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KBWP vs. FDIQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWP vs. FDIQ - Performance Comparison

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

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Returns By Period

In the year-to-date period, KBWP achieves a -8.05% return, which is significantly lower than FDIQ's 10.79% return. Over the past 10 years, KBWP has outperformed FDIQ with an annualized return of 11.32%, while FDIQ has yielded a comparatively lower 7.70% annualized return.


KBWP

1D
0.13%
1M
-2.49%
YTD
-8.05%
6M
-4.56%
1Y
-6.56%
3Y*
14.80%
5Y*
10.19%
10Y*
11.32%

FDIQ

1D
-2.91%
1M
-4.51%
YTD
10.79%
6M
13.45%
1Y
26.06%
3Y*
18.66%
5Y*
3.99%
10Y*
7.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWP vs. FDIQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWP
Invesco KBW Property & Casualty Insurance ETF
-8.05%11.49%30.45%7.09%10.16%20.61%-2.05%28.67%-2.76%8.86%
FDIQ
Invesco Bloomberg Financial Data Providers ETF
10.79%6.32%12.76%-0.84%-7.23%36.05%-8.95%23.57%-18.31%1.81%

Correlation

The correlation between KBWP and FDIQ is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2011

0.54

The correlation between KBWP and FDIQ shifts across timeframes, from 0.43 (1 year) to 0.59 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

KBWP vs. FDIQ — Risk / Return Rank

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

KBWP
KBWP Risk / Return Rank: 44
Overall Rank
KBWP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KBWP Sortino Ratio Rank: 55
Sortino Ratio Rank
KBWP Omega Ratio Rank: 55
Omega Ratio Rank
KBWP Calmar Ratio Rank: 33
Calmar Ratio Rank
KBWP Martin Ratio Rank: 33
Martin Ratio Rank

FDIQ
FDIQ Risk / Return Rank: 3535
Overall Rank
FDIQ Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
FDIQ Sortino Ratio Rank: 3333
Sortino Ratio Rank
FDIQ Omega Ratio Rank: 3333
Omega Ratio Rank
FDIQ Calmar Ratio Rank: 4343
Calmar Ratio Rank
FDIQ Martin Ratio Rank: 3535
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.

KBWP vs. FDIQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Property & Casualty Insurance ETF (KBWP) and Invesco Bloomberg Financial Data Providers ETF (FDIQ). 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.


KBWPFDIQDifference

Sharpe ratio

Return per unit of total volatility

-0.41

1.18

-1.59

Sortino ratio

Return per unit of downside risk

-0.45

1.77

-2.22

Omega ratio

Gain probability vs. loss probability

0.95

1.23

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.60

2.20

-2.81

Martin ratio

Return relative to average drawdown

-1.19

5.64

-6.83

KBWP vs. FDIQ - Sharpe Ratio Comparison

The current KBWP Sharpe Ratio is -0.41, which is lower than the FDIQ Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of KBWP and FDIQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KBWPFDIQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

1.18

-1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.14

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.25

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.37

+0.32

Drawdowns

KBWP vs. FDIQ - Drawdown Comparison

The maximum KBWP drawdown since its inception was -39.76%, smaller than the maximum FDIQ drawdown of -52.86%. Use the drawdown chart below to compare losses from any high point for KBWP and FDIQ.


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Drawdown Indicators


KBWPFDIQDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-52.86%

+13.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-11.13%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

-28.09%

+15.80%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

-42.99%

+25.99%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

-52.86%

+13.10%

Current Drawdown

Current decline from peak

-8.81%

-7.63%

-1.18%

Average Drawdown

Average peak-to-trough decline

-4.36%

-11.56%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.78%

4.35%

+0.43%

Volatility

KBWP vs. FDIQ - Volatility Comparison

Invesco KBW Property & Casualty Insurance ETF (KBWP) and Invesco Bloomberg Financial Data Providers ETF (FDIQ) have volatilities of 4.10% and 4.00%, 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


KBWPFDIQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

4.00%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

13.93%

-2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.21%

22.16%

-5.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.52%

28.69%

-10.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

31.12%

-10.42%

KBWP vs. FDIQ - Expense Ratio Comparison

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


Dividends

KBWP vs. FDIQ - Dividend Comparison

KBWP's dividend yield for the trailing twelve months is around 2.02%, less than FDIQ's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
FDIQ
Invesco Bloomberg Financial Data Providers ETF
2.53%2.66%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%
KBWP
Invesco KBW Property & Casualty Insurance ETF
2.02%1.58%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%

Frequently Asked Questions


KBWP and FDIQ have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWP has higher volatility (4.10%) compared to FDIQ (4.00%). In terms of maximum drawdown, KBWP dropped -39.76% vs FDIQ's -52.86%.

On 10-year performance, KBWP leads with 11.32% vs 7.70% for FDIQ. Both ETFs have the same 0.35% expense ratio. On volatility, FDIQ has been the lower-risk option at 4.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KBWP has performed better with a 11.32% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWP and FDIQ have the same expense ratio: 0.35% per year.

FDIQ has the higher dividend yield at 2.53%, compared with 2.02% for KBWP.

KBWP tracks KBW Nasdaq Property & Casualty (TR), while FDIQ tracks Bloomberg Financial Data Providers Index.

FDIQ currently has the higher Sharpe Ratio (1.18 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KBWP and FDIQ

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