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FBDC vs. KWT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FBDC vs. KWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Confluence BDC & Specialty Finance Income ETF (FBDC) and iShares MSCI Kuwait ETF (KWT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FBDC achieves a -6.46% return, which is significantly lower than KWT's -2.43% return.


FBDC

1D
1.92%
1M
1.39%
6M
-7.11%
YTD
-6.46%
1Y
-12.09%
3Y*
5Y*
10Y*

KWT

1D
0.08%
1M
-2.31%
6M
-2.08%
YTD
-2.43%
1Y
-1.11%
3Y*
8.19%
5Y*
8.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FBDC vs. KWT - Yearly Performance Comparison


Correlation

The correlation between FBDC and KWT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2025

0.13

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Return for Risk

FBDC vs. KWT — Risk / Return Rank

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

FBDC
FBDC Risk / Return Rank: 44
Overall Rank
FBDC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FBDC Sortino Ratio Rank: 44
Sortino Ratio Rank
FBDC Omega Ratio Rank: 44
Omega Ratio Rank
FBDC Calmar Ratio Rank: 44
Calmar Ratio Rank
FBDC Martin Ratio Rank: 55
Martin Ratio Rank

KWT
KWT Risk / Return Rank: 88
Overall Rank
KWT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KWT Sortino Ratio Rank: 88
Sortino Ratio Rank
KWT Omega Ratio Rank: 88
Omega Ratio Rank
KWT Calmar Ratio Rank: 99
Calmar Ratio Rank
KWT Martin Ratio Rank: 88
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.

FBDC vs. KWT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Confluence BDC & Specialty Finance Income ETF (FBDC) and iShares MSCI Kuwait ETF (KWT). 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.

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.


FBDCKWTDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

0.91

1.00

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.57

-0.09

-0.48

Martin ratioReturn relative to average drawdown

-0.97

-0.20

-0.77

FBDC vs. KWT - Sharpe Ratio Comparison

The current FBDC Sharpe Ratio is -0.65, which is lower than the KWT Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of FBDC and KWT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FBDC vs. KWT - Drawdown Comparison

The maximum FBDC drawdown since its inception was -20.60%, smaller than the maximum KWT drawdown of -24.37%. Use the drawdown chart below to compare losses from any high point for FBDC and KWT.


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Drawdown Indicators


FBDCKWTDifference

Max Drawdown

Largest peak-to-trough decline

-20.60%

-24.37%

+3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-20.60%

-11.54%

-9.06%

Max Drawdown (3Y)

Largest decline over 3 years

-15.22%

Max Drawdown (5Y)

Largest decline over 5 years

-24.37%

Current Drawdown

Current decline from peak

-14.45%

-7.14%

-7.31%

Average Drawdown

Average peak-to-trough decline

-10.69%

-7.29%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.11%

5.22%

+6.89%

Volatility

FBDC vs. KWT - Volatility Comparison

FT Confluence BDC & Specialty Finance Income ETF (FBDC) has a higher volatility of 4.07% compared to iShares MSCI Kuwait ETF (KWT) at 3.33%. This indicates that FBDC's price experiences larger fluctuations and is considered to be riskier than KWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FBDCKWTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.07%

3.33%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

10.23%

+4.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

13.39%

+4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.87%

13.64%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

13.92%

+3.95%

FBDC vs. KWT - Expense Ratio Comparison

FBDC has a 1.35% expense ratio, which is higher than KWT's 0.74% expense ratio.


Dividends

FBDC vs. KWT - Dividend Comparison

FBDC's dividend yield for the trailing twelve months is around 12.29%, more than KWT's 5.64% yield.


PositionTTM202520242023202220212020
FBDC
FT Confluence BDC & Specialty Finance Income ETF
12.29%5.41%0.00%0.00%0.00%0.00%0.00%
KWT
iShares MSCI Kuwait ETF
5.64%5.40%6.09%2.25%5.87%7.65%0.27%

Frequently Asked Questions


FBDC and KWT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBDC has higher volatility (4.07%) compared to KWT (3.33%). In terms of maximum drawdown, FBDC dropped -20.60% vs KWT's -24.37%.

On 1-year performance, KWT leads with -1.11% vs -12.09% for FBDC. On fees, KWT is cheaper at 0.74% per year. On volatility, KWT has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KWT has performed better with a -1.11% return vs -12.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KWT is cheaper with a 0.74% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 12.29%, compared with 5.64% for KWT.

They also come from different issuers: First Trust and iShares. Their fees differ too: 1.35% for FBDC and 0.74% for KWT.

KWT currently has the higher Sharpe Ratio (-0.08 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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