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URE vs. KBWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

URE vs. KBWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Real Estate (URE) 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, URE achieves a 13.97% return, which is significantly lower than KBWY's 17.06% return. Over the past 10 years, URE has outperformed KBWY with an annualized return of 2.80%, while KBWY has yielded a comparatively lower 1.18% annualized return.


URE

1D
0.12%
1M
-2.94%
YTD
13.97%
6M
11.99%
1Y
8.16%
3Y*
8.96%
5Y*
-4.07%
10Y*
2.80%

KBWY

1D
-0.81%
1M
5.63%
YTD
17.06%
6M
17.05%
1Y
22.51%
3Y*
9.10%
5Y*
2.15%
10Y*
1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

URE vs. KBWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
URE
ProShares Ultra Real Estate
13.97%-3.65%0.35%11.58%-49.64%88.24%-28.06%57.86%-13.80%16.56%
KBWY
Invesco KBW Premium Yield Equity REIT ETF
17.06%-5.30%-3.49%12.88%-19.00%31.22%-25.83%23.36%-18.20%0.81%

Correlation

The correlation between URE and KBWY is 0.71, 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

0.71

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

0.78

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

0.80

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

0.79

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2010

0.81

The correlation between URE and KBWY shifts across timeframes, from 0.71 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

URE vs. KBWY — Risk / Return Rank

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

URE
URE Risk / Return Rank: 1414
Overall Rank
URE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
URE Sortino Ratio Rank: 1414
Sortino Ratio Rank
URE Omega Ratio Rank: 1313
Omega Ratio Rank
URE Calmar Ratio Rank: 1515
Calmar Ratio Rank
URE Martin Ratio Rank: 1515
Martin Ratio Rank

KBWY
KBWY Risk / Return Rank: 3939
Overall Rank
KBWY Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
KBWY Sortino Ratio Rank: 3838
Sortino Ratio Rank
KBWY Omega Ratio Rank: 3434
Omega Ratio Rank
KBWY Calmar Ratio Rank: 4949
Calmar Ratio Rank
KBWY Martin Ratio Rank: 3737
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.

URE vs. KBWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Real Estate (URE) 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.


UREKBWYDifference
Sharpe ratioReturn per unit of total volatility

-1.07

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.07

1.23

-0.16

Calmar ratioReturn relative to maximum drawdown

0.50

2.45

-1.95

Martin ratioReturn relative to average drawdown

1.20

5.82

-4.62

URE vs. KBWY - Sharpe Ratio Comparison

The current URE Sharpe Ratio is 0.31, which is lower than the KBWY Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of URE 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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Sharpe Ratios by Period


UREKBWYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.31

1.38

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.10

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.04

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

0.20

-0.26

Drawdowns

URE vs. KBWY - Drawdown Comparison

The maximum URE drawdown since its inception was -97.16%, which is greater than KBWY's maximum drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for URE and KBWY.


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Drawdown Indicators


UREKBWYDifference

Max Drawdown

Largest peak-to-trough decline

-97.16%

-57.68%

-39.48%

Max Drawdown (1Y)

Largest decline over 1 year

-16.50%

-9.24%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-33.77%

-29.93%

-3.84%

Max Drawdown (5Y)

Largest decline over 5 years

-63.66%

-32.29%

-31.37%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

-57.68%

-12.81%

Current Drawdown

Current decline from peak

-52.68%

-10.82%

-41.86%

Average Drawdown

Average peak-to-trough decline

-64.52%

-14.18%

-50.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

3.88%

+2.95%

Volatility

URE vs. KBWY - Volatility Comparison

ProShares Ultra Real Estate (URE) has a higher volatility of 7.56% compared to Invesco KBW Premium Yield Equity REIT ETF (KBWY) at 4.73%. This indicates that URE'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.


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Volatility by Period


UREKBWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.56%

4.73%

+2.83%

Volatility (6M)

Calculated over the trailing 6-month period

19.29%

11.61%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

26.73%

16.44%

+10.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.28%

21.61%

+15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.53%

27.05%

+13.48%

URE vs. KBWY - Expense Ratio Comparison

URE has a 0.95% expense ratio, which is higher than KBWY's 0.35% expense ratio.


Dividends

URE vs. KBWY - Dividend Comparison

URE's dividend yield for the trailing twelve months is around 2.05%, less than KBWY's 8.64% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWY
Invesco KBW Premium Yield Equity REIT ETF
8.64%9.79%8.74%7.90%7.41%5.05%10.35%6.19%8.64%7.25%6.55%5.72%
URE
ProShares Ultra Real Estate
2.05%2.42%2.09%1.32%1.26%0.58%0.94%1.10%1.53%0.93%0.96%0.81%

Frequently Asked Questions


URE and KBWY have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

URE has higher volatility (7.56%) compared to KBWY (4.73%). In terms of maximum drawdown, URE dropped -97.16% vs KBWY's -57.68%.

On 10-year performance, URE leads with 2.80% vs 1.18% for KBWY. On fees, KBWY is cheaper at 0.35% per year. On volatility, KBWY has been the lower-risk option at 4.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, URE has performed better with a 2.80% return vs 1.18%. 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 0.95% for URE.

KBWY has the higher dividend yield at 8.64%, compared with 2.05% for URE.

URE tracks Dow Jones U.S. Real Estate Index (200%), while KBWY tracks KBW Premium Yield Equity REIT Index. They also come from different issuers: ProShares and Invesco. Their fees differ too: 0.95% for URE and 0.35% for KBWY.

KBWY currently has the higher Sharpe Ratio (1.38 vs 0.31), 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.

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