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KBE vs. KRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBE vs. KRE - Performance Comparison

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

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KBE vs. KRE - 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%
KRE
SPDR S&P Regional Banking ETF
1.11%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Returns By Period

In the year-to-date period, KBE achieves a -1.31% return, which is significantly lower than KRE's 1.11% return. Over the past 10 years, KBE has outperformed KRE with an annualized return of 9.58%, while KRE has yielded a comparatively lower 8.29% 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%

KRE

1D
2.42%
1M
-1.86%
YTD
1.11%
6M
4.17%
1Y
17.51%
3Y*
17.48%
5Y*
2.24%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KBE vs. KRE - Expense Ratio Comparison

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


Return for Risk

KBE vs. KRE — 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

KRE
KRE Risk / Return Rank: 4040
Overall Rank
KRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3939
Omega Ratio Rank
KRE Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRE Martin Ratio Rank: 3636
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. KRE - Risk-Adjusted Trends Comparison

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


KBEKREDifference

Sharpe ratio

Return per unit of total volatility

0.59

0.63

-0.04

Sortino ratio

Return per unit of downside risk

0.94

1.00

-0.06

Omega ratio

Gain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratio

Return relative to maximum drawdown

1.11

1.23

-0.12

Martin ratio

Return relative to average drawdown

2.83

3.07

-0.24

KBE vs. KRE - Sharpe Ratio Comparison

The current KBE Sharpe Ratio is 0.59, which is comparable to the KRE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of KBE and KRE, 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


KBEKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

0.63

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.07

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.26

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.12

-0.03

Correlation

The correlation between KBE and KRE is 0.95, 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. KRE - Dividend Comparison

KBE's dividend yield for the trailing twelve months is around 2.49%, more than KRE's 2.42% 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%
KRE
SPDR S&P Regional Banking ETF
2.42%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Drawdowns

KBE vs. KRE - Drawdown Comparison

The maximum KBE drawdown since its inception was -83.15%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for KBE and KRE.


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Drawdown Indicators


KBEKREDifference

Max Drawdown

Largest peak-to-trough decline

-83.15%

-68.54%

-14.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-14.95%

+0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-45.25%

-52.69%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-53.14%

-54.92%

+1.78%

Current Drawdown

Current decline from peak

-11.14%

-11.00%

-0.14%

Average Drawdown

Average peak-to-trough decline

-27.72%

-22.05%

-5.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

6.00%

-0.24%

Volatility

KBE vs. KRE - Volatility Comparison

SPDR S&P Bank ETF (KBE) and SPDR S&P Regional Banking ETF (KRE) have volatilities of 5.27% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBEKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.28%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.69%

17.94%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

26.13%

28.13%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.44%

30.07%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

31.96%

-2.06%