

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DX vs. KBWD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DX
Dynex Capital, Inc.
-4.27%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%
KBWD
Invesco KBW High Dividend Yield Financial ETF
-5.14%5.59%4.30%20.21%-19.14%31.89%-15.58%20.72%-8.70%12.06%

Returns By Period

In the year-to-date period, DX achieves a -4.27% return, which is significantly higher than KBWD's -5.14% return. Over the past 10 years, DX has outperformed KBWD with an annualized return of 7.52%, while KBWD has yielded a comparatively lower 5.16% annualized return.


DX

1D
2.41%
1M
-7.79%
YTD
-4.27%
6M
11.96%
1Y
14.94%
3Y*
17.11%
5Y*
4.56%
10Y*
7.52%

KBWD

1D
2.45%
1M
-2.89%
YTD
-5.14%
6M
-1.01%
1Y
-1.20%
3Y*
7.16%
5Y*
1.84%
10Y*
5.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DX vs. KBWD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DX
DX Risk / Return Rank: 6464
Overall Rank
DX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DX Omega Ratio Rank: 5959
Omega Ratio Rank
DX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DX Martin Ratio Rank: 6969
Martin Ratio Rank

KBWD
KBWD Risk / Return Rank: 1111
Overall Rank
KBWD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KBWD Sortino Ratio Rank: 1111
Sortino Ratio Rank
KBWD Omega Ratio Rank: 1111
Omega Ratio Rank
KBWD Calmar Ratio Rank: 1111
Calmar Ratio Rank
KBWD Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DX vs. KBWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynex Capital, Inc. (DX) and Invesco KBW High Dividend Yield Financial ETF (KBWD). 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.


DXKBWDDifference

Sharpe ratio

Return per unit of total volatility

0.74

-0.06

+0.81

Sortino ratio

Return per unit of downside risk

1.07

0.05

+1.02

Omega ratio

Gain probability vs. loss probability

1.15

1.01

+0.14

Calmar ratio

Return relative to maximum drawdown

0.96

-0.07

+1.03

Martin ratio

Return relative to average drawdown

3.09

-0.18

+3.27

DX vs. KBWD - Sharpe Ratio Comparison

The current DX Sharpe Ratio is 0.74, which is higher than the KBWD Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of DX and KBWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DXKBWDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

-0.06

+0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.09

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.22

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.27

-0.10

Correlation

The correlation between DX and KBWD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DX vs. KBWD - Dividend Comparison

DX's dividend yield for the trailing twelve months is around 15.99%, more than KBWD's 14.06% yield.


TTM20252024202320222021202020192018201720162015
DX
Dynex Capital, Inc.
15.99%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%
KBWD
Invesco KBW High Dividend Yield Financial ETF
14.06%12.83%12.45%11.45%11.32%7.26%9.68%8.63%9.47%8.77%8.68%8.89%

Drawdowns

DX vs. KBWD - Drawdown Comparison

The maximum DX drawdown since its inception was -99.12%, which is greater than KBWD's maximum drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for DX and KBWD.


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Drawdown Indicators


DXKBWDDifference

Max Drawdown

Largest peak-to-trough decline

-99.12%

-58.63%

-40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.27%

-15.05%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.69%

-30.74%

-7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-56.76%

-58.63%

+1.87%

Current Drawdown

Current decline from peak

-34.48%

-11.88%

-22.60%

Average Drawdown

Average peak-to-trough decline

-56.93%

-7.39%

-49.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

5.54%

-0.79%

Volatility

DX vs. KBWD - Volatility Comparison

Dynex Capital, Inc. (DX) has a higher volatility of 8.06% compared to Invesco KBW High Dividend Yield Financial ETF (KBWD) at 6.66%. This indicates that DX's price experiences larger fluctuations and is considered to be riskier than KBWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXKBWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

6.66%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

11.53%

+1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

20.18%

19.67%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.81%

19.81%

+4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.86%

23.18%

+6.68%