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

Correlation

The correlation between SRET and KBWY is 0.79, 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.


-0.50.00.51.00.8

Performance

SRET vs. KBWY - Performance Comparison

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

-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-7.41%
4.81%
SRET
KBWY

Key characteristics

Sharpe Ratio

SRET:

-0.05

KBWY:

0.04

Sortino Ratio

SRET:

0.02

KBWY:

0.19

Omega Ratio

SRET:

1.00

KBWY:

1.02

Calmar Ratio

SRET:

-0.02

KBWY:

0.03

Martin Ratio

SRET:

-0.10

KBWY:

0.09

Ulcer Index

SRET:

6.97%

KBWY:

9.01%

Daily Std Dev

SRET:

13.95%

KBWY:

19.58%

Max Drawdown

SRET:

-66.98%

KBWY:

-57.68%

Current Drawdown

SRET:

-38.66%

KBWY:

-18.29%

Returns By Period

In the year-to-date period, SRET achieves a -2.41% return, which is significantly lower than KBWY's -2.01% return.


SRET

YTD

-2.41%

1M

-4.52%

6M

5.44%

1Y

-1.97%

5Y*

-8.68%

10Y*

N/A

KBWY

YTD

-2.01%

1M

-5.33%

6M

8.32%

1Y

-1.03%

5Y*

-2.59%

10Y*

0.87%

Compare stocks, funds, or ETFs

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


SRET vs. KBWY - Expense Ratio Comparison

SRET has a 0.58% expense ratio, which is higher than KBWY's 0.35% expense ratio.


SRET
Global X SuperDividend REIT ETF
Expense ratio chart for SRET: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for KBWY: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

SRET vs. KBWY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend REIT ETF (SRET) 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.


Sharpe ratio
The chart of Sharpe ratio for SRET, currently valued at -0.05, compared to the broader market0.002.004.00-0.050.04
The chart of Sortino ratio for SRET, currently valued at 0.02, compared to the broader market-2.000.002.004.006.008.0010.000.020.19
The chart of Omega ratio for SRET, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.001.001.02
The chart of Calmar ratio for SRET, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.020.03
The chart of Martin ratio for SRET, currently valued at -0.10, compared to the broader market0.0020.0040.0060.0080.00100.00-0.100.09
SRET
KBWY

The current SRET Sharpe Ratio is -0.05, which is lower than the KBWY Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of SRET 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.05
0.04
SRET
KBWY

Dividends

SRET vs. KBWY - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 8.60%, more than KBWY's 7.85% yield.


TTM20232022202120202019201820172016201520142013
SRET
Global X SuperDividend REIT ETF
8.60%7.21%8.30%6.33%8.92%7.77%8.53%8.23%7.22%7.76%0.00%0.00%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
7.85%7.90%7.41%5.06%10.35%6.19%8.64%7.25%6.55%5.72%4.57%4.85%

Drawdowns

SRET vs. KBWY - Drawdown Comparison

The maximum SRET drawdown since its inception was -66.98%, which is greater than KBWY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for SRET and KBWY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-38.66%
-18.29%
SRET
KBWY

Volatility

SRET vs. KBWY - Volatility Comparison

The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.92%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 5.41%. This indicates that SRET experiences smaller price fluctuations and is considered to be less risky than KBWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.92%
5.41%
SRET
KBWY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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