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KBWY vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KBWY vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
14.17%
12.21%
KBWY
VOO

Returns By Period

In the year-to-date period, KBWY achieves a 3.93% return, which is significantly lower than VOO's 25.52% return. Over the past 10 years, KBWY has underperformed VOO with an annualized return of 1.87%, while VOO has yielded a comparatively higher 13.15% annualized return.


KBWY

YTD

3.93%

1M

-4.97%

6M

14.17%

1Y

19.33%

5Y (annualized)

-0.93%

10Y (annualized)

1.87%

VOO

YTD

25.52%

1M

1.19%

6M

12.21%

1Y

32.23%

5Y (annualized)

15.58%

10Y (annualized)

13.15%

Key characteristics


KBWYVOO
Sharpe Ratio0.862.62
Sortino Ratio1.323.50
Omega Ratio1.171.49
Calmar Ratio0.613.78
Martin Ratio2.0117.12
Ulcer Index8.74%1.86%
Daily Std Dev20.44%12.19%
Max Drawdown-57.68%-33.99%
Current Drawdown-13.34%-1.36%

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KBWY vs. VOO - Expense Ratio Comparison

KBWY has a 0.35% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.6

The correlation between KBWY and VOO is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

KBWY vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Vanguard S&P 500 ETF (VOO). 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 market0.002.004.000.862.62
The chart of Sortino ratio for KBWY, currently valued at 1.32, compared to the broader market-2.000.002.004.006.008.0010.0012.001.323.50
The chart of Omega ratio for KBWY, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.49
The chart of Calmar ratio for KBWY, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.613.78
The chart of Martin ratio for KBWY, currently valued at 2.01, compared to the broader market0.0020.0040.0060.0080.00100.002.0117.12
KBWY
VOO

The current KBWY Sharpe Ratio is 0.86, which is lower than the VOO Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of KBWY and VOO, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.86
2.62
KBWY
VOO

Dividends

KBWY vs. VOO - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.08%, more than VOO's 1.25% 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%
VOO
Vanguard S&P 500 ETF
1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

KBWY vs. VOO - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KBWY and VOO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.34%
-1.36%
KBWY
VOO

Volatility

KBWY vs. VOO - Volatility Comparison

Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.28% and 4.10%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.28%
4.10%
KBWY
VOO