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KBE vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBE vs. FBDC - Performance Comparison

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

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Returns By Period

In the year-to-date period, KBE achieves a 2.87% return, which is significantly higher than FBDC's -9.51% return.


KBE

1D
-2.28%
1M
-1.94%
YTD
2.87%
6M
4.27%
1Y
18.75%
3Y*
22.67%
5Y*
5.28%
10Y*
9.19%

FBDC

1D
-2.98%
1M
-7.81%
YTD
-9.51%
6M
-10.31%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBE vs. FBDC - Yearly Performance Comparison


2026 (YTD)2025
KBE
SPDR S&P Bank ETF
2.87%10.22%
FBDC
FT Confluence BDC & Specialty Finance Income ETF
-9.51%-2.43%

Correlation

The correlation between KBE and FBDC is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.48

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Return for Risk

KBE vs. FBDC — Risk / Return Rank

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

KBE
KBE Risk / Return Rank: 2525
Overall Rank
KBE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
KBE Sortino Ratio Rank: 2424
Sortino Ratio Rank
KBE Omega Ratio Rank: 2525
Omega Ratio Rank
KBE Calmar Ratio Rank: 2626
Calmar Ratio Rank
KBE Martin Ratio Rank: 2525
Martin Ratio Rank

FBDC
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.

KBE vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Bank ETF (KBE) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). 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.


KBEFBDCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.17

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

3.39

KBE vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KBEFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

-0.70

+0.80

Drawdowns

KBE vs. FBDC - Drawdown Comparison

The maximum KBE drawdown since its inception was -83.15%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for KBE and FBDC.


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Drawdown Indicators


KBEFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-83.15%

-20.60%

-62.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.97%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

Max Drawdown (10Y)

Largest decline over 10 years

-53.14%

Current Drawdown

Current decline from peak

-7.38%

-17.24%

+9.86%

Average Drawdown

Average peak-to-trough decline

-27.54%

-10.14%

-17.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.55%

Volatility

KBE vs. FBDC - Volatility Comparison


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Volatility by Period


KBEFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

18.06%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.36%

18.06%

+9.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.85%

18.06%

+11.79%

KBE vs. FBDC - Expense Ratio Comparison

KBE has a 0.35% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

KBE vs. FBDC - Dividend Comparison

KBE's dividend yield for the trailing twelve months is around 2.39%, less than FBDC's 11.52% yield.


PositionTTM20252024202320222021202020192018201720162015
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.52%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KBE
SPDR S&P Bank ETF
2.39%2.51%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.36%1.39%1.70%

Frequently Asked Questions


KBE and FBDC have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KBE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KBE is cheaper with a 0.35% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.52%, compared with 2.39% for KBE.

They also come from different issuers: State Street and First Trust. Their fees differ too: 0.35% for KBE and 1.35% for FBDC.

Portfolio Optimizer

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