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KBWB vs. KBWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWB vs. KBWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Bank ETF (KBWB) and Invesco KBW Property & Casualty Insurance ETF (KBWP). The values are adjusted to include any dividend payments, if applicable.

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KBWB vs. KBWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWB
Invesco KBW Bank ETF
-5.53%32.05%36.73%-1.18%-21.68%37.72%-10.46%35.90%-18.30%18.11%
KBWP
Invesco KBW Property & Casualty Insurance ETF
-5.76%11.49%30.45%7.09%10.16%20.61%-2.05%28.67%-2.76%8.86%

Returns By Period

The year-to-date returns for both stocks are quite close, with KBWB having a -5.53% return and KBWP slightly lower at -5.76%. Both investments have delivered pretty close results over the past 10 years, with KBWB having a 11.89% annualized return and KBWP not far behind at 11.51%.


KBWB

1D
3.56%
1M
-2.73%
YTD
-5.53%
6M
2.34%
1Y
29.02%
3Y*
27.16%
5Y*
7.87%
10Y*
11.89%

KBWP

1D
0.13%
1M
-5.12%
YTD
-5.76%
6M
-2.54%
1Y
-2.65%
3Y*
14.71%
5Y*
11.89%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KBWB vs. KBWP - Expense Ratio Comparison

Both KBWB and KBWP have an expense ratio of 0.35%.


Return for Risk

KBWB vs. KBWP — Risk / Return Rank

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

KBWB
KBWB Risk / Return Rank: 6767
Overall Rank
KBWB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
KBWB Sortino Ratio Rank: 6363
Sortino Ratio Rank
KBWB Omega Ratio Rank: 6767
Omega Ratio Rank
KBWB Calmar Ratio Rank: 7575
Calmar Ratio Rank
KBWB Martin Ratio Rank: 6161
Martin Ratio Rank

KBWP
KBWP Risk / Return Rank: 99
Overall Rank
KBWP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KBWP Sortino Ratio Rank: 99
Sortino Ratio Rank
KBWP Omega Ratio Rank: 99
Omega Ratio Rank
KBWP Calmar Ratio Rank: 1010
Calmar Ratio Rank
KBWP Martin Ratio Rank: 99
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.

KBWB vs. KBWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Bank ETF (KBWB) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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.


KBWBKBWPDifference

Sharpe ratio

Return per unit of total volatility

1.12

-0.14

+1.26

Sortino ratio

Return per unit of downside risk

1.53

-0.06

+1.58

Omega ratio

Gain probability vs. loss probability

1.24

0.99

+0.24

Calmar ratio

Return relative to maximum drawdown

1.88

-0.14

+2.02

Martin ratio

Return relative to average drawdown

5.58

-0.37

+5.95

KBWB vs. KBWP - Sharpe Ratio Comparison

The current KBWB Sharpe Ratio is 1.12, which is higher than the KBWP Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of KBWB and KBWP, 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


KBWBKBWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.14

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.65

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.56

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.71

-0.24

Correlation

The correlation between KBWB and KBWP is 0.56, 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.


Dividends

KBWB vs. KBWP - Dividend Comparison

KBWB's dividend yield for the trailing twelve months is around 2.27%, more than KBWP's 1.97% yield.


TTM20252024202320222021202020192018201720162015
KBWB
Invesco KBW Bank ETF
2.27%2.04%2.46%3.20%3.05%2.13%2.62%2.38%2.54%1.35%1.53%1.53%
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.97%1.58%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%

Drawdowns

KBWB vs. KBWP - Drawdown Comparison

The maximum KBWB drawdown since its inception was -50.27%, which is greater than KBWP's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for KBWB and KBWP.


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Drawdown Indicators


KBWBKBWPDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-39.76%

-10.51%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-11.59%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-49.31%

-17.00%

-32.31%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

-39.76%

-10.51%

Current Drawdown

Current decline from peak

-12.21%

-6.54%

-5.67%

Average Drawdown

Average peak-to-trough decline

-11.82%

-4.35%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

4.48%

+1.03%

Volatility

KBWB vs. KBWP - Volatility Comparison

Invesco KBW Bank ETF (KBWB) has a higher volatility of 6.61% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.31%. This indicates that KBWB's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWBKBWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

4.31%

+2.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

11.79%

+4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

19.27%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

18.49%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

20.65%

+8.60%