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KraneShares Global Carbon ETF (KRBN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US5007676787

CUSIP

500767678

Issuer

CICC

Inception Date

Jul 30, 2020

Region

Global (Broad)

Category

Commodities

Leveraged

1x

Index Tracked

IHS Markit Global Carbon Index

Asset Class

Commodity

Expense Ratio

KRBN has an expense ratio of 0.79%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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Returns By Period

KraneShares Global Carbon ETF (KRBN) returned -1.54% year-to-date (YTD) and -8.55% over the past 12 months.


KRBN

YTD

-1.54%

1M

4.00%

6M

0.15%

1Y

-8.55%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.94%

6M

1.49%

1Y

12.48%

5Y*

15.82%

10Y*

10.87%

*Annualized

Monthly Returns

The table below presents the monthly returns of KRBN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.73%-10.00%1.18%-2.09%4.45%-1.54%
2024-13.13%-6.97%4.31%5.66%7.20%-6.60%-1.32%3.18%-4.44%-0.09%-0.95%0.68%-13.56%
20238.45%2.53%-2.22%-1.77%-7.32%9.60%2.48%-1.78%-5.34%0.17%-3.26%7.83%8.01%
20222.40%-5.99%-4.78%1.59%3.73%0.12%-10.54%-0.61%-15.01%16.64%4.36%-1.93%-12.75%
20211.50%8.80%5.48%12.90%6.21%7.53%-4.08%12.29%3.14%-0.58%17.09%6.95%107.70%
20201.39%7.35%-4.92%-7.02%15.93%9.91%22.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KRBN is 8, meaning it’s performing worse than 92% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of KRBN is 88
Overall Rank
The Sharpe Ratio Rank of KRBN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of KRBN is 77
Sortino Ratio Rank
The Omega Ratio Rank of KRBN is 88
Omega Ratio Rank
The Calmar Ratio Rank of KRBN is 88
Calmar Ratio Rank
The Martin Ratio Rank of KRBN is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for KraneShares Global Carbon ETF (KRBN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

KraneShares Global Carbon ETF Sharpe ratios as of May 17, 2025 (values are recalculated daily):

  • 1-Year: -0.40
  • All Time: 0.53

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of KraneShares Global Carbon ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

KraneShares Global Carbon ETF provided a 7.21% dividend yield over the last twelve months, with an annual payout of $2.08 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$2.00$4.00$6.00$8.002021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$2.08$2.08$2.77$8.36$0.25

Dividend yield

7.21%7.10%7.60%22.91%0.49%

Monthly Dividends

The table displays the monthly dividend distributions for KraneShares Global Carbon ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.08$2.08
2023$0.00$0.00$0.00$0.00$0.00$1.64$0.00$0.00$0.00$0.00$0.00$1.13$2.77
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.36$8.36
2021$0.25$0.25

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 Global Carbon 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 Global Carbon ETF was 36.42%, occurring on Mar 7, 2022. The portfolio has not yet recovered.

The current KraneShares Global Carbon ETF drawdown is 27.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.42%Feb 7, 202220Mar 7, 2022
-16.66%Sep 15, 202032Oct 28, 202024Dec 2, 202056
-14.19%Dec 9, 20217Dec 17, 202131Feb 2, 202238
-10.67%May 17, 20213May 19, 202129Jun 30, 202132
-10.09%Jul 2, 202114Jul 22, 202114Aug 11, 202128

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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