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KBWP vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWP vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Property & Casualty Insurance ETF (KBWP) and Portfolio Building Block European Banks Index ETF (PBEU). 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 7.40% return, which is significantly lower than PBEU's 21.81% return.


KBWP

1D
-0.46%
1M
0.93%
6M
10.54%
YTD
7.40%
1Y
18.27%
3Y*
19.15%
5Y*
14.28%
10Y*
12.93%
ALL TIME*
13.72%

PBEU

1D
-0.11%
1M
5.63%
6M
13.95%
YTD
21.81%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.91M$3.13M$2.04M
$1.85M$6.79M$5.48M

KBWP vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between KBWP and PBEU is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

-0.13

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Return for Risk

KBWP vs. PBEU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KBWP
KBWP Risk / Return Rank: 4141
Overall Rank
KBWP Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KBWP Sortino Ratio Rank: 3939
Sortino Ratio Rank
KBWP Omega Ratio Rank: 3838
Omega Ratio Rank
KBWP Calmar Ratio Rank: 5151
Calmar Ratio Rank
KBWP Martin Ratio Rank: 3939
Martin Ratio Rank

PBEU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KBWP vs. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Property & Casualty Insurance ETF (KBWP) and Portfolio Building Block European Banks Index ETF (PBEU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KBWPPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.83

Martin ratioReturn relative to average drawdown

4.15

KBWP vs. PBEU - Sharpe Ratio Comparison


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Drawdowns

KBWP vs. PBEU - Drawdown Comparison

The maximum KBWP drawdown since its inception was -39.76%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for KBWP and PBEU.


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Drawdown Indicators


KBWPPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-39.76%

-17.26%

-22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

Current Drawdown

Current decline from peak

-3.41%

-0.11%

-3.30%

Average Drawdown

Average peak-to-trough decline

-4.35%

-3.54%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

Volatility

KBWP vs. PBEU - Volatility Comparison


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Volatility by Period


KBWPPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.84%

27.34%

-9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

27.34%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.85%

27.34%

-6.49%

KBWP vs. PBEU - Expense Ratio Comparison

KBWP has a 0.35% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

KBWP vs. PBEU - Dividend Comparison

KBWP's dividend yield for the trailing twelve months is around 1.82%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.82%1.58%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KBWP and PBEU have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.35% for KBWP.

KBWP has the higher dividend yield at 1.82%, compared with 0.01% for PBEU.

KBWP tracks KBW Nasdaq Property & Casualty Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: Invesco and Portfolio Building Block. Their fees differ too: 0.35% for KBWP and 0.13% for PBEU.

Portfolio Optimizer

Find the right allocation for KBWP and PBEU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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