Sortino ratio is not yet available for KWIN. 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 Wahed Alternative Income Index ETF's Sortino Ratio with other ETFs in the Large Cap Value Equities category across multiple time periods, showing how KWIN'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 Jul 1, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| VLUE | iShares MSCI USA Value Factor ETF | 5.20 | |||
| SEIV | SEI Enhanced US Large Cap Value Factor ETF | 3.97 | |||
| AVLV | Avantis U.S. Large Cap Value ETF | 3.90 | |||
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | 3.88 | |||
| MGV | Vanguard Mega Cap Value ETF | 3.83 | |||
| PRF | Invesco RAFI US 1000 ETF | 3.80 | |||
| FNDB | Schwab Fundamental U.S. Broad Market Index ETF | 3.74 | |||
| DFUV | Dimensional US Marketwide Value ETF | 3.69 | |||
| PWV | Invesco Dynamic Large Cap Value ETF | 3.67 | |||
| TVAL | T. Rowe Price Value ETF | 3.65 | |||
| KWIN | KraneShares Wahed Alternative Income Index ETF | — |
Historical Sortino Ratio
The chart shows KWIN'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 KWIN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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