KBWP vs. VUG
Compare and contrast key facts about Invesco KBW Property & Casualty Insurance ETF (KBWP) and Vanguard Growth ETF (VUG).
KBWP and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KBWP is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Property & Casualty (TR). It was launched on Dec 2, 2010. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both KBWP and VUG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KBWP or VUG.
Performance
KBWP vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, KBWP achieves a 35.39% return, which is significantly higher than VUG's 28.45% return. Over the past 10 years, KBWP has underperformed VUG with an annualized return of 13.77%, while VUG has yielded a comparatively higher 15.45% annualized return.
KBWP
35.39%
0.92%
13.26%
38.52%
13.78%
13.77%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| KBWP | VUG | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.14 |
| Sortino Ratio | 3.22 | 2.80 |
| Omega Ratio | 1.45 | 1.39 |
| Calmar Ratio | 5.85 | 2.78 |
| Martin Ratio | 15.86 | 10.98 |
| Ulcer Index | 2.44% | 3.28% |
| Daily Std Dev | 15.66% | 16.84% |
| Max Drawdown | -39.77% | -50.68% |
| Current Drawdown | -0.17% | -2.68% |
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KBWP vs. VUG - Expense Ratio Comparison
KBWP has a 0.35% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between KBWP and VUG is 0.39, 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.
Risk-Adjusted Performance
KBWP vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Property & Casualty Insurance ETF (KBWP) and Vanguard Growth ETF (VUG). 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.
Dividends
KBWP vs. VUG - Dividend Comparison
KBWP's dividend yield for the trailing twelve months is around 1.29%, more than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.29% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% | 2.73% | 1.72% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
KBWP vs. VUG - Drawdown Comparison
The maximum KBWP drawdown since its inception was -39.77%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for KBWP and VUG. For additional features, visit the drawdowns tool.
Volatility
KBWP vs. VUG - Volatility Comparison
Invesco KBW Property & Casualty Insurance ETF (KBWP) has a higher volatility of 6.23% compared to Vanguard Growth ETF (VUG) at 5.46%. This indicates that KBWP's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.