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PKB vs. VNQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PKB and VNQ is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

PKB vs. VNQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Dynamic Building & Construction ETF (PKB) and Vanguard Real Estate ETF (VNQ). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%NovemberDecember2025FebruaryMarchApril
401.03%
249.62%
PKB
VNQ

Key characteristics

Sharpe Ratio

PKB:

-0.04

VNQ:

0.70

Sortino Ratio

PKB:

0.15

VNQ:

1.05

Omega Ratio

PKB:

1.02

VNQ:

1.14

Calmar Ratio

PKB:

-0.04

VNQ:

0.51

Martin Ratio

PKB:

-0.09

VNQ:

2.38

Ulcer Index

PKB:

11.80%

VNQ:

5.31%

Daily Std Dev

PKB:

28.37%

VNQ:

18.16%

Max Drawdown

PKB:

-65.21%

VNQ:

-73.07%

Current Drawdown

PKB:

-21.79%

VNQ:

-14.68%

Returns By Period

In the year-to-date period, PKB achieves a -8.76% return, which is significantly lower than VNQ's -1.32% return. Over the past 10 years, PKB has outperformed VNQ with an annualized return of 11.74%, while VNQ has yielded a comparatively lower 4.69% annualized return.


PKB

YTD

-8.76%

1M

-0.43%

6M

-11.17%

1Y

-0.21%

5Y*

25.21%

10Y*

11.74%

VNQ

YTD

-1.32%

1M

-3.39%

6M

-7.30%

1Y

13.10%

5Y*

7.70%

10Y*

4.69%

*Annualized

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PKB vs. VNQ - Expense Ratio Comparison

PKB has a 0.60% expense ratio, which is higher than VNQ's 0.12% expense ratio.


Expense ratio chart for PKB: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PKB: 0.60%
Expense ratio chart for VNQ: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VNQ: 0.12%

Risk-Adjusted Performance

PKB vs. VNQ — Risk-Adjusted Performance Rank

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

PKB
The Risk-Adjusted Performance Rank of PKB is 1818
Overall Rank
The Sharpe Ratio Rank of PKB is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of PKB is 1919
Sortino Ratio Rank
The Omega Ratio Rank of PKB is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PKB is 1717
Calmar Ratio Rank
The Martin Ratio Rank of PKB is 1717
Martin Ratio Rank

VNQ
The Risk-Adjusted Performance Rank of VNQ is 6565
Overall Rank
The Sharpe Ratio Rank of VNQ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VNQ is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VNQ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VNQ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VNQ is 6464
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.

PKB vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Building & Construction ETF (PKB) and Vanguard Real Estate ETF (VNQ). 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 chart of Sharpe ratio for PKB, currently valued at -0.04, compared to the broader market-1.000.001.002.003.004.00
PKB: -0.04
VNQ: 0.70
The chart of Sortino ratio for PKB, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.00
PKB: 0.15
VNQ: 1.05
The chart of Omega ratio for PKB, currently valued at 1.02, compared to the broader market0.501.001.502.00
PKB: 1.02
VNQ: 1.14
The chart of Calmar ratio for PKB, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00
PKB: -0.04
VNQ: 0.51
The chart of Martin ratio for PKB, currently valued at -0.09, compared to the broader market0.0020.0040.0060.00
PKB: -0.09
VNQ: 2.38

The current PKB Sharpe Ratio is -0.04, which is lower than the VNQ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of PKB and VNQ, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.04
0.70
PKB
VNQ

Dividends

PKB vs. VNQ - Dividend Comparison

PKB's dividend yield for the trailing twelve months is around 0.22%, less than VNQ's 4.18% yield.


TTM20242023202220212020201920182017201620152014
PKB
Invesco Dynamic Building & Construction ETF
0.22%0.23%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%0.10%
VNQ
Vanguard Real Estate ETF
4.18%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

Drawdowns

PKB vs. VNQ - Drawdown Comparison

The maximum PKB drawdown since its inception was -65.21%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for PKB and VNQ. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.79%
-14.68%
PKB
VNQ

Volatility

PKB vs. VNQ - Volatility Comparison

Invesco Dynamic Building & Construction ETF (PKB) has a higher volatility of 14.63% compared to Vanguard Real Estate ETF (VNQ) at 10.36%. This indicates that PKB's price experiences larger fluctuations and is considered to be riskier than VNQ 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%14.00%NovemberDecember2025FebruaryMarchApril
14.63%
10.36%
PKB
VNQ