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FDIQ vs. KRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIQ vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Financial Data Providers ETF (FDIQ) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDIQ achieves a 10.79% return, which is significantly higher than KRE's 7.92% return. Both investments have delivered pretty close results over the past 10 years, with FDIQ having a 7.70% annualized return and KRE not far ahead at 8.06%.


FDIQ

1D
-2.91%
1M
-4.51%
YTD
10.79%
6M
13.45%
1Y
26.06%
3Y*
18.66%
5Y*
3.99%
10Y*
7.70%

KRE

1D
1.80%
1M
-0.40%
YTD
7.92%
6M
11.14%
1Y
26.29%
3Y*
21.60%
5Y*
2.38%
10Y*
8.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIQ vs. KRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIQ
Invesco Bloomberg Financial Data Providers ETF
10.79%6.32%12.76%-0.84%-7.23%36.05%-8.95%23.57%-18.31%1.81%
KRE
SPDR S&P Regional Banking ETF
7.92%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Correlation

The correlation between FDIQ and KRE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2011

0.94

The correlation between FDIQ and KRE shifts across timeframes, from 0.80 (1 year) to 0.96 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FDIQ vs. KRE — Risk / Return Rank

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

FDIQ
FDIQ Risk / Return Rank: 3535
Overall Rank
FDIQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 3333
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 4343
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 3535
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 3232
Overall Rank
KRE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3131
Sortino Ratio Rank
KRE Omega Ratio Rank: 3232
Omega Ratio Rank
KRE Calmar Ratio Rank: 3434
Calmar Ratio Rank
KRE Martin Ratio Rank: 3030
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.

FDIQ vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Financial Data Providers ETF (FDIQ) and SPDR S&P Regional Banking ETF (KRE). 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.


FDIQKREDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.14

+0.05

Sortino ratio

Return per unit of downside risk

1.77

1.65

+0.12

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

2.20

1.70

+0.51

Martin ratio

Return relative to average drawdown

5.64

4.42

+1.22

FDIQ vs. KRE - Sharpe Ratio Comparison

The current FDIQ Sharpe Ratio is 1.18, which is comparable to the KRE Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of FDIQ and KRE, 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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Sharpe Ratios by Period


FDIQKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.14

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.08

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.25

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.13

+0.24

Drawdowns

FDIQ vs. KRE - Drawdown Comparison

The maximum FDIQ drawdown since its inception was -52.86%, smaller than the maximum KRE drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for FDIQ and KRE.


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Drawdown Indicators


FDIQKREDifference

Max Drawdown

Largest peak-to-trough decline

-52.86%

-68.54%

+15.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.13%

-14.95%

+3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-28.09%

-28.20%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-42.99%

-52.69%

+9.70%

Max Drawdown (10Y)

Largest decline over 10 years

-52.86%

-54.92%

+2.06%

Current Drawdown

Current decline from peak

-7.63%

-5.01%

-2.62%

Average Drawdown

Average peak-to-trough decline

-11.56%

-21.91%

+10.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

5.74%

-1.39%

Volatility

FDIQ vs. KRE - Volatility Comparison

The current volatility for Invesco Bloomberg Financial Data Providers ETF (FDIQ) is 4.00%, while SPDR S&P Regional Banking ETF (KRE) has a volatility of 5.76%. This indicates that FDIQ experiences smaller price fluctuations and is considered to be less risky than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIQKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

5.76%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.93%

15.67%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

22.16%

23.25%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.69%

29.96%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.12%

31.92%

-0.80%

FDIQ vs. KRE - Expense Ratio Comparison

Both FDIQ and KRE have an expense ratio of 0.35%.


Dividends

FDIQ vs. KRE - Dividend Comparison

FDIQ's dividend yield for the trailing twelve months is around 2.53%, more than KRE's 2.26% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.53%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%
KRE
SPDR S&P Regional Banking ETF
2.26%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Frequently Asked Questions


FDIQ and KRE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KRE has higher volatility (5.76%) compared to FDIQ (4.00%). In terms of maximum drawdown, FDIQ dropped -52.86% vs KRE's -68.54%.

On 10-year performance, KRE leads with 8.06% vs 7.70% for FDIQ. Both ETFs have the same 0.35% expense ratio. On volatility, FDIQ has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KRE has performed better with a 8.06% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDIQ and KRE have the same expense ratio: 0.35% per year.

FDIQ has the higher dividend yield at 2.53%, compared with 2.26% for KRE.

FDIQ tracks Bloomberg Financial Data Providers Index, while KRE tracks S&P Regional Banks Select Industry Index. They also come from different issuers: Invesco and State Street.

FDIQ currently has the higher Sharpe Ratio (1.18 vs 1.14), 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

Find the right allocation for FDIQ and KRE

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