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KBWY vs. BYRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KBWY vs. BYRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Principal Real Estate Active Opportunities ETF (BYRE). The values are adjusted to include any dividend payments, if applicable.

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KBWY vs. BYRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
KBWY
Invesco KBW Premium Yield Equity REIT ETF
1.36%-5.30%-3.49%12.88%-9.63%
BYRE
Principal Real Estate Active Opportunities ETF
2.60%2.35%4.18%10.82%-9.01%

Returns By Period

In the year-to-date period, KBWY achieves a 1.36% return, which is significantly lower than BYRE's 2.60% return.


KBWY

1D
1.46%
1M
-5.95%
YTD
1.36%
6M
0.50%
1Y
0.75%
3Y*
2.80%
5Y*
-0.24%
10Y*
0.27%

BYRE

1D
1.44%
1M
-6.38%
YTD
2.60%
6M
0.58%
1Y
1.04%
3Y*
5.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KBWY vs. BYRE - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is lower than BYRE's 0.65% expense ratio.


Return for Risk

KBWY vs. BYRE — Risk / Return Rank

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

KBWY
KBWY Risk / Return Rank: 1313
Overall Rank
KBWY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 1313
Sortino Ratio Rank
KBWY Omega Ratio Rank: 1313
Omega Ratio Rank
KBWY Calmar Ratio Rank: 1414
Calmar Ratio Rank
KBWY Martin Ratio Rank: 1414
Martin Ratio Rank

BYRE
BYRE Risk / Return Rank: 1414
Overall Rank
BYRE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
BYRE Sortino Ratio Rank: 1313
Sortino Ratio Rank
BYRE Omega Ratio Rank: 1313
Omega Ratio Rank
BYRE Calmar Ratio Rank: 1515
Calmar Ratio Rank
BYRE Martin Ratio Rank: 1515
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.

KBWY vs. BYRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Principal Real Estate Active Opportunities ETF (BYRE). 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.


KBWYBYREDifference

Sharpe ratio

Return per unit of total volatility

0.04

0.07

-0.03

Sortino ratio

Return per unit of downside risk

0.19

0.20

-0.01

Omega ratio

Gain probability vs. loss probability

1.02

1.03

0.00

Calmar ratio

Return relative to maximum drawdown

0.08

0.15

-0.07

Martin ratio

Return relative to average drawdown

0.23

0.48

-0.26

KBWY vs. BYRE - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 0.04, which is lower than the BYRE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of KBWY and BYRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KBWYBYREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

0.07

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.14

+0.02

Correlation

The correlation between KBWY and BYRE is 0.79, 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.


Dividends

KBWY vs. BYRE - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 9.87%, more than BYRE's 2.64% yield.


TTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.87%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
BYRE
Principal Real Estate Active Opportunities ETF
2.64%2.71%2.31%2.63%1.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KBWY vs. BYRE - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than BYRE's maximum drawdown of -25.70%. Use the drawdown chart below to compare losses from any high point for KBWY and BYRE.


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Drawdown Indicators


KBWYBYREDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-25.70%

-31.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.71%

-10.82%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

Current Drawdown

Current decline from peak

-22.78%

-6.43%

-16.35%

Average Drawdown

Average peak-to-trough decline

-14.17%

-9.96%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

3.28%

+1.61%

Volatility

KBWY vs. BYRE - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a higher volatility of 5.91% compared to Principal Real Estate Active Opportunities ETF (BYRE) at 4.70%. This indicates that KBWY's price experiences larger fluctuations and is considered to be riskier than BYRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWYBYREDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

4.70%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

8.77%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.26%

15.00%

+4.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.58%

18.29%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

18.29%

+8.75%