KRE vs. VFH
Compare and contrast key facts about SPDR S&P Regional Banking ETF (KRE) and Vanguard Financials ETF (VFH).
KRE and VFH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KRE is a passively managed fund by State Street that tracks the performance of the S&P Regional Banks Select Industry Index. It was launched on Jun 19, 2006. VFH is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Financials 25/50 Index. It was launched on Jan 26, 2004. Both KRE and VFH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KRE or VFH.
Performance
KRE vs. VFH - Performance Comparison
Returns By Period
In the year-to-date period, KRE achieves a 29.06% return, which is significantly lower than VFH's 35.42% return. Over the past 10 years, KRE has underperformed VFH with an annualized return of 7.62%, while VFH has yielded a comparatively higher 12.02% annualized return.
KRE
29.06%
12.81%
37.82%
53.86%
6.49%
7.62%
VFH
35.42%
7.44%
23.99%
47.35%
13.20%
12.02%
Key characteristics
| KRE | VFH | |
|---|---|---|
| Sharpe Ratio | 1.80 | 3.26 |
| Sortino Ratio | 2.72 | 4.61 |
| Omega Ratio | 1.33 | 1.60 |
| Calmar Ratio | 1.33 | 3.79 |
| Martin Ratio | 7.78 | 23.37 |
| Ulcer Index | 7.01% | 2.05% |
| Daily Std Dev | 30.34% | 14.72% |
| Max Drawdown | -68.54% | -78.61% |
| Current Drawdown | -8.92% | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KRE vs. VFH - Expense Ratio Comparison
KRE has a 0.35% expense ratio, which is higher than VFH's 0.10% expense ratio.
Correlation
The correlation between KRE and VFH is 0.88, 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.
Risk-Adjusted Performance
KRE vs. VFH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) and Vanguard Financials ETF (VFH). 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.
Dividends
KRE vs. VFH - Dividend Comparison
KRE's dividend yield for the trailing twelve months is around 2.40%, more than VFH's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRE SPDR S&P Regional Banking ETF | 2.40% | 2.99% | 2.51% | 1.97% | 2.78% | 2.21% | 2.25% | 1.40% | 1.39% | 1.80% | 1.60% | 1.37% |
VFH Vanguard Financials ETF | 1.59% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% | 1.85% | 1.82% |
Drawdowns
KRE vs. VFH - Drawdown Comparison
The maximum KRE drawdown since its inception was -68.54%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for KRE and VFH. For additional features, visit the drawdowns tool.
Volatility
KRE vs. VFH - Volatility Comparison
SPDR S&P Regional Banking ETF (KRE) has a higher volatility of 14.39% compared to Vanguard Financials ETF (VFH) at 7.75%. This indicates that KRE's price experiences larger fluctuations and is considered to be riskier than VFH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.