FDIQ vs. KRE
FDIQ (Invesco Bloomberg Financial Data Providers ETF) and KRE (SPDR S&P Regional Banking ETF) are both Financials Equities funds - FDIQ tracks the Bloomberg Financial Data Providers Index while KRE tracks the S&P Regional Banks Select Industry Index. Both are passively managed. Over the past 10 years, FDIQ returned 7.70%/yr vs 8.06%/yr for KRE. Their correlation of 0.94 suggests significant overlap in exposure. Both charge a 0.35% expense ratio.
Performance
FDIQ vs. KRE - Performance Comparison
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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%
FDIQ vs. KRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
FDIQ
KRE
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.
| FDIQ | KRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.14 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.65 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.20 | 1.70 | +0.51 |
Martin ratioReturn relative to average drawdown | 5.64 | 4.42 | +1.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDIQ | KRE | Difference | |
|---|---|---|---|
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
| FDIQ | KRE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.63% | -5.01% | -2.62% |
Average DrawdownAverage peak-to-trough decline | -11.56% | -21.91% | +10.35% |
Ulcer IndexDepth 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
| FDIQ | KRE | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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