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KRE vs. PBEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRE vs. PBEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Regional Banking ETF (KRE) and Portfolio Building Block European Banks Index ETF (PBEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KRE achieves a 5.35% return, which is significantly lower than PBEU's 6.67% return.


KRE

1D
-2.39%
1M
-1.61%
YTD
5.35%
6M
6.27%
1Y
21.36%
3Y*
20.63%
5Y*
1.92%
10Y*
7.80%

PBEU

1D
-2.01%
1M
5.50%
YTD
6.67%
6M
14.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRE vs. PBEU - Yearly Performance Comparison


Correlation

The correlation between KRE and PBEU is 0.51, 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 Nov 26, 2025

0.51

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Return for Risk

KRE vs. PBEU — Risk / Return Rank

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

KRE
KRE Risk / Return Rank: 2626
Overall Rank
KRE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 2525
Sortino Ratio Rank
KRE Omega Ratio Rank: 2626
Omega Ratio Rank
KRE Calmar Ratio Rank: 2929
Calmar Ratio Rank
KRE Martin Ratio Rank: 2626
Martin Ratio Rank

PBEU
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.

KRE vs. PBEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and Portfolio Building Block European Banks Index ETF (PBEU). 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.


KREPBEUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.18

Calmar ratioReturn relative to maximum drawdown

1.44

Martin ratioReturn relative to average drawdown

3.72

KRE vs. PBEU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KREPBEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.45

-1.32

Drawdowns

KRE vs. PBEU - Drawdown Comparison

The maximum KRE drawdown since its inception was -68.54%, which is greater than PBEU's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for KRE and PBEU.


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Drawdown Indicators


KREPBEUDifference

Max Drawdown

Largest peak-to-trough decline

-68.54%

-17.26%

-51.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

Max Drawdown (5Y)

Largest decline over 5 years

-52.69%

Max Drawdown (10Y)

Largest decline over 10 years

-54.92%

Current Drawdown

Current decline from peak

-7.27%

-2.18%

-5.09%

Average Drawdown

Average peak-to-trough decline

-21.90%

-4.23%

-17.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

Volatility

KRE vs. PBEU - Volatility Comparison


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Volatility by Period


KREPBEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.37%

27.88%

-4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.98%

27.88%

+2.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

27.88%

+4.04%

KRE vs. PBEU - Expense Ratio Comparison

KRE has a 0.35% expense ratio, which is higher than PBEU's 0.13% expense ratio.


Dividends

KRE vs. PBEU - Dividend Comparison

KRE's dividend yield for the trailing twelve months is around 2.32%, more than PBEU's 0.01% yield.


PositionTTM20252024202320222021202020192018201720162015
KRE
SPDR S&P Regional Banking ETF
2.32%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%
PBEU
Portfolio Building Block European Banks Index ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KRE and PBEU have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PBEU is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PBEU is cheaper with a 0.13% expense ratio, compared with 0.35% for KRE.

KRE has the higher dividend yield at 2.32%, compared with 0.01% for PBEU.

KRE tracks S&P Regional Banks Select Industry Index, while PBEU tracks BITA European Banks Index. They also come from different issuers: State Street and Portfolio Building Block. Their fees differ too: 0.35% for KRE and 0.13% for PBEU.

Portfolio Optimizer

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