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KBE vs. IYF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBE vs. IYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Bank ETF (KBE) and iShares U.S. Financials ETF (IYF). The values are adjusted to include any dividend payments, if applicable.

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KBE vs. IYF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBE
SPDR S&P Bank ETF
-1.31%12.36%23.78%5.30%-14.83%33.46%-8.75%29.78%-19.65%10.49%
IYF
iShares U.S. Financials ETF
-8.29%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%

Returns By Period

In the year-to-date period, KBE achieves a -1.31% return, which is significantly higher than IYF's -8.29% return. Over the past 10 years, KBE has underperformed IYF with an annualized return of 9.58%, while IYF has yielded a comparatively higher 12.58% annualized return.


KBE

1D
2.51%
1M
-1.89%
YTD
-1.31%
6M
1.47%
1Y
15.33%
3Y*
20.45%
5Y*
5.49%
10Y*
9.58%

IYF

1D
2.27%
1M
-3.56%
YTD
-8.29%
6M
-6.22%
1Y
5.91%
3Y*
20.12%
5Y*
10.92%
10Y*
12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KBE vs. IYF - Expense Ratio Comparison

KBE has a 0.35% expense ratio, which is lower than IYF's 0.42% expense ratio.


Return for Risk

KBE vs. IYF — Risk / Return Rank

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

KBE
KBE Risk / Return Rank: 3737
Overall Rank
KBE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KBE Sortino Ratio Rank: 3434
Sortino Ratio Rank
KBE Omega Ratio Rank: 3535
Omega Ratio Rank
KBE Calmar Ratio Rank: 4646
Calmar Ratio Rank
KBE Martin Ratio Rank: 3333
Martin Ratio Rank

IYF
IYF Risk / Return Rank: 2323
Overall Rank
IYF Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2121
Sortino Ratio Rank
IYF Omega Ratio Rank: 2222
Omega Ratio Rank
IYF Calmar Ratio Rank: 2525
Calmar Ratio Rank
IYF Martin Ratio Rank: 2424
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.

KBE vs. IYF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Bank ETF (KBE) and iShares U.S. Financials ETF (IYF). 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.


KBEIYFDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.31

+0.28

Sortino ratio

Return per unit of downside risk

0.94

0.53

+0.41

Omega ratio

Gain probability vs. loss probability

1.14

1.08

+0.06

Calmar ratio

Return relative to maximum drawdown

1.11

0.51

+0.61

Martin ratio

Return relative to average drawdown

2.83

1.52

+1.31

KBE vs. IYF - Sharpe Ratio Comparison

The current KBE Sharpe Ratio is 0.59, which is higher than the IYF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of KBE and IYF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KBEIYFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.31

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.58

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.60

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.22

-0.12

Correlation

The correlation between KBE and IYF is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KBE vs. IYF - Dividend Comparison

KBE's dividend yield for the trailing twelve months is around 2.49%, more than IYF's 1.62% yield.


TTM20252024202320222021202020192018201720162015
KBE
SPDR S&P Bank ETF
2.49%2.51%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.36%1.39%1.70%
IYF
iShares U.S. Financials ETF
1.62%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%

Drawdowns

KBE vs. IYF - Drawdown Comparison

The maximum KBE drawdown since its inception was -83.15%, which is greater than IYF's maximum drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for KBE and IYF.


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Drawdown Indicators


KBEIYFDifference

Max Drawdown

Largest peak-to-trough decline

-83.15%

-79.09%

-4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-13.88%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

-25.06%

-20.19%

Max Drawdown (10Y)

Largest decline over 10 years

-53.14%

-42.57%

-10.57%

Current Drawdown

Current decline from peak

-11.14%

-11.10%

-0.04%

Average Drawdown

Average peak-to-trough decline

-27.72%

-17.68%

-10.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

4.62%

+1.14%

Volatility

KBE vs. IYF - Volatility Comparison

SPDR S&P Bank ETF (KBE) has a higher volatility of 5.27% compared to iShares U.S. Financials ETF (IYF) at 4.71%. This indicates that KBE's price experiences larger fluctuations and is considered to be riskier than IYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBEIYFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

4.71%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

11.36%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

19.48%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.44%

19.00%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

20.91%

+8.99%