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KBWY vs. XLRI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBWY vs. XLRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Premium Yield Equity REIT ETF (KBWY) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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 XLRI's 6.71% 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%

XLRI

1D
1.31%
1M
1.23%
YTD
6.71%
6M
7.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBWY vs. XLRI - Yearly Performance Comparison


Correlation

The correlation between KBWY and XLRI is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 30, 2025

0.71

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Return for Risk

KBWY vs. XLRI — 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

XLRI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. XLRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Premium Yield Equity REIT ETF (KBWY) and State Street Real Estate Select Sector SPDR Premium Income ETF (XLRI). 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.


KBWYXLRIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.72

Martin ratioReturn relative to average drawdown

6.48

KBWY vs. XLRI - Sharpe Ratio Comparison


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Drawdowns

KBWY vs. XLRI - Drawdown Comparison

The maximum KBWY drawdown since its inception was -57.68%, which is greater than XLRI's maximum drawdown of -7.12%. Use the drawdown chart below to compare losses from any high point for KBWY and XLRI.


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Drawdown Indicators


KBWYXLRIDifference

Max Drawdown

Largest peak-to-trough decline

-57.68%

-7.12%

-50.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.24%

Max Drawdown (3Y)

Largest decline over 3 years

-29.93%

Max Drawdown (5Y)

Largest decline over 5 years

-32.29%

Max Drawdown (10Y)

Largest decline over 10 years

-57.68%

Current Drawdown

Current decline from peak

-6.64%

-0.54%

-6.10%

Average Drawdown

Average peak-to-trough decline

-14.15%

-1.65%

-12.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.88%

Volatility

KBWY vs. XLRI - Volatility Comparison


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Volatility by Period


KBWYXLRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

10.99%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.61%

10.99%

+10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.08%

10.99%

+16.09%

KBWY vs. XLRI - Expense Ratio Comparison

Both KBWY and XLRI have an expense ratio of 0.35%.


Dividends

KBWY vs. XLRI - Dividend Comparison

KBWY's dividend yield for the trailing twelve months is around 8.28%, less than XLRI's 12.24% 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%
XLRI
State Street Real Estate Select Sector SPDR Premium Income ETF
12.24%6.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KBWY and XLRI have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

KBWY and XLRI have the same expense ratio: 0.35% per year.

XLRI has the higher dividend yield at 12.24%, compared with 8.28% for KBWY.

KBWY is categorized as REIT, while XLRI is Derivative Income. They also come from different issuers: Invesco and State Street.

Portfolio Optimizer

Find the right allocation for KBWY and XLRI

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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