DX vs. KBWD

In the year-to-date period, DX achieves a 5.97% return, which is significantly higher than KBWD's 0.10% return. Over the past 10 years, DX has outperformed KBWD with an annualized return of 5.76%, while KBWD has yielded a comparatively lower 3.89% annualized return.

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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.

The current DX Sharpe Ratio is 0.77, which is higher than the KBWD Sharpe Ratio of 0.09. 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.

DX's dividend yield for the trailing twelve months is around 13.64%, more than KBWD's 12.89% yield.

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. For additional features, visit the drawdowns tool.

The current volatility for Dynex Capital, Inc. (DX) is 5.23%, while Invesco KBW High Dividend Yield Financial ETF (KBWD) has a volatility of 5.52%. This indicates that DX experiences smaller price fluctuations and is considered to be less risky than KBWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.