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KBWY vs. SPHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWY vs. SPHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Invesco S&P 500 Quality ETF (SPHQ). 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 22.56% return, which is significantly higher than SPHQ's 16.54% return. Over the past 10 years, KBWY has underperformed SPHQ with an annualized return of 1.46%, while SPHQ has yielded a comparatively higher 15.46% annualized return.


KBWY

1D
1.25%
1M
4.73%
YTD
22.56%
6M
24.93%
1Y
25.07%
3Y*
11.98%
5Y*
3.00%
10Y*
1.46%

SPHQ

1D
-2.93%
1M
2.94%
YTD
16.54%
6M
15.11%
1Y
25.84%
3Y*
22.34%
5Y*
14.14%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWY vs. SPHQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBWY
Invesco KBW Premium Yield Equity REIT ETF
22.56%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%
SPHQ
Invesco S&P 500 Quality ETF
16.54%13.25%25.44%24.83%-15.76%28.03%17.36%33.64%-7.10%19.10%

Correlation

The correlation between KBWY and SPHQ is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.47

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

0.52

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

0.50

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

0.54

The correlation between KBWY and SPHQ shifts across timeframes, from 0.42 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KBWY vs. SPHQ — 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: 4545
Sortino Ratio Rank
KBWY Omega Ratio Rank: 4040
Omega Ratio Rank
KBWY Calmar Ratio Rank: 5858
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4242
Martin Ratio Rank

SPHQ
SPHQ Risk / Return Rank: 6161
Overall Rank
SPHQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 5656
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 6161
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 7070
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. SPHQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Invesco S&P 500 Quality ETF (SPHQ). 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.


KBWYSPHQDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.25

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

2.72

2.92

-0.19

Martin ratioReturn relative to average drawdown

6.48

12.48

-6.01

KBWY vs. SPHQ - Sharpe Ratio Comparison

The current KBWY Sharpe Ratio is 1.50, which is comparable to the SPHQ Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of KBWY and SPHQ, 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. SPHQ - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, roughly equal to the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for KBWY and SPHQ.


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Drawdown Indicators


KBWYSPHQDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-57.83%

+0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

-8.90%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-29.93%

-16.57%

-13.36%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

-25.04%

-7.25%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

-31.60%

-26.08%

Current Drawdown

Current decline from peak

-6.64%

-2.93%

-3.71%

Average Drawdown

Average peak-to-trough decline

-14.15%

-10.68%

-3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

2.07%

+1.81%

Volatility

KBWY vs. SPHQ - Volatility Comparison

The current volatility for Invesco KBW Premium Yield Equity REIT ETF (KBWY) is 4.85%, while Invesco S&P 500 Quality ETF (SPHQ) has a volatility of 5.88%. This indicates that KBWY experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBWYSPHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

5.88%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

11.30%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

13.46%

+3.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

16.59%

+5.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

17.91%

+9.17%

KBWY vs. SPHQ - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is higher than SPHQ's 0.15% expense ratio.


Dividends

KBWY vs. SPHQ - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.28%, more than SPHQ's 1.07% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.28%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
SPHQ
Invesco S&P 500 Quality ETF
1.07%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%

Frequently Asked Questions


KBWY and SPHQ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPHQ has higher volatility (5.88%) compared to KBWY (4.85%). In terms of maximum drawdown, KBWY dropped -57.68% vs SPHQ's -57.83%.

On 10-year performance, SPHQ leads with 15.46% vs 1.46% for KBWY. On fees, SPHQ is cheaper at 0.15% per year. On volatility, KBWY has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPHQ has performed better with a 15.46% return vs 1.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPHQ is cheaper with a 0.15% expense ratio, compared with 0.35% for KBWY.

KBWY has the higher dividend yield at 8.28%, compared with 1.07% for SPHQ.

KBWY is categorized as REIT, while SPHQ is S&P 500. KBWY tracks KBW Nasdaq Premium Yield Equity REIT Index, while SPHQ tracks S&P 500 Quality Index. Their fees differ too: 0.35% for KBWY and 0.15% for SPHQ.

SPHQ currently has the higher Sharpe Ratio (1.94 vs 1.50), 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 SPHQ

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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