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BEKE vs. KWEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEKE vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KE Holdings Inc. (BEKE) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BEKE achieves a -3.64% return, which is significantly higher than KWEB's -28.08% return.


BEKE

1D
-0.60%
1M
-9.09%
YTD
-3.64%
6M
-4.79%
1Y
-16.05%
3Y*
2.45%
5Y*
-20.94%
10Y*

KWEB

1D
-2.24%
1M
-8.99%
YTD
-28.08%
6M
-29.18%
1Y
-22.79%
3Y*
0.71%
5Y*
-15.81%
10Y*
-0.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEKE vs. KWEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BEKE
KE Holdings Inc.
-3.64%-12.65%16.49%17.37%-30.62%-67.31%75.53%
KWEB
KraneShares CSI China Internet ETF
-28.08%23.55%12.01%-9.06%-17.24%-49.01%13.83%

Correlation

The correlation between BEKE and KWEB is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2020

0.68

The correlation between BEKE and KWEB shifts across timeframes, from 0.53 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BEKE vs. KWEB — Risk / Return Rank

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

BEKE
BEKE Risk / Return Rank: 2121
Overall Rank
BEKE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BEKE Sortino Ratio Rank: 2222
Sortino Ratio Rank
BEKE Omega Ratio Rank: 2323
Omega Ratio Rank
BEKE Calmar Ratio Rank: 2121
Calmar Ratio Rank
BEKE Martin Ratio Rank: 1818
Martin Ratio Rank

KWEB
KWEB Risk / Return Rank: 33
Overall Rank
KWEB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 33
Sortino Ratio Rank
KWEB Omega Ratio Rank: 33
Omega Ratio Rank
KWEB Calmar Ratio Rank: 44
Calmar Ratio Rank
KWEB Martin Ratio Rank: 33
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.

BEKE vs. KWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KE Holdings Inc. (BEKE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BEKEKWEBDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

0.95

0.87

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.58

-0.01

Martin ratioReturn relative to average drawdown

-1.10

-1.22

+0.12

BEKE vs. KWEB - Sharpe Ratio Comparison

The current BEKE Sharpe Ratio is -0.45, which is higher than the KWEB Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of BEKE and KWEB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BEKE vs. KWEB - Drawdown Comparison

The maximum BEKE drawdown since its inception was -88.26%, which is greater than KWEB's maximum drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for BEKE and KWEB.


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Drawdown Indicators


BEKEKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-88.26%

-80.92%

-7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-27.26%

-39.49%

+12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-41.39%

-39.49%

-1.90%

Max Drawdown (5Y)

Largest decline over 5 years

-82.58%

-72.17%

-10.41%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-79.05%

-71.68%

-7.37%

Average Drawdown

Average peak-to-trough decline

-67.95%

-35.36%

-32.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.65%

18.70%

-4.05%

Volatility

BEKE vs. KWEB - Volatility Comparison

KE Holdings Inc. (BEKE) has a higher volatility of 9.98% compared to KraneShares CSI China Internet ETF (KWEB) at 8.34%. This indicates that BEKE's price experiences larger fluctuations and is considered to be riskier than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEKEKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.98%

8.34%

+1.64%

Volatility (6M)

Calculated over the trailing 6-month period

28.24%

20.47%

+7.77%

Volatility (1Y)

Calculated over the trailing 1-year period

36.20%

27.17%

+9.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.22%

47.70%

+25.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.14%

40.00%

+34.14%

Dividends

BEKE vs. KWEB - Dividend Comparison

BEKE's dividend yield for the trailing twelve months is around 1.85%, less than KWEB's 8.56% yield.


PositionTTM20252024202320222021202020192018201720162015
BEKE
KE Holdings Inc.
1.85%2.28%1.91%1.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
8.56%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Frequently Asked Questions


BEKE and KWEB have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BEKE has higher volatility (9.98%) compared to KWEB (8.34%). In terms of maximum drawdown, BEKE dropped -88.26% vs KWEB's -80.92%.

BEKE currently has the higher Sharpe Ratio (-0.45 vs -0.84), 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.

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