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SRET vs. KBWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, SRET achieves a 5.39% return, which is significantly lower than KBWY's 21.05% return. Over the past 10 years, SRET has underperformed KBWY with an annualized return of 1.07%, while KBWY has yielded a comparatively higher 1.34% annualized return.


SRET

1D
0.29%
1M
-0.71%
YTD
5.39%
6M
5.79%
1Y
15.52%
3Y*
11.12%
5Y*
1.69%
10Y*
1.07%

KBWY

1D
0.06%
1M
3.43%
YTD
21.05%
6M
22.09%
1Y
24.91%
3Y*
11.51%
5Y*
2.89%
10Y*
1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SRET vs. KBWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRET
Global X SuperDividend REIT ETF
5.39%18.09%-1.55%9.85%-18.24%14.00%-36.63%22.77%-5.52%17.80%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
21.05%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%

Correlation

The correlation between SRET and KBWY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2015

0.79

The correlation between SRET and KBWY has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

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Return for Risk

SRET vs. KBWY — Risk / Return Rank

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

SRET
SRET Risk / Return Rank: 3838
Overall Rank
SRET Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SRET Sortino Ratio Rank: 3737
Sortino Ratio Rank
SRET Omega Ratio Rank: 3636
Omega Ratio Rank
SRET Calmar Ratio Rank: 3434
Calmar Ratio Rank
SRET Martin Ratio Rank: 4343
Martin Ratio Rank

KBWY
KBWY Risk / Return Rank: 4545
Overall Rank
KBWY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 4444
Sortino Ratio Rank
KBWY Omega Ratio Rank: 3939
Omega Ratio Rank
KBWY Calmar Ratio Rank: 5656
Calmar Ratio Rank
KBWY Martin Ratio Rank: 4141
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.

SRET vs. KBWY - Risk-Adjusted Trends 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.

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.


SRETKBWYDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.64

2.71

-1.06

Martin ratioReturn relative to average drawdown

6.77

6.43

+0.33

SRET vs. KBWY - Sharpe Ratio Comparison

The current SRET Sharpe Ratio is 1.35, which is comparable to the KBWY Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of SRET and KBWY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


SRETKBWYDifference

Max Drawdown

Largest peak-to-trough decline

-66.98%

-57.68%

-9.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.48%

-9.24%

-0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-18.87%

-29.93%

+11.06%

Max Drawdown (5Y)

Largest decline over 5 years

-29.43%

-32.29%

+2.86%

Max Drawdown (10Y)

Largest decline over 10 years

-66.98%

-57.68%

-9.30%

Current Drawdown

Current decline from peak

-23.02%

-7.79%

-15.23%

Average Drawdown

Average peak-to-trough decline

-22.48%

-14.15%

-8.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.30%

3.88%

-1.58%

Volatility

SRET vs. KBWY - Volatility Comparison

The current volatility for Global X SuperDividend REIT ETF (SRET) is 3.72%, while Invesco KBW Premium Yield Equity REIT ETF (KBWY) has a volatility of 4.76%. 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.


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Volatility by Period


SRETKBWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

4.76%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.15%

12.12%

-2.97%

Volatility (1Y)

Calculated over the trailing 1-year period

11.54%

16.78%

-5.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.49%

21.61%

-5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.60%

27.08%

-2.48%

SRET vs. KBWY - Expense Ratio Comparison

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


Dividends

SRET vs. KBWY - Dividend Comparison

SRET's dividend yield for the trailing twelve months is around 7.99%, less than KBWY's 9.09% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
9.09%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
SRET
Global X SuperDividend REIT ETF
7.99%7.98%8.72%7.21%8.30%6.33%8.88%7.83%8.54%8.20%8.08%7.74%

Frequently Asked Questions


SRET and KBWY have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWY has higher volatility (4.76%) compared to SRET (3.72%). In terms of maximum drawdown, SRET dropped -66.98% vs KBWY's -57.68%.

On 10-year performance, KBWY leads with 1.34% vs 1.07% for SRET. On fees, KBWY is cheaper at 0.35% per year. On volatility, SRET has been the lower-risk option at 3.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, KBWY has performed better with a 1.34% return vs 1.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBWY is cheaper with a 0.35% expense ratio, compared with 0.58% for SRET.

KBWY has the higher dividend yield at 9.09%, compared with 7.99% for SRET.

SRET tracks Solactive Global SuperDividend REIT Index, while KBWY tracks KBW Nasdaq Premium Yield Equity REIT Index. They also come from different issuers: Global X and Invesco. Their fees differ too: 0.58% for SRET and 0.35% for KBWY.

KBWY currently has the higher Sharpe Ratio (1.49 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SRET and KBWY

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