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KBWD vs. DX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWD vs. DX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW High Dividend Yield Financial ETF (KBWD) and Dynex Capital, Inc. (DX). The values are adjusted to include any dividend payments, if applicable.

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KBWD vs. DX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWD
Invesco KBW High Dividend Yield Financial ETF
-5.14%5.59%4.30%20.21%-19.14%31.89%-15.58%20.72%-8.70%12.06%
DX
Dynex Capital, Inc.
-4.27%29.48%13.64%11.91%-15.39%2.25%17.09%11.12%-8.46%13.80%

Returns By Period

In the year-to-date period, KBWD achieves a -5.14% return, which is significantly lower than DX's -4.27% return. Over the past 10 years, KBWD has underperformed DX with an annualized return of 5.16%, while DX has yielded a comparatively higher 7.52% annualized return.


KBWD

1D
2.45%
1M
-2.89%
YTD
-5.14%
6M
-1.01%
1Y
-1.20%
3Y*
7.16%
5Y*
1.84%
10Y*
5.16%

DX

1D
2.41%
1M
-7.79%
YTD
-4.27%
6M
11.96%
1Y
14.94%
3Y*
17.11%
5Y*
4.56%
10Y*
7.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

KBWD vs. DX — Risk / Return Rank

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

KBWD
KBWD Risk / Return Rank: 1111
Overall Rank
KBWD Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KBWD Sortino Ratio Rank: 1111
Sortino Ratio Rank
KBWD Omega Ratio Rank: 1111
Omega Ratio Rank
KBWD Calmar Ratio Rank: 1111
Calmar Ratio Rank
KBWD Martin Ratio Rank: 1111
Martin Ratio Rank

DX
DX Risk / Return Rank: 6464
Overall Rank
DX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DX Omega Ratio Rank: 5959
Omega Ratio Rank
DX Calmar Ratio Rank: 6464
Calmar Ratio Rank
DX Martin Ratio Rank: 6969
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.

KBWD vs. DX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW High Dividend Yield Financial ETF (KBWD) and Dynex Capital, Inc. (DX). 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.


KBWDDXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.74

-0.81

Sortino ratio

Return per unit of downside risk

0.05

1.07

-1.02

Omega ratio

Gain probability vs. loss probability

1.01

1.15

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.07

0.96

-1.03

Martin ratio

Return relative to average drawdown

-0.18

3.09

-3.27

KBWD vs. DX - Sharpe Ratio Comparison

The current KBWD Sharpe Ratio is -0.06, which is lower than the DX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of KBWD and DX, 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


KBWDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.74

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.19

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.25

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.17

+0.10

Correlation

The correlation between KBWD and DX is 0.68, 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

KBWD vs. DX - Dividend Comparison

KBWD's dividend yield for the trailing twelve months is around 14.06%, less than DX's 15.99% yield.


TTM20252024202320222021202020192018201720162015
KBWD
Invesco KBW High Dividend Yield Financial ETF
14.06%12.83%12.45%11.45%11.32%7.26%9.68%8.63%9.47%8.77%8.68%8.89%
DX
Dynex Capital, Inc.
15.99%14.13%11.46%12.46%12.26%9.34%9.33%11.87%12.59%10.27%12.32%15.12%

Drawdowns

KBWD vs. DX - Drawdown Comparison

The maximum KBWD drawdown since its inception was -58.63%, smaller than the maximum DX drawdown of -99.12%. Use the drawdown chart below to compare losses from any high point for KBWD and DX.


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Drawdown Indicators


KBWDDXDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-99.12%

+40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-15.27%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.74%

-38.69%

+7.95%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

-56.76%

-1.87%

Current Drawdown

Current decline from peak

-11.88%

-34.48%

+22.60%

Average Drawdown

Average peak-to-trough decline

-7.39%

-56.93%

+49.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.54%

4.75%

+0.79%

Volatility

KBWD vs. DX - Volatility Comparison

The current volatility for Invesco KBW High Dividend Yield Financial ETF (KBWD) is 6.66%, while Dynex Capital, Inc. (DX) has a volatility of 8.06%. This indicates that KBWD experiences smaller price fluctuations and is considered to be less risky than DX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

8.06%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

13.14%

-1.61%

Volatility (1Y)

Calculated over the trailing 1-year period

19.67%

20.18%

-0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

23.81%

-4.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.18%

29.86%

-6.68%