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KBWY vs. SDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWY vs. SDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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 19.61% return, which is significantly higher than SDEM's 10.42% return. Over the past 10 years, KBWY has underperformed SDEM with an annualized return of 1.43%, while SDEM has yielded a comparatively higher 4.74% annualized return.


KBWY

1D
2.17%
1M
5.12%
YTD
19.61%
6M
21.19%
1Y
25.66%
3Y*
10.27%
5Y*
2.59%
10Y*
1.43%

SDEM

1D
0.06%
1M
-0.88%
YTD
10.42%
6M
10.07%
1Y
29.60%
3Y*
19.64%
5Y*
4.15%
10Y*
4.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWY vs. SDEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWY
Invesco KBW Premium Yield Equity REIT ETF
19.61%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
10.42%32.01%4.02%12.64%-21.53%2.11%-11.13%17.56%-17.40%16.57%

Correlation

The correlation between KBWY and SDEM is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.39

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

0.38

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2015

0.39

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Return for Risk

KBWY vs. SDEM — Risk / Return Rank

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

KBWY
KBWY Risk / Return Rank: 4646
Overall Rank
KBWY Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 4646
Sortino Ratio Rank
KBWY Omega Ratio Rank: 4141
Omega Ratio Rank
KBWY Calmar Ratio Rank: 5858
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4242
Martin Ratio Rank

SDEM
SDEM Risk / Return Rank: 6666
Overall Rank
SDEM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SDEM Sortino Ratio Rank: 6767
Sortino Ratio Rank
SDEM Omega Ratio Rank: 6464
Omega Ratio Rank
SDEM Calmar Ratio Rank: 6767
Calmar Ratio Rank
SDEM Martin Ratio Rank: 6464
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. SDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM). 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.


KBWYSDEMDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.26

1.38

-0.12

Calmar ratioReturn relative to maximum drawdown

2.79

3.29

-0.51

Martin ratioReturn relative to average drawdown

6.63

11.41

-4.78

KBWY vs. SDEM - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 1.56, which is comparable to the SDEM Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of KBWY and SDEM, 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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Sharpe Ratios by Period


KBWYSDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

2.19

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.24

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.25

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.18

+0.02

Drawdowns

KBWY vs. SDEM - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than SDEM's maximum drawdown of -47.38%. Use the drawdown chart below to compare losses from any high point for KBWY and SDEM.


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Drawdown Indicators


KBWYSDEMDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-47.38%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-9.03%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-29.93%

-12.34%

-17.59%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

-36.70%

+4.41%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

-47.38%

-10.30%

Current Drawdown

Current decline from peak

-8.88%

-4.14%

-4.74%

Average Drawdown

Average peak-to-trough decline

-14.18%

-20.70%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.60%

+1.28%

Volatility

KBWY vs. SDEM - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Global X MSCI SuperDividend Emerging Markets ETF (SDEM) have volatilities of 4.49% and 4.48%, 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


KBWYSDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.49%

4.48%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

11.79%

11.14%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.56%

13.57%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.63%

17.42%

+4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.05%

19.22%

+7.83%

KBWY vs. SDEM - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is lower than SDEM's 0.67% expense ratio.


Dividends

KBWY vs. SDEM - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.46%, more than SDEM's 5.02% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.46%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
SDEM
Global X MSCI SuperDividend Emerging Markets ETF
5.02%5.27%7.28%7.50%8.86%8.14%6.30%6.47%6.55%5.01%5.06%6.14%

Frequently Asked Questions


KBWY and SDEM have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWY has higher volatility (4.49%) compared to SDEM (4.48%). In terms of maximum drawdown, KBWY dropped -57.68% vs SDEM's -47.38%.

On 10-year performance, SDEM leads with 4.74% vs 1.43% 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 10-year period, SDEM has performed better with a 4.74% return vs 1.43%. 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 0.67% for SDEM.

KBWY has the higher dividend yield at 8.46%, compared with 5.02% for SDEM.

KBWY is categorized as REIT, while SDEM is Emerging Markets Equities. KBWY tracks KBW Premium Yield Equity REIT Index, while SDEM tracks MSCI Emerging Markets Top 50 Dividend. They also come from different issuers: Invesco and Global X. Their fees differ too: 0.35% for KBWY and 0.67% for SDEM.

SDEM currently has the higher Sharpe Ratio (2.19 vs 1.56), 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 SDEM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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