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KBWY vs. RDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWY vs. RDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and ALPS REIT Dividend Dogs ETF (RDOG). 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 26.20% return, which is significantly higher than RDOG's 19.21% return. Over the past 10 years, KBWY has underperformed RDOG with an annualized return of 0.99%, while RDOG has yielded a comparatively higher 4.11% annualized return.


KBWY

1D
0.38%
1M
2.04%
6M
20.44%
YTD
26.20%
1Y
25.16%
3Y*
8.47%
5Y*
3.25%
10Y*
0.99%

RDOG

1D
-0.09%
1M
0.39%
6M
15.57%
YTD
19.21%
1Y
20.40%
3Y*
10.66%
5Y*
2.50%
10Y*
4.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWY vs. RDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWY
Invesco KBW Premium Yield Equity REIT ETF
26.20%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%
RDOG
ALPS REIT Dividend Dogs ETF
19.21%0.95%4.57%10.38%-25.53%34.42%-10.01%21.54%-5.70%11.84%

Correlation

The correlation between KBWY and RDOG is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2010

0.82

The correlation between KBWY and RDOG shifts across timeframes, from 0.82 (all time) to 0.96 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

KBWY vs. RDOG — Risk / Return Rank

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

KBWY
KBWY Risk / Return Rank: 5656
Overall Rank
KBWY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 5858
Sortino Ratio Rank
KBWY Omega Ratio Rank: 5050
Omega Ratio Rank
KBWY Calmar Ratio Rank: 6868
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4949
Martin Ratio Rank

RDOG
RDOG Risk / Return Rank: 4949
Overall Rank
RDOG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RDOG Sortino Ratio Rank: 5151
Sortino Ratio Rank
RDOG Omega Ratio Rank: 4545
Omega Ratio Rank
RDOG Calmar Ratio Rank: 5151
Calmar Ratio Rank
RDOG Martin Ratio Rank: 4949
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. RDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and ALPS REIT Dividend Dogs ETF (RDOG). 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.


KBWYRDOGDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.73

2.04

+0.69

Martin ratioReturn relative to average drawdown

6.62

6.61

+0.01

KBWY vs. RDOG - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 1.52, which is comparable to the RDOG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of KBWY and RDOG, 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. RDOG - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, smaller than the maximum RDOG drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for KBWY and RDOG.


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Drawdown Indicators


KBWYRDOGDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-67.59%

+9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-10.02%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-29.93%

-21.40%

-8.53%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

-35.52%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

-49.35%

-8.33%

Current Drawdown

Current decline from peak

-3.86%

-1.42%

-2.44%

Average Drawdown

Average peak-to-trough decline

-14.12%

-12.19%

-1.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.10%

+0.79%

Volatility

KBWY vs. RDOG - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) and ALPS REIT Dividend Dogs ETF (RDOG) have volatilities of 4.72% and 4.70%, 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


KBWYRDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.72%

4.70%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

11.27%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

14.80%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

19.85%

+1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

23.04%

+4.02%

KBWY vs. RDOG - Expense Ratio Comparison

Both KBWY and RDOG have an expense ratio of 0.35%.


Dividends

KBWY vs. RDOG - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.04%, more than RDOG's 6.12% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.04%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
RDOG
ALPS REIT Dividend Dogs ETF
6.12%6.91%6.11%7.07%5.25%3.11%5.12%3.10%3.13%3.64%3.66%3.43%

Frequently Asked Questions


With a correlation of 0.95, KBWY and RDOG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KBWY has higher volatility (4.72%) compared to RDOG (4.70%). In terms of maximum drawdown, KBWY dropped -57.68% vs RDOG's -67.59%.

On 10-year performance, RDOG leads with 4.11% vs 0.99% for KBWY. Both ETFs have the same 0.35% expense ratio. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RDOG has performed better with a 4.11% return vs 0.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWY and RDOG have the same expense ratio: 0.35% per year.

KBWY has the higher dividend yield at 8.04%, compared with 6.12% for RDOG.

KBWY tracks KBW Nasdaq Premium Yield Equity REIT Index, while RDOG tracks S-Network REIT Dividend Dogs Index. They also come from different issuers: Invesco and SS&C.

KBWY currently has the higher Sharpe Ratio (1.52 vs 1.39), 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

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