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KIE vs. KBWP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KIE and KBWP is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

KIE vs. KBWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Insurance ETF (KIE) and Invesco KBW Property & Casualty Insurance ETF (KBWP). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%NovemberDecember2025FebruaryMarchApril
472.24%
579.95%
KIE
KBWP

Key characteristics

Sharpe Ratio

KIE:

1.16

KBWP:

1.06

Sortino Ratio

KIE:

1.66

KBWP:

1.53

Omega Ratio

KIE:

1.21

KBWP:

1.20

Calmar Ratio

KIE:

1.56

KBWP:

1.50

Martin Ratio

KIE:

4.54

KBWP:

3.95

Ulcer Index

KIE:

4.16%

KBWP:

4.67%

Daily Std Dev

KIE:

16.34%

KBWP:

17.33%

Max Drawdown

KIE:

-75.30%

KBWP:

-39.77%

Current Drawdown

KIE:

-2.54%

KBWP:

-0.73%

Returns By Period

In the year-to-date period, KIE achieves a 6.40% return, which is significantly lower than KBWP's 7.53% return. Over the past 10 years, KIE has underperformed KBWP with an annualized return of 12.29%, while KBWP has yielded a comparatively higher 13.36% annualized return.


KIE

YTD

6.40%

1M

1.74%

6M

7.04%

1Y

18.92%

5Y*

23.32%

10Y*

12.29%

KBWP

YTD

7.53%

1M

4.87%

6M

9.23%

1Y

18.55%

5Y*

22.92%

10Y*

13.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KIE vs. KBWP - Expense Ratio Comparison

Both KIE and KBWP have an expense ratio of 0.35%.


KIE
SPDR S&P Insurance ETF
Expense ratio chart for KIE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KIE: 0.35%
Expense ratio chart for KBWP: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWP: 0.35%

Risk-Adjusted Performance

KIE vs. KBWP — Risk-Adjusted Performance Rank

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

KIE
The Risk-Adjusted Performance Rank of KIE is 8383
Overall Rank
The Sharpe Ratio Rank of KIE is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of KIE is 8282
Sortino Ratio Rank
The Omega Ratio Rank of KIE is 8282
Omega Ratio Rank
The Calmar Ratio Rank of KIE is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KIE is 8181
Martin Ratio Rank

KBWP
The Risk-Adjusted Performance Rank of KBWP is 8181
Overall Rank
The Sharpe Ratio Rank of KBWP is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWP is 8080
Sortino Ratio Rank
The Omega Ratio Rank of KBWP is 8080
Omega Ratio Rank
The Calmar Ratio Rank of KBWP is 8686
Calmar Ratio Rank
The Martin Ratio Rank of KBWP is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KIE vs. KBWP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Insurance ETF (KIE) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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 KIE, currently valued at 1.16, compared to the broader market0.002.004.00
KIE: 1.16
KBWP: 1.06
The chart of Sortino ratio for KIE, currently valued at 1.66, compared to the broader market-2.000.002.004.006.008.0010.0012.00
KIE: 1.66
KBWP: 1.53
The chart of Omega ratio for KIE, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
KIE: 1.21
KBWP: 1.20
The chart of Calmar ratio for KIE, currently valued at 1.56, compared to the broader market0.005.0010.0015.00
KIE: 1.56
KBWP: 1.50
The chart of Martin ratio for KIE, currently valued at 4.54, compared to the broader market0.0020.0040.0060.0080.00100.00
KIE: 4.54
KBWP: 3.95

The current KIE Sharpe Ratio is 1.16, which is comparable to the KBWP Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of KIE and KBWP, 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 Ratio1.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.16
1.06
KIE
KBWP

Dividends

KIE vs. KBWP - Dividend Comparison

KIE's dividend yield for the trailing twelve months is around 1.57%, less than KBWP's 1.67% yield.


TTM20242023202220212020201920182017201620152014
KIE
SPDR S&P Insurance ETF
1.57%1.48%1.45%1.90%1.95%1.85%1.76%1.83%1.56%1.55%1.65%1.81%
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.67%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%2.73%

Drawdowns

KIE vs. KBWP - Drawdown Comparison

The maximum KIE drawdown since its inception was -75.30%, which is greater than KBWP's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for KIE and KBWP. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.54%
-0.73%
KIE
KBWP

Volatility

KIE vs. KBWP - Volatility Comparison

SPDR S&P Insurance ETF (KIE) has a higher volatility of 5.11% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.04%. This indicates that KIE's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.11%
4.04%
KIE
KBWP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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