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

Correlation

The correlation between CHIX and KWEB is 0.47, 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.


Performance

CHIX vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI China Financials ETF (CHIX) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


CHIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

KWEB

YTD

11.97%

1M

1.99%

6M

9.95%

1Y

13.60%

3Y*

5.75%

5Y*

-6.76%

10Y*

-0.73%

*Annualized

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CHIX vs. KWEB - Expense Ratio Comparison

CHIX has a 0.65% expense ratio, which is lower than KWEB's 0.76% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

CHIX vs. KWEB — Risk-Adjusted Performance Rank

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

CHIX

KWEB
The Risk-Adjusted Performance Rank of KWEB is 3434
Overall Rank
The Sharpe Ratio Rank of KWEB is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 4343
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 3939
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 2626
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHIX vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI China Financials ETF (CHIX) 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CHIX vs. KWEB - Dividend Comparison

CHIX has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 3.13%.


TTM20242023202220212020201920182017201620152014
CHIX
Global X MSCI China Financials ETF
0.00%100.69%5.27%6.15%4.15%2.24%3.87%4.76%1.90%2.01%5.33%1.01%
KWEB
KraneShares CSI China Internet ETF
3.13%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

Drawdowns

CHIX vs. KWEB - Drawdown Comparison


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CHIX vs. KWEB - Volatility Comparison


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