KBWR vs. FITB
Compare and contrast key facts about Invesco KBW Regional Banking ETF (KBWR) and Fifth Third Bancorp (FITB).
KBWR is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Regional Banking Index. It was launched on Nov 1, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KBWR or FITB.
Performance
KBWR vs. FITB - Performance Comparison
Returns By Period
In the year-to-date period, KBWR achieves a 21.96% return, which is significantly lower than FITB's 39.64% return. Over the past 10 years, KBWR has underperformed FITB with an annualized return of 7.91%, while FITB has yielded a comparatively higher 12.57% annualized return.
KBWR
21.96%
9.87%
30.33%
41.98%
7.87%
7.91%
FITB
39.64%
4.81%
26.30%
76.51%
14.04%
12.57%
Key characteristics
| KBWR | FITB | |
|---|---|---|
| Sharpe Ratio | 1.42 | 2.91 |
| Sortino Ratio | 2.28 | 4.09 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 1.44 | 1.89 |
| Martin Ratio | 5.07 | 19.98 |
| Ulcer Index | 8.63% | 3.97% |
| Daily Std Dev | 30.92% | 27.31% |
| Max Drawdown | -52.86% | -98.13% |
| Current Drawdown | -2.33% | -0.93% |
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Correlation
The correlation between KBWR and FITB is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
KBWR vs. FITB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Regional Banking ETF (KBWR) and Fifth Third Bancorp (FITB). 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
KBWR vs. FITB - Dividend Comparison
KBWR's dividend yield for the trailing twelve months is around 2.47%, less than FITB's 3.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBWR Invesco KBW Regional Banking ETF | 2.47% | 2.89% | 2.51% | 2.04% | 2.92% | 2.44% | 2.45% | 1.59% | 1.50% | 1.92% | 1.79% | 1.50% |
FITB Fifth Third Bancorp | 3.03% | 3.94% | 3.84% | 2.62% | 3.92% | 3.06% | 3.14% | 1.98% | 1.97% | 2.59% | 2.50% | 2.23% |
Drawdowns
KBWR vs. FITB - Drawdown Comparison
The maximum KBWR drawdown since its inception was -52.86%, smaller than the maximum FITB drawdown of -98.13%. Use the drawdown chart below to compare losses from any high point for KBWR and FITB. For additional features, visit the drawdowns tool.
Volatility
KBWR vs. FITB - Volatility Comparison
Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 15.02% compared to Fifth Third Bancorp (FITB) at 10.07%. This indicates that KBWR's price experiences larger fluctuations and is considered to be riskier than FITB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.