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FPRO vs. KBWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FPRO vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Real Estate Investment ETF (FPRO) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FPRO achieves a 9.97% return, which is significantly lower than KBWY's 17.06% return.


FPRO

1D
0.12%
1M
-1.08%
YTD
9.97%
6M
9.24%
1Y
10.32%
3Y*
9.14%
5Y*
3.13%
10Y*

KBWY

1D
-0.81%
1M
5.63%
YTD
17.06%
6M
17.05%
1Y
22.51%
3Y*
9.10%
5Y*
2.15%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FPRO vs. KBWY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
FPRO
Fidelity Real Estate Investment ETF
9.97%2.60%5.63%10.93%-25.02%40.13%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
17.06%-5.30%-3.49%12.88%-19.00%27.78%

Correlation

The correlation between FPRO and KBWY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.80

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

0.81

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.80

The correlation between FPRO and KBWY has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

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Return for Risk

FPRO vs. KBWY — Risk / Return Rank

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

FPRO
FPRO Risk / Return Rank: 2424
Overall Rank
FPRO Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FPRO Sortino Ratio Rank: 2121
Sortino Ratio Rank
FPRO Omega Ratio Rank: 2121
Omega Ratio Rank
FPRO Calmar Ratio Rank: 2828
Calmar Ratio Rank
FPRO Martin Ratio Rank: 2727
Martin Ratio Rank

KBWY
KBWY Risk / Return Rank: 3939
Overall Rank
KBWY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 3838
Sortino Ratio Rank
KBWY Omega Ratio Rank: 3434
Omega Ratio Rank
KBWY Calmar Ratio Rank: 4949
Calmar Ratio Rank
KBWY Martin Ratio Rank: 3737
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.

FPRO vs. KBWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Real Estate Investment ETF (FPRO) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


FPROKBWYDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.14

1.23

-0.09

Calmar ratioReturn relative to maximum drawdown

1.35

2.45

-1.10

Martin ratioReturn relative to average drawdown

3.88

5.82

-1.94

FPRO vs. KBWY - Sharpe Ratio Comparison

The current FPRO Sharpe Ratio is 0.79, which is lower than the KBWY Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of FPRO and KBWY, 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


FPROKBWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.38

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.10

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.20

+0.15

Drawdowns

FPRO vs. KBWY - Drawdown Comparison

The maximum FPRO drawdown since its inception was -32.81%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for FPRO and KBWY.


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Drawdown Indicators


FPROKBWYDifference

Max Drawdown

Largest peak-to-trough decline

-32.81%

-57.68%

+24.87%

Max Drawdown (1Y)

Largest decline over 1 year

-7.67%

-9.24%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-29.93%

+13.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.81%

-32.29%

-0.52%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

Current Drawdown

Current decline from peak

-2.73%

-10.82%

+8.09%

Average Drawdown

Average peak-to-trough decline

-12.66%

-14.18%

+1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.88%

-1.21%

Volatility

FPRO vs. KBWY - Volatility Comparison

The current volatility for Fidelity Real Estate Investment ETF (FPRO) is 3.54%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 4.73%. This indicates that FPRO experiences smaller price fluctuations and is considered to be less risky than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FPROKBWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

4.73%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.13%

11.61%

-2.48%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

16.44%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

21.61%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

27.05%

-8.68%

FPRO vs. KBWY - Expense Ratio Comparison

FPRO has a 0.59% expense ratio, which is higher than KBWY's 0.35% expense ratio.


Dividends

FPRO vs. KBWY - Dividend Comparison

FPRO's dividend yield for the trailing twelve months is around 2.57%, less than KBWY's 8.64% yield.


PositionTTM20252024202320222021202020192018201720162015
FPRO
Fidelity Real Estate Investment ETF
2.57%2.69%2.50%2.83%2.67%1.69%0.00%0.00%0.00%0.00%0.00%0.00%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.64%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%

Frequently Asked Questions


FPRO and KBWY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWY has higher volatility (4.73%) compared to FPRO (3.54%). In terms of maximum drawdown, FPRO dropped -32.81% vs KBWY's -57.68%.

On 5-year performance, FPRO leads with 3.13% vs 2.15% for KBWY. On fees, KBWY is cheaper at 0.35% per year. On volatility, FPRO has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, FPRO has performed better with a 3.13% return vs 2.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWY is cheaper with a 0.35% expense ratio, compared with 0.59% for FPRO.

KBWY has the higher dividend yield at 8.64%, compared with 2.57% for FPRO.

They also come from different issuers: Fidelity and Invesco. Their fees differ too: 0.59% for FPRO and 0.35% for KBWY.

KBWY currently has the higher Sharpe Ratio (1.38 vs 0.79), 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 FPRO and KBWY

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