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KBWY vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWY vs. PIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and VanEck Commodity Strategy ETF (PIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KBWY achieves a 21.05% return, which is significantly lower than PIT's 27.31% return.


KBWY

1D
0.06%
1M
3.43%
YTD
21.05%
6M
22.09%
1Y
24.91%
3Y*
11.51%
5Y*
2.89%
10Y*
1.34%

PIT

1D
-0.75%
1M
-10.60%
YTD
27.31%
6M
26.74%
1Y
38.33%
3Y*
19.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWY vs. PIT - Yearly Performance Comparison


2026 (YTD)2025202420232022
KBWY
Invesco KBW Premium Yield Equity REIT ETF
21.05%-5.30%-3.49%12.88%-0.26%
PIT
VanEck Commodity Strategy ETF
27.31%21.63%6.77%-4.54%1.67%

Correlation

The correlation between KBWY and PIT is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.03

The correlation between KBWY and PIT shifts across timeframes, from -0.14 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KBWY vs. PIT — Risk / Return Rank

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

KBWY
KBWY Risk / Return Rank: 4545
Overall Rank
KBWY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 4444
Sortino Ratio Rank
KBWY Omega Ratio Rank: 3939
Omega Ratio Rank
KBWY Calmar Ratio Rank: 5656
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4141
Martin Ratio Rank

PIT
PIT Risk / Return Rank: 5555
Overall Rank
PIT Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 4848
Sortino Ratio Rank
PIT Omega Ratio Rank: 5252
Omega Ratio Rank
PIT Calmar Ratio Rank: 5757
Calmar Ratio Rank
PIT Martin Ratio Rank: 6262
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. PIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and VanEck Commodity Strategy ETF (PIT). 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.


KBWYPITDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.07

Calmar ratioReturn relative to maximum drawdown

2.71

2.74

-0.03

Martin ratioReturn relative to average drawdown

6.43

10.88

-4.45

KBWY vs. PIT - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 1.49, which is comparable to the PIT Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of KBWY and PIT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KBWY vs. PIT - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than PIT's maximum drawdown of -14.05%. Use the drawdown chart below to compare losses from any high point for KBWY and PIT.


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Drawdown Indicators


KBWYPITDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-14.05%

-43.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-14.05%

+4.81%

Max Drawdown (3Y)

Largest decline over 3 years

-29.93%

-14.05%

-15.88%

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

-7.79%

-14.05%

+6.26%

Average Drawdown

Average peak-to-trough decline

-14.15%

-4.07%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

3.59%

+0.29%

Volatility

KBWY vs. PIT - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) and VanEck Commodity Strategy ETF (PIT) have volatilities of 4.76% and 4.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWYPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.76%

4.67%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.12%

19.36%

-7.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

21.66%

-4.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

17.50%

+4.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

17.50%

+9.58%

KBWY vs. PIT - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is lower than PIT's 0.55% expense ratio.


Dividends

KBWY vs. PIT - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 9.09%, more than PIT's 7.00% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.09%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
PIT
VanEck Commodity Strategy ETF
7.00%8.92%3.59%6.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KBWY and PIT have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWY has higher volatility (4.76%) compared to PIT (4.67%). In terms of maximum drawdown, KBWY dropped -57.68% vs PIT's -14.05%.

On 3-year performance, PIT leads with 19.51% vs 11.51% for KBWY. On fees, KBWY is cheaper at 0.35% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 19.51% return vs 11.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWY is cheaper with a 0.35% expense ratio, compared with 0.55% for PIT.

KBWY has the higher dividend yield at 9.09%, compared with 7.00% for PIT.

KBWY is categorized as REIT, while PIT is Commodities. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.35% for KBWY and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (1.78 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KBWY and PIT

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