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AFTY vs. KWEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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AFTY vs. KWEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%20.48%-12.80%-22.47%-7.37%33.77%44.23%-24.26%45.15%
KWEB
KraneShares CSI China Internet ETF
-16.51%23.55%12.01%-9.06%-17.24%-49.01%58.23%29.92%-33.80%69.73%

Returns By Period


AFTY

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

KWEB

1D
2.34%
1M
-8.47%
YTD
-16.51%
6M
-28.20%
1Y
-13.60%
3Y*
0.58%
5Y*
-15.40%
10Y*
0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

AFTY vs. KWEB — Risk / Return Rank

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

AFTY

KWEB
KWEB Risk / Return Rank: 44
Overall Rank
KWEB Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 44
Sortino Ratio Rank
KWEB Omega Ratio Rank: 55
Omega Ratio Rank
KWEB Calmar Ratio Rank: 55
Calmar Ratio Rank
KWEB Martin Ratio Rank: 44
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.

AFTY vs. KWEB - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

AFTY vs. KWEB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AFTYKWEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

Correlation

The correlation between AFTY and KWEB is 0.54, 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.


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 7.37%.


TTM20252024202320222021202020192018201720162015
AFTY
Pacer CSOP FTSE China A50 ETF
0.00%0.00%0.00%2.23%2.08%1.84%1.48%7.96%1.85%6.62%1.19%16.76%
KWEB
KraneShares CSI China Internet ETF
7.37%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Drawdowns

AFTY vs. KWEB - Drawdown Comparison


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Drawdown Indicators


AFTYKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-80.92%

Max Drawdown (1Y)

Largest decline over 1 year

-31.36%

Max Drawdown (5Y)

Largest decline over 5 years

-75.23%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-67.12%

Average Drawdown

Average peak-to-trough decline

-34.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

Volatility

AFTY vs. KWEB - Volatility Comparison


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Volatility by Period


AFTYKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

Volatility (1Y)

Calculated over the trailing 1-year period

29.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.87%