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AFTY vs. KWEB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AFTY and KWEB is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

AFTY vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer CSOP FTSE China A50 ETF (AFTY) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
33.86%
13.10%
AFTY
KWEB

Key characteristics

Returns By Period


AFTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

KWEB

YTD

14.77%

1M

-0.68%

6M

9.54%

1Y

15.13%

5Y*

-7.01%

10Y*

0.81%

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AFTY vs. KWEB - Expense Ratio Comparison

AFTY has a 0.70% expense ratio, which is lower than KWEB's 0.76% expense ratio.


KWEB
KraneShares CSI China Internet ETF
Expense ratio chart for KWEB: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for AFTY: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Risk-Adjusted Performance

AFTY vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer CSOP FTSE China A50 ETF (AFTY) and KraneShares CSI China Internet ETF (KWEB). 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.


Sharpe ratio
The chart of Sharpe ratio for AFTY, currently valued at 1.42, compared to the broader market0.002.004.001.420.48
The chart of Sortino ratio for AFTY, currently valued at 3.00, compared to the broader market-2.000.002.004.006.008.0010.003.001.02
The chart of Omega ratio for AFTY, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.381.12
The chart of Calmar ratio for AFTY, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.25
The chart of Martin ratio for AFTY, currently valued at 7.06, compared to the broader market0.0020.0040.0060.0080.00100.007.061.44
AFTY
KWEB


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.42
0.48
AFTY
KWEB

Dividends

AFTY vs. KWEB - Dividend Comparison

AFTY has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 3.56%.


TTM20232022202120202019201820172016201520142013
AFTY
Pacer CSOP FTSE China A50 ETF
101.85%2.23%0.00%1.84%1.48%8.63%1.85%6.62%1.19%16.76%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
3.56%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%0.31%

Drawdowns

AFTY vs. KWEB - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-36.46%
-67.34%
AFTY
KWEB

Volatility

AFTY vs. KWEB - Volatility Comparison

The current volatility for Pacer CSOP FTSE China A50 ETF (AFTY) is 0.00%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 13.07%. This indicates that AFTY experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
13.07%
AFTY
KWEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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