PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KBWY vs. SCHH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KBWY vs. SCHH - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
16.74%
18.02%
KBWY
SCHH

Returns By Period

In the year-to-date period, KBWY achieves a 3.93% return, which is significantly lower than SCHH's 10.70% return. Over the past 10 years, KBWY has underperformed SCHH with an annualized return of 1.87%, while SCHH has yielded a comparatively higher 4.53% annualized return.


KBWY

YTD

3.93%

1M

-4.97%

6M

14.17%

1Y

19.33%

5Y (annualized)

-0.93%

10Y (annualized)

1.87%

SCHH

YTD

10.70%

1M

-1.14%

6M

15.52%

1Y

24.55%

5Y (annualized)

2.27%

10Y (annualized)

4.53%

Key characteristics


KBWYSCHH
Sharpe Ratio0.861.49
Sortino Ratio1.322.10
Omega Ratio1.171.26
Calmar Ratio0.610.92
Martin Ratio2.015.49
Ulcer Index8.74%4.33%
Daily Std Dev20.44%15.97%
Max Drawdown-57.68%-44.22%
Current Drawdown-13.34%-7.68%

Compare stocks, funds, or ETFs

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


KBWY vs. SCHH - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is higher than SCHH's 0.07% expense ratio.


KBWY
Invesco KBW Premium Yield Equity REIT ETF
Expense ratio chart for KBWY: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHH: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Correlation

-0.50.00.51.00.8

The correlation between KBWY and SCHH is 0.84, 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

KBWY vs. SCHH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Schwab US REIT ETF (SCHH). 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.


Sharpe ratio
The chart of Sharpe ratio for KBWY, currently valued at 0.86, compared to the broader market0.002.004.000.861.49
The chart of Sortino ratio for KBWY, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.0012.001.322.10
The chart of Omega ratio for KBWY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.26
The chart of Calmar ratio for KBWY, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.610.92
The chart of Martin ratio for KBWY, currently valued at 2.01, compared to the broader market0.0020.0040.0060.0080.00100.002.015.49
KBWY
SCHH

The current KBWY Sharpe Ratio is 0.86, which is lower than the SCHH Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of KBWY and SCHH, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.86
1.49
KBWY
SCHH

Dividends

KBWY vs. SCHH - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.08%, more than SCHH's 2.95% yield.


TTM20232022202120202019201820172016201520142013
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.08%7.90%7.41%5.06%10.35%6.19%8.64%7.25%6.55%5.72%4.57%4.85%
SCHH
Schwab US REIT ETF
2.95%3.24%2.55%1.50%2.86%2.87%3.66%2.22%2.81%2.48%2.18%2.59%

Drawdowns

KBWY vs. SCHH - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than SCHH's maximum drawdown of -44.22%. Use the drawdown chart below to compare losses from any high point for KBWY and SCHH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%JuneJulyAugustSeptemberOctoberNovember
-13.34%
-7.68%
KBWY
SCHH

Volatility

KBWY vs. SCHH - Volatility Comparison

The current volatility for Invesco KBW Premium Yield Equity REIT ETF (KBWY) is 4.28%, while Schwab US REIT ETF (SCHH) has a volatility of 4.70%. This indicates that KBWY experiences smaller price fluctuations and is considered to be less risky than SCHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.28%
4.70%
KBWY
SCHH