SDEM vs. KBWY
Compare and contrast key facts about Global X MSCI SuperDividend Emerging Markets ETF (SDEM) and Invesco KBW Premium Yield Equity REIT ETF (KBWY).
SDEM and KBWY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDEM is a passively managed fund by Global X that tracks the performance of the MSCI Emerging Markets Top 50 Dividend. It was launched on Mar 17, 2015. KBWY is a passively managed fund by Invesco that tracks the performance of the KBW Premium Yield Equity REIT Index. It was launched on Dec 2, 2010. Both SDEM and KBWY 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: SDEM or KBWY.
Key characteristics
| SDEM | KBWY | |
|---|---|---|
| YTD Return | 2.71% | 3.30% |
| 1Y Return | 8.63% | 16.64% |
| 3Y Return (Ann) | -3.14% | -0.44% |
| 5Y Return (Ann) | -2.13% | -1.58% |
| Sharpe Ratio | 0.59 | 0.85 |
| Sortino Ratio | 0.91 | 1.30 |
| Omega Ratio | 1.11 | 1.16 |
| Calmar Ratio | 0.28 | 0.60 |
| Martin Ratio | 1.72 | 2.01 |
| Ulcer Index | 5.41% | 8.68% |
| Daily Std Dev | 15.75% | 20.49% |
| Max Drawdown | -47.37% | -57.68% |
| Current Drawdown | -27.26% | -13.86% |
Correlation
The correlation between SDEM and KBWY is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SDEM vs. KBWY - Performance Comparison
In the year-to-date period, SDEM achieves a 2.71% return, which is significantly lower than KBWY's 3.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SDEM vs. KBWY - Expense Ratio Comparison
SDEM has a 0.67% expense ratio, which is higher than KBWY's 0.35% expense ratio.
Risk-Adjusted Performance
SDEM vs. KBWY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X MSCI SuperDividend Emerging Markets ETF (SDEM) 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.
Dividends
SDEM vs. KBWY - Dividend Comparison
SDEM's dividend yield for the trailing twelve months is around 7.41%, less than KBWY's 8.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDEM Global X MSCI SuperDividend Emerging Markets ETF | 7.41% | 7.50% | 8.86% | 8.17% | 6.36% | 6.50% | 6.53% | 5.03% | 4.50% | 6.17% | 0.00% | 0.00% |
KBWY Invesco KBW Premium Yield Equity REIT ETF | 8.09% | 7.90% | 7.41% | 5.06% | 10.35% | 6.19% | 8.64% | 7.25% | 6.55% | 5.72% | 4.57% | 4.85% |
Drawdowns
SDEM vs. KBWY - Drawdown Comparison
The maximum SDEM drawdown since its inception was -47.37%, smaller than the maximum KBWY drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for SDEM and KBWY. For additional features, visit the drawdowns tool.
Volatility
SDEM vs. KBWY - Volatility Comparison
Global X MSCI SuperDividend Emerging Markets ETF (SDEM) has a higher volatility of 5.02% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 4.36%. This indicates that SDEM'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.