PortfoliosLab logoPortfoliosLab logo
^HSI vs. KTEC
Performance
Return for Risk
Drawdowns
Volatility

Performance

^HSI vs. KTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a HK$10,000 investment in Hang Seng Index (^HSI) and KraneShares Hang Seng TECH Index ETF (KTEC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

^HSI is traded in HKD, while KTEC is traded in USD. To make them comparable, the KTEC values have been converted to HKD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^HSI achieves a -1.47% return, which is significantly higher than KTEC's -11.25% return.


^HSI

1D
-1.48%
1M
-2.49%
YTD
-1.47%
6M
-2.63%
1Y
6.76%
3Y*
9.74%
5Y*
-2.67%
10Y*
1.85%

KTEC

1D
-0.76%
1M
-0.25%
YTD
-11.25%
6M
-13.23%
1Y
-10.70%
3Y*
6.98%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^HSI vs. KTEC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
^HSI
Hang Seng Index
-1.47%27.77%17.67%-13.82%-15.46%-18.60%
KTEC
KraneShares Hang Seng TECH Index ETF
-11.25%21.24%15.53%-10.42%-26.00%-29.17%

Correlation

The correlation between ^HSI and KTEC is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2021

0.51

The correlation between ^HSI and KTEC has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

^HSI vs. KTEC — Risk / Return Rank

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

^HSI
^HSI Risk / Return Rank: 2727
Overall Rank
^HSI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 2626
Sortino Ratio Rank
^HSI Omega Ratio Rank: 2525
Omega Ratio Rank
^HSI Calmar Ratio Rank: 2828
Calmar Ratio Rank
^HSI Martin Ratio Rank: 2929
Martin Ratio Rank

KTEC
KTEC Risk / Return Rank: 66
Overall Rank
KTEC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KTEC Sortino Ratio Rank: 66
Sortino Ratio Rank
KTEC Omega Ratio Rank: 66
Omega Ratio Rank
KTEC Calmar Ratio Rank: 66
Calmar Ratio Rank
KTEC Martin Ratio Rank: 66
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.

^HSI vs. KTEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) and KraneShares Hang Seng TECH Index ETF (KTEC). 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.


^HSIKTECDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+1.05

Omega ratioGain probability vs. loss probability

1.07

0.96

+0.12

Calmar ratioReturn relative to maximum drawdown

0.54

-0.37

+0.91

Martin ratioReturn relative to average drawdown

1.35

-0.67

+2.01

^HSI vs. KTEC - Sharpe Ratio Comparison

The current ^HSI Sharpe Ratio is 0.37, which is higher than the KTEC Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ^HSI and KTEC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


^HSIKTECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

-0.38

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

-0.24

+0.51

Drawdowns

^HSI vs. KTEC - Drawdown Comparison

The maximum ^HSI drawdown since its inception was -65.18%, roughly equal to the maximum KTEC drawdown of -66.53%. Use the drawdown chart below to compare losses from any high point for ^HSI and KTEC.


Loading charts...

Drawdown Indicators


^HSIKTECDifference

Max Drawdown

Largest peak-to-trough decline

-65.18%

-66.53%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-28.88%

+16.06%

Max Drawdown (3Y)

Largest decline over 3 years

-25.49%

-34.50%

+9.01%

Max Drawdown (5Y)

Largest decline over 5 years

-49.85%

Max Drawdown (10Y)

Largest decline over 10 years

-55.70%

Current Drawdown

Current decline from peak

-23.83%

-43.84%

+20.01%

Average Drawdown

Average peak-to-trough decline

-24.17%

-43.64%

+19.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.09%

16.12%

-11.03%

Volatility

^HSI vs. KTEC - Volatility Comparison

The current volatility for Hang Seng Index (^HSI) is 5.18%, while KraneShares Hang Seng TECH Index ETF (KTEC) has a volatility of 10.63%. This indicates that ^HSI experiences smaller price fluctuations and is considered to be less risky than KTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


^HSIKTECDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

10.63%

-5.45%

Volatility (6M)

Calculated over the trailing 6-month period

13.70%

20.57%

-6.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.52%

28.07%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.32%

43.09%

-17.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.96%

43.09%

-21.13%

Frequently Asked Questions


^HSI and KTEC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTEC has higher volatility (10.63%) compared to ^HSI (5.18%). In terms of maximum drawdown, ^HSI dropped -65.18% vs KTEC's -66.53%.

^HSI currently has the higher Sharpe Ratio (0.37 vs -0.38), 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.

Portfolio Optimizer

Find the right allocation for ^HSI and KTEC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer