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NURE vs. KBWY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NURE and KBWY is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

NURE vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Short-Term REIT ETF (NURE) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%December2025FebruaryMarchAprilMay
58.13%
-21.52%
NURE
KBWY

Key characteristics

Sharpe Ratio

NURE:

0.24

KBWY:

-0.20

Sortino Ratio

NURE:

0.39

KBWY:

-0.18

Omega Ratio

NURE:

1.05

KBWY:

0.98

Calmar Ratio

NURE:

0.13

KBWY:

-0.13

Martin Ratio

NURE:

0.51

KBWY:

-0.36

Ulcer Index

NURE:

6.92%

KBWY:

12.30%

Daily Std Dev

NURE:

18.96%

KBWY:

20.04%

Max Drawdown

NURE:

-46.05%

KBWY:

-57.68%

Current Drawdown

NURE:

-18.18%

KBWY:

-28.30%

Returns By Period

In the year-to-date period, NURE achieves a -4.02% return, which is significantly higher than KBWY's -10.90% return.


NURE

YTD

-4.02%

1M

12.10%

6M

-6.72%

1Y

4.53%

5Y*

9.62%

10Y*

N/A

KBWY

YTD

-10.90%

1M

8.33%

6M

-19.49%

1Y

-4.08%

5Y*

5.19%

10Y*

-0.05%

*Annualized

Compare stocks, funds, or ETFs

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


NURE vs. KBWY - Expense Ratio Comparison

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


Risk-Adjusted Performance

NURE vs. KBWY — Risk-Adjusted Performance Rank

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

NURE
The Risk-Adjusted Performance Rank of NURE is 3232
Overall Rank
The Sharpe Ratio Rank of NURE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of NURE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of NURE is 3131
Omega Ratio Rank
The Calmar Ratio Rank of NURE is 3131
Calmar Ratio Rank
The Martin Ratio Rank of NURE is 3131
Martin Ratio Rank

KBWY
The Risk-Adjusted Performance Rank of KBWY is 1212
Overall Rank
The Sharpe Ratio Rank of KBWY is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWY is 1111
Sortino Ratio Rank
The Omega Ratio Rank of KBWY is 1111
Omega Ratio Rank
The Calmar Ratio Rank of KBWY is 1313
Calmar Ratio Rank
The Martin Ratio Rank of KBWY is 1414
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.

NURE vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Short-Term REIT ETF (NURE) and Invesco KBW Premium Yield Equity REIT ETF (KBWY). 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.


The current NURE Sharpe Ratio is 0.24, which is higher than the KBWY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of NURE and KBWY, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.24
-0.20
NURE
KBWY

Dividends

NURE vs. KBWY - Dividend Comparison

NURE's dividend yield for the trailing twelve months is around 3.68%, less than KBWY's 9.97% yield.


TTM20242023202220212020201920182017201620152014
NURE
Nuveen Short-Term REIT ETF
3.68%3.51%3.74%2.81%1.34%2.88%3.28%4.11%3.82%0.48%0.00%0.00%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.97%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%4.57%

Drawdowns

NURE vs. KBWY - Drawdown Comparison

The maximum NURE drawdown since its inception was -46.05%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for NURE and KBWY. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-18.18%
-28.30%
NURE
KBWY

Volatility

NURE vs. KBWY - Volatility Comparison

Nuveen Short-Term REIT ETF (NURE) has a higher volatility of 9.16% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 8.10%. This indicates that NURE's price experiences larger fluctuations and is considered to be riskier than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
9.16%
8.10%
NURE
KBWY