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KBWB vs. VOO
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

KBWB vs. VOO - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%OctoberNovemberDecember2025FebruaryMarch
308.41%
480.95%
KBWB
VOO

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Risk-Adjusted Performance

KBWB vs. undefined - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Bank ETF (KBWB) and undefined (undefined). 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.


Sharpe ratio
The chart of Sharpe ratio for KBWB, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.005.000.890.69
The chart of Sortino ratio for KBWB, currently valued at 1.43, compared to the broader market-2.000.002.004.006.008.0010.0012.001.430.99
The chart of Omega ratio for KBWB, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.13
The chart of Calmar ratio for KBWB, currently valued at 0.70, compared to the broader market0.005.0010.0015.000.700.93
The chart of Martin ratio for KBWB, currently valued at 4.70, compared to the broader market0.0020.0040.0060.0080.00100.004.703.71
KBWB
VOO


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00OctoberNovemberDecember2025FebruaryMarch
0.89
0.69
KBWB
VOO

Drawdowns

KBWB vs. VOO - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-16.84%
-10.04%
KBWB
VOO

Volatility

KBWB vs. VOO - Volatility Comparison

Invesco KBW Bank ETF (KBWB) has a higher volatility of 7.81% compared to undefined (VOO) at 5.12%. This indicates that KBWB's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%OctoberNovemberDecember2025FebruaryMarch
7.81%
5.12%
KBWB
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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