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PBEU vs. KBWP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBEU vs. KBWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Portfolio Building Block European Banks Index ETF (PBEU) and Invesco KBW Property & Casualty Insurance ETF (KBWP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PBEU achieves a 13.63% return, which is significantly higher than KBWP's -1.94% return.


PBEU

1D
-1.42%
1M
7.22%
YTD
13.63%
6M
14.09%
1Y
3Y*
5Y*
10Y*

KBWP

1D
2.46%
1M
2.63%
YTD
-1.94%
6M
-2.38%
1Y
2.45%
3Y*
17.19%
5Y*
12.41%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PBEU vs. KBWP - Yearly Performance Comparison


Correlation

The correlation between PBEU and KBWP is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

-0.05

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Return for Risk

PBEU vs. KBWP — Risk / Return Rank

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

PBEU

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


KBWP
KBWP Risk / Return Rank: 1111
Overall Rank
KBWP Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KBWP Sortino Ratio Rank: 1010
Sortino Ratio Rank
KBWP Omega Ratio Rank: 1010
Omega Ratio Rank
KBWP Calmar Ratio Rank: 1111
Calmar Ratio Rank
KBWP Martin Ratio Rank: 1111
Martin Ratio Rank
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.

PBEU vs. KBWP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Portfolio Building Block European Banks Index ETF (PBEU) 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.

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.


PBEUKBWPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.04

Calmar ratioReturn relative to maximum drawdown

0.26

Martin ratioReturn relative to average drawdown

0.56

PBEU vs. KBWP - Sharpe Ratio Comparison


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Drawdowns

PBEU vs. KBWP - Drawdown Comparison

The maximum PBEU drawdown since its inception was -17.26%, smaller than the maximum KBWP drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for PBEU and KBWP.


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Drawdown Indicators


PBEUKBWPDifference

Max Drawdown

Largest peak-to-trough decline

-17.26%

-39.76%

+22.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-12.29%

Max Drawdown (5Y)

Largest decline over 5 years

-17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.76%

Current Drawdown

Current decline from peak

-1.42%

-2.75%

+1.33%

Average Drawdown

Average peak-to-trough decline

-3.94%

-4.37%

+0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

PBEU vs. KBWP - Volatility Comparison


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Volatility by Period


PBEUKBWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.07%

Volatility (1Y)

Calculated over the trailing 1-year period

27.63%

16.60%

+11.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.63%

18.54%

+9.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.63%

20.73%

+6.90%

PBEU vs. KBWP - Expense Ratio Comparison

PBEU has a 0.13% expense ratio, which is lower than KBWP's 0.35% expense ratio.


Dividends

PBEU vs. KBWP - Dividend Comparison

PBEU's dividend yield for the trailing twelve months is around 0.01%, less than KBWP's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWP
Invesco KBW Property & Casualty Insurance ETF
2.00%1.58%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%
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


PBEU and KBWP have a correlation of -0.05, 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 KBWP.

KBWP has the higher dividend yield at 2.00%, compared with 0.01% for PBEU.

PBEU tracks BITA European Banks Index, while KBWP tracks KBW Nasdaq Property & Casualty (TR). They also come from different issuers: Portfolio Building Block and Invesco. Their fees differ too: 0.13% for PBEU and 0.35% for KBWP.

Portfolio Optimizer

Find the right allocation for PBEU and KBWP

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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