Sortino ratio is not yet available for KLXY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Kraneshares Global Luxury Index ETF's Sortino Ratio with other ETFs in the Consumer Discretionary Equities category across multiple time periods, showing how KLXY's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| CARZ | First Trust NASDAQ Global Auto Index Fund | 5.26 | |||
| PEJ | Invesco Dynamic Leisure & Entertainment ETF | 1.52 | |||
| BEDZ | AdvisorShares Hotel ETF | 1.52 | |||
| ONLN | ProShares Online Retail ETF | 1.09 | |||
| RTH | VanEck Vectors Retail ETF | 1.08 | |||
| FDIS | Fidelity MSCI Consumer Discretionary Index ETF | 0.98 | |||
| VCR | Vanguard Consumer Discretionary ETF | 0.97 | |||
| FXD | First Trust Consumer Discretionary AlphaDEX Fund | 0.95 | |||
| XLY | Consumer Discretionary Select Sector SPDR Fund | 0.94 | |||
| PSCD | Invesco S&P SmallCap Consumer Discretionary ETF | 0.93 | |||
| KLXY | Kraneshares Global Luxury Index ETF | — |
Historical Sortino Ratio
The chart shows KLXY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when KLXY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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