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CBSE vs. KWIN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CBSE vs. KWIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Select Equity ETF (CBSE) and KraneShares Wahed Alternative Income Index ETF (KWIN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CBSE achieves a 24.90% return, which is significantly higher than KWIN's 1.59% return.


CBSE

1D
-1.09%
1M
-1.32%
6M
16.70%
YTD
24.90%
1Y
34.47%
3Y*
27.72%
5Y*
11.72%
10Y*

KWIN

1D
0.06%
1M
0.13%
6M
1.08%
YTD
1.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBSE vs. KWIN - Yearly Performance Comparison


Correlation

The correlation between CBSE and KWIN is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

-0.01

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Return for Risk

CBSE vs. KWIN — Risk / Return Rank

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

CBSE
CBSE Risk / Return Rank: 5252
Overall Rank
CBSE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CBSE Sortino Ratio Rank: 4646
Sortino Ratio Rank
CBSE Omega Ratio Rank: 4747
Omega Ratio Rank
CBSE Calmar Ratio Rank: 6464
Calmar Ratio Rank
CBSE Martin Ratio Rank: 5353
Martin Ratio Rank

KWIN

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

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.

CBSE vs. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Select Equity ETF (CBSE) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.


CBSEKWINDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

7.25

CBSE vs. KWIN - Sharpe Ratio Comparison


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Drawdowns

CBSE vs. KWIN - Drawdown Comparison

The maximum CBSE drawdown since its inception was -36.30%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for CBSE and KWIN.


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Drawdown Indicators


CBSEKWINDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-1.50%

-34.80%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

Current Drawdown

Current decline from peak

-6.39%

-1.44%

-4.95%

Average Drawdown

Average peak-to-trough decline

-12.16%

-0.25%

-11.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

Volatility

CBSE vs. KWIN - Volatility Comparison


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Volatility by Period


CBSEKWINDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

Volatility (6M)

Calculated over the trailing 6-month period

20.62%

Volatility (1Y)

Calculated over the trailing 1-year period

25.32%

4.16%

+21.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.56%

4.16%

+20.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

4.16%

+19.95%

CBSE vs. KWIN - Expense Ratio Comparison

CBSE has a 0.85% expense ratio, which is higher than KWIN's 0.51% expense ratio.


Dividends

CBSE vs. KWIN - Dividend Comparison

CBSE's dividend yield for the trailing twelve months is around 0.28%, while KWIN has not paid dividends to shareholders.


PositionTTM2025202420232022
CBSE
Clough Select Equity ETF
0.28%0.35%0.37%1.50%0.52%
KWIN
KraneShares Wahed Alternative Income Index ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CBSE and KWIN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KWIN is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KWIN is cheaper with a 0.51% expense ratio, compared with 0.85% for CBSE.

CBSE has the higher dividend yield at 0.28%, compared with 0.00% for KWIN.

They also come from different issuers: Clough and KraneShares. Their fees differ too: 0.85% for CBSE and 0.51% for KWIN.

Portfolio Optimizer

Find the right allocation for CBSE and KWIN

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

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