KBWY vs. VXUS
KBWY (Invesco KBW Premium Yield Equity REIT ETF) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - KBWY is a REIT fund tracking the KBW Premium Yield Equity REIT Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, KBWY returned 1.43%/yr vs 9.69%/yr for VXUS. A 0.52 correlation means they provide meaningful diversification when combined. KBWY charges 0.35%/yr vs 0.05%/yr for VXUS.
Performance
KBWY vs. VXUS - Performance Comparison
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Returns By Period
In the year-to-date period, KBWY achieves a 19.61% return, which is significantly higher than VXUS's 14.45% return. Over the past 10 years, KBWY has underperformed VXUS with an annualized return of 1.43%, while VXUS has yielded a comparatively higher 9.69% 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%
VXUS
- 1D
- 0.17%
- 1M
- 3.40%
- YTD
- 14.45%
- 6M
- 16.87%
- 1Y
- 31.38%
- 3Y*
- 19.55%
- 5Y*
- 8.49%
- 10Y*
- 9.69%
KBWY vs. VXUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 14.45% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
Correlation
The correlation between KBWY and VXUS is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2011 | 0.52 |
The correlation between KBWY and VXUS has been stable across timeframes, ranging from 0.44 to 0.54 - a consistent structural relationship.
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Return for Risk
KBWY vs. VXUS — Risk / Return Rank
KBWY
VXUS
KBWY vs. VXUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and Vanguard Total International Stock ETF (VXUS). 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.
| KBWY | VXUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.38 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.80 | -0.01 |
| Martin ratioReturn relative to average drawdown | 6.63 | 10.92 | -4.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KBWY | VXUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.08 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.53 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.57 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.39 | -0.18 |
Drawdowns
KBWY vs. VXUS - Drawdown Comparison
The maximum KBWY drawdown since its inception was -57.68%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for KBWY and VXUS.
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Drawdown Indicators
| KBWY | VXUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.68% | -35.97% | -21.71% |
Max Drawdown (1Y)Largest decline over 1 year | -9.24% | -11.27% | +2.03% |
Max Drawdown (3Y)Largest decline over 3 years | -29.93% | -13.58% | -16.35% |
Max Drawdown (5Y)Largest decline over 5 years | -32.29% | -29.44% | -2.85% |
Max Drawdown (10Y)Largest decline over 10 years | -57.68% | -35.97% | -21.71% |
Current DrawdownCurrent decline from peak | -8.88% | -0.82% | -8.06% |
Average DrawdownAverage peak-to-trough decline | -14.18% | -8.22% | -5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.88% | 2.88% | +1.00% |
Volatility
KBWY vs. VXUS - Volatility Comparison
The current volatility for Invesco KBW Premium Yield Equity REIT ETF (KBWY) is 4.49%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.46%. This indicates that KBWY experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KBWY | VXUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 5.46% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.79% | 13.00% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.56% | 15.20% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.63% | 16.04% | +5.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 17.15% | +9.90% |
KBWY vs. VXUS - Expense Ratio Comparison
KBWY has a 0.35% expense ratio, which is higher than VXUS's 0.05% expense ratio.
Dividends
KBWY vs. VXUS - Dividend Comparison
KBWY's dividend yield for the trailing twelve months is around 8.46%, more than VXUS's 2.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VXUS Vanguard Total International Stock ETF | 2.65% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
Frequently Asked Questions
KBWY and VXUS have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VXUS has higher volatility (5.46%) compared to KBWY (4.49%). In terms of maximum drawdown, KBWY dropped -57.68% vs VXUS's -35.97%.
On 10-year performance, VXUS leads with 9.69% vs 1.43% for KBWY. On fees, VXUS is cheaper at 0.05% per year. On volatility, KBWY has been the lower-risk option at 4.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VXUS has performed better with a 9.69% return vs 1.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VXUS is cheaper with a 0.05% expense ratio, compared with 0.35% for KBWY.
KBWY has the higher dividend yield at 8.46%, compared with 2.65% for VXUS.
KBWY is categorized as REIT, while VXUS is Global Equities. KBWY tracks KBW Premium Yield Equity REIT Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.35% for KBWY and 0.05% for VXUS.
VXUS currently has the higher Sharpe Ratio (2.08 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.
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