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KBWB vs. NVDL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWB vs. NVDL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Bank ETF (KBWB) and GraniteShares 2x Long NVDA Daily ETF (NVDL). The values are adjusted to include any dividend payments, if applicable.

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KBWB vs. NVDL - Yearly Performance Comparison


2026 (YTD)2025202420232022
KBWB
Invesco KBW Bank ETF
-5.53%32.05%36.73%-1.18%-1.01%
NVDL
GraniteShares 2x Long NVDA Daily ETF
-17.54%32.57%344.58%432.18%-28.32%

Returns By Period

In the year-to-date period, KBWB achieves a -5.53% return, which is significantly higher than NVDL's -17.54% return.


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%

NVDL

1D
11.18%
1M
-5.12%
YTD
-17.54%
6M
-22.48%
1Y
94.04%
3Y*
117.57%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KBWB vs. NVDL - Expense Ratio Comparison

KBWB has a 0.35% expense ratio, which is lower than NVDL's 1.15% expense ratio.


Return for Risk

KBWB vs. NVDL — 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

NVDL
NVDL Risk / Return Rank: 7171
Overall Rank
NVDL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NVDL Sortino Ratio Rank: 7878
Sortino Ratio Rank
NVDL Omega Ratio Rank: 6969
Omega Ratio Rank
NVDL Calmar Ratio Rank: 8181
Calmar Ratio Rank
NVDL Martin Ratio Rank: 5858
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. NVDL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Bank ETF (KBWB) and GraniteShares 2x Long NVDA Daily ETF (NVDL). 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.


KBWBNVDLDifference

Sharpe ratio

Return per unit of total volatility

1.12

1.16

-0.03

Sortino ratio

Return per unit of downside risk

1.53

1.91

-0.39

Omega ratio

Gain probability vs. loss probability

1.24

1.24

-0.01

Calmar ratio

Return relative to maximum drawdown

1.88

2.15

-0.28

Martin ratio

Return relative to average drawdown

5.58

5.21

+0.37

KBWB vs. NVDL - Sharpe Ratio Comparison

The current KBWB Sharpe Ratio is 1.12, which is comparable to the NVDL Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of KBWB and NVDL, 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


KBWBNVDLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

1.16

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

1.58

-1.11

Correlation

The correlation between KBWB and NVDL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KBWB vs. NVDL - Dividend Comparison

KBWB's dividend yield for the trailing twelve months is around 2.27%, while NVDL has not paid dividends to shareholders.


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%
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%0.00%11.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KBWB vs. NVDL - Drawdown Comparison

The maximum KBWB drawdown since its inception was -50.27%, smaller than the maximum NVDL drawdown of -67.55%. Use the drawdown chart below to compare losses from any high point for KBWB and NVDL.


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Drawdown Indicators


KBWBNVDLDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-67.55%

+17.28%

Max Drawdown (1Y)

Largest decline over 1 year

-16.38%

-42.23%

+25.85%

Max Drawdown (5Y)

Largest decline over 5 years

-49.31%

Max Drawdown (10Y)

Largest decline over 10 years

-50.27%

Current Drawdown

Current decline from peak

-12.21%

-35.77%

+23.56%

Average Drawdown

Average peak-to-trough decline

-11.82%

-17.03%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.51%

17.47%

-11.96%

Volatility

KBWB vs. NVDL - Volatility Comparison

The current volatility for Invesco KBW Bank ETF (KBWB) is 6.61%, while GraniteShares 2x Long NVDA Daily ETF (NVDL) has a volatility of 20.68%. This indicates that KBWB experiences smaller price fluctuations and is considered to be less risky than NVDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWBNVDLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

20.68%

-14.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

51.65%

-35.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.00%

81.88%

-55.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.65%

91.18%

-64.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.25%

91.18%

-61.93%