PortfoliosLab logo
KBWR vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KBWR and VOO is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

KBWR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Regional Banking ETF (KBWR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
226.37%
481.88%
KBWR
VOO

Key characteristics

Sharpe Ratio

KBWR:

0.39

VOO:

0.54

Sortino Ratio

KBWR:

0.80

VOO:

0.88

Omega Ratio

KBWR:

1.10

VOO:

1.13

Calmar Ratio

KBWR:

0.42

VOO:

0.55

Martin Ratio

KBWR:

1.23

VOO:

2.27

Ulcer Index

KBWR:

10.00%

VOO:

4.55%

Daily Std Dev

KBWR:

32.04%

VOO:

19.19%

Max Drawdown

KBWR:

-52.86%

VOO:

-33.99%

Current Drawdown

KBWR:

-20.39%

VOO:

-9.90%

Returns By Period

In the year-to-date period, KBWR achieves a -9.69% return, which is significantly lower than VOO's -5.74% return. Over the past 10 years, KBWR has underperformed VOO with an annualized return of 5.36%, while VOO has yielded a comparatively higher 12.12% annualized return.


KBWR

YTD

-9.69%

1M

-5.55%

6M

-4.75%

1Y

12.80%

5Y*

12.03%

10Y*

5.36%

VOO

YTD

-5.74%

1M

-2.90%

6M

-4.28%

1Y

9.78%

5Y*

15.72%

10Y*

12.12%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KBWR vs. VOO - Expense Ratio Comparison

KBWR has a 0.35% expense ratio, which is higher than VOO's 0.03% expense ratio.


Expense ratio chart for KBWR: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWR: 0.35%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

KBWR vs. VOO — Risk-Adjusted Performance Rank

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

KBWR
The Risk-Adjusted Performance Rank of KBWR is 5353
Overall Rank
The Sharpe Ratio Rank of KBWR is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWR is 5757
Sortino Ratio Rank
The Omega Ratio Rank of KBWR is 5454
Omega Ratio Rank
The Calmar Ratio Rank of KBWR is 5757
Calmar Ratio Rank
The Martin Ratio Rank of KBWR is 4848
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6464
Overall Rank
The Sharpe Ratio Rank of VOO is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6262
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KBWR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Regional Banking ETF (KBWR) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for KBWR, currently valued at 0.39, compared to the broader market-1.000.001.002.003.004.00
KBWR: 0.39
VOO: 0.54
The chart of Sortino ratio for KBWR, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
KBWR: 0.80
VOO: 0.88
The chart of Omega ratio for KBWR, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
KBWR: 1.10
VOO: 1.13
The chart of Calmar ratio for KBWR, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
KBWR: 0.42
VOO: 0.55
The chart of Martin ratio for KBWR, currently valued at 1.23, compared to the broader market0.0020.0040.0060.00
KBWR: 1.23
VOO: 2.27

The current KBWR Sharpe Ratio is 0.39, which is comparable to the VOO Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of KBWR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.39
0.54
KBWR
VOO

Dividends

KBWR vs. VOO - Dividend Comparison

KBWR's dividend yield for the trailing twelve months is around 2.95%, more than VOO's 1.38% yield.


TTM20242023202220212020201920182017201620152014
KBWR
Invesco KBW Regional Banking ETF
2.95%2.69%2.89%2.51%2.04%2.92%2.44%2.45%1.59%1.50%1.92%1.79%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

KBWR vs. VOO - Drawdown Comparison

The maximum KBWR drawdown since its inception was -52.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KBWR and VOO. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.39%
-9.90%
KBWR
VOO

Volatility

KBWR vs. VOO - Volatility Comparison

Invesco KBW Regional Banking ETF (KBWR) has a higher volatility of 16.49% compared to Vanguard S&P 500 ETF (VOO) at 13.96%. This indicates that KBWR's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
16.49%
13.96%
KBWR
VOO