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KBE vs. KBWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KBE and KBWR is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

KBE vs. KBWR - Performance Comparison

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

200.00%250.00%300.00%350.00%NovemberDecember2025FebruaryMarchApril
265.09%
229.78%
KBE
KBWR

Key characteristics

Sharpe Ratio

KBE:

0.52

KBWR:

0.42

Sortino Ratio

KBE:

0.95

KBWR:

0.85

Omega Ratio

KBE:

1.12

KBWR:

1.11

Calmar Ratio

KBE:

0.59

KBWR:

0.47

Martin Ratio

KBE:

1.74

KBWR:

1.37

Ulcer Index

KBE:

8.83%

KBWR:

9.92%

Daily Std Dev

KBE:

29.38%

KBWR:

32.08%

Max Drawdown

KBE:

-83.15%

KBWR:

-52.86%

Current Drawdown

KBE:

-18.10%

KBWR:

-19.56%

Returns By Period

In the year-to-date period, KBE achieves a -7.89% return, which is significantly higher than KBWR's -8.75% return. Over the past 10 years, KBE has outperformed KBWR with an annualized return of 6.73%, while KBWR has yielded a comparatively lower 5.55% annualized return.


KBE

YTD

-7.89%

1M

-6.49%

6M

-6.08%

1Y

13.36%

5Y*

15.83%

10Y*

6.73%

KBWR

YTD

-8.75%

1M

-5.62%

6M

-5.51%

1Y

11.32%

5Y*

13.94%

10Y*

5.55%

*Annualized

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KBE vs. KBWR - Expense Ratio Comparison

Both KBE and KBWR have an expense ratio of 0.35%.


Expense ratio chart for KBE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBE: 0.35%
Expense ratio chart for KBWR: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWR: 0.35%

Risk-Adjusted Performance

KBE vs. KBWR — Risk-Adjusted Performance Rank

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

KBE
The Risk-Adjusted Performance Rank of KBE is 6363
Overall Rank
The Sharpe Ratio Rank of KBE is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of KBE is 6565
Sortino Ratio Rank
The Omega Ratio Rank of KBE is 6262
Omega Ratio Rank
The Calmar Ratio Rank of KBE is 7070
Calmar Ratio Rank
The Martin Ratio Rank of KBE is 5656
Martin Ratio Rank

KBWR
The Risk-Adjusted Performance Rank of KBWR is 5656
Overall Rank
The Sharpe Ratio Rank of KBWR is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of KBWR is 5757
Omega Ratio Rank
The Calmar Ratio Rank of KBWR is 6161
Calmar Ratio Rank
The Martin Ratio Rank of KBWR is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KBE vs. KBWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Bank ETF (KBE) and Invesco KBW Regional Banking ETF (KBWR). 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.


The chart of Sharpe ratio for KBE, currently valued at 0.52, compared to the broader market-1.000.001.002.003.004.00
KBE: 0.52
KBWR: 0.42
The chart of Sortino ratio for KBE, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
KBE: 0.95
KBWR: 0.85
The chart of Omega ratio for KBE, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
KBE: 1.12
KBWR: 1.11
The chart of Calmar ratio for KBE, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.0012.00
KBE: 0.59
KBWR: 0.47
The chart of Martin ratio for KBE, currently valued at 1.74, compared to the broader market0.0020.0040.0060.00
KBE: 1.74
KBWR: 1.37

The current KBE Sharpe Ratio is 0.52, which is comparable to the KBWR Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of KBE and KBWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.52
0.42
KBE
KBWR

Dividends

KBE vs. KBWR - Dividend Comparison

KBE's dividend yield for the trailing twelve months is around 2.70%, less than KBWR's 2.92% yield.


TTM20242023202220212020201920182017201620152014
KBE
SPDR S&P Bank ETF
2.70%2.35%2.78%2.99%2.16%2.44%2.33%2.18%1.35%1.39%1.69%1.59%
KBWR
Invesco KBW Regional Banking ETF
2.92%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%1.79%

Drawdowns

KBE vs. KBWR - Drawdown Comparison

The maximum KBE drawdown since its inception was -83.15%, which is greater than KBWR's maximum drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for KBE and KBWR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.10%
-19.56%
KBE
KBWR

Volatility

KBE vs. KBWR - Volatility Comparison

The current volatility for SPDR S&P Bank ETF (KBE) is 15.50%, while Invesco KBW Regional Banking ETF (KBWR) has a volatility of 16.47%. This indicates that KBE experiences smaller price fluctuations and is considered to be less risky than KBWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.50%
16.47%
KBE
KBWR