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CN vs. KLIP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CN and KLIP is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CN vs. KLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI All China Equity ETF (CN) and KraneShares China Internet and Covered Call Strategy ETF (KLIP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


CN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

KLIP

YTD

6.50%

1M

10.01%

6M

11.20%

1Y

2.94%

5Y*

N/A

10Y*

N/A

*Annualized

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CN vs. KLIP - Expense Ratio Comparison

CN has a 0.50% expense ratio, which is lower than KLIP's 0.95% expense ratio.


Risk-Adjusted Performance

CN vs. KLIP — Risk-Adjusted Performance Rank

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

CN
The Risk-Adjusted Performance Rank of CN is 1313
Overall Rank
The Sharpe Ratio Rank of CN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of CN is 2020
Sortino Ratio Rank
The Omega Ratio Rank of CN is 2424
Omega Ratio Rank
The Calmar Ratio Rank of CN is 66
Calmar Ratio Rank
The Martin Ratio Rank of CN is 88
Martin Ratio Rank

KLIP
The Risk-Adjusted Performance Rank of KLIP is 2626
Overall Rank
The Sharpe Ratio Rank of KLIP is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of KLIP is 2323
Sortino Ratio Rank
The Omega Ratio Rank of KLIP is 2525
Omega Ratio Rank
The Calmar Ratio Rank of KLIP is 2929
Calmar Ratio Rank
The Martin Ratio Rank of KLIP is 2828
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.

CN vs. KLIP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI All China Equity ETF (CN) and KraneShares China Internet and Covered Call Strategy ETF (KLIP). 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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Dividends

CN vs. KLIP - Dividend Comparison

CN has not paid dividends to shareholders, while KLIP's dividend yield for the trailing twelve months is around 41.60%.


TTM20242023202220212020201920182017201620152014
CN
Xtrackers MSCI All China Equity ETF
0.00%100.13%4.04%0.21%2.00%0.78%4.18%2.09%0.81%9.12%4.03%1.15%
KLIP
KraneShares China Internet and Covered Call Strategy ETF
41.60%54.85%61.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CN vs. KLIP - Drawdown Comparison


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Volatility

CN vs. KLIP - Volatility Comparison


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