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KraneShares Sustainable Ultra Short Duration Index...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US5007673552
CUSIP
500767355
Inception Date
Jul 25, 2024
Region
U.S. (Broad)
Leveraged
1x (No leverage)
Index Tracked
Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KraneShares Sustainable Ultra Short Duration Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) has returned 0.87% so far this year and 4.28% over the past 12 months.


KraneShares Sustainable Ultra Short Duration Index ETF

1D
0.08%
1M
0.26%
YTD
0.87%
6M
1.96%
1Y
4.28%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-2.33%
YTD
-3.84%
6M
-1.98%
1Y
29.73%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 26, 2024, KCSH's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, your investment would double in approximately 17.5 years.

Historically, 95% of months were positive and 5% were negative. The best month was Aug 2025 with a return of +0.7%, while the worst month was Jul 2024 at -0.0%. The longest winning streak lasted 21 consecutive months, and the longest losing streak was 1 months.

On a daily basis, KCSH closed higher 63% of trading days. The best single day was Aug 2, 2024 with a return of +0.5%, while the worst single day was Dec 17, 2025 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.31%0.25%0.22%0.10%0.87%
20250.44%0.33%0.34%0.39%0.37%0.35%0.34%0.73%0.05%0.39%0.31%0.37%4.49%
2024-0.04%0.33%0.61%0.33%0.37%0.33%1.94%

Benchmark Metrics

KraneShares Sustainable Ultra Short Duration Index ETF has an annualized alpha of 4.36%, beta of 0.00, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 29, 2024.

  • This ETF captured 11.02% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -16.64%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.00 may look defensive, but with R² of 0.00 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.00 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.36%
Beta
0.00
0.00
Upside Capture
11.02%
Downside Capture
-16.64%

Expense Ratio

KCSH has an expense ratio of 0.20%, which is considered low.


Return for Risk

Risk / Return Rank

KCSH ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KCSH Risk / Return Rank: 9898
Overall Rank
KCSH Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9898
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9898
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9999
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) and compare them to a chosen benchmark (S&P 500 Index).


KCSHBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.02

0.88

+2.14

Sortino ratio

Return per unit of downside risk

4.32

1.37

+2.95

Omega ratio

Gain probability vs. loss probability

1.93

1.21

+0.72

Calmar ratio

Return relative to maximum drawdown

7.21

1.39

+5.82

Martin ratio

Return relative to average drawdown

51.91

6.43

+45.48

Explore KCSH risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

KraneShares Sustainable Ultra Short Duration Index ETF provided a 4.12% dividend yield over the last twelve months, with an annual payout of $1.03 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$1.03$1.09$0.52

Dividend yield

4.12%4.35%2.08%

Monthly Dividends

The table displays the monthly dividend distributions for KraneShares Sustainable Ultra Short Duration Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.07$0.07$0.08$0.00$0.22
2025$0.09$0.09$0.09$0.09$0.09$0.08$0.09$0.08$0.08$0.10$0.08$0.12$1.09
2024$0.08$0.10$0.11$0.09$0.14$0.52

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the KraneShares Sustainable Ultra Short Duration Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the KraneShares Sustainable Ultra Short Duration Index ETF was 0.58%, occurring on Dec 17, 2025. Recovery took 6 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.58%Dec 17, 20251Dec 17, 20256Dec 26, 20257
-0.52%Jul 29, 20244Aug 1, 20243Aug 6, 20247
-0.52%Sep 2, 20252Sep 3, 20259Sep 16, 202511
-0.38%Apr 8, 20253Apr 10, 20252Apr 14, 20255
-0.28%Sep 30, 20243Oct 2, 20246Oct 10, 20249

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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