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CNYA vs. KLIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNYA vs. KLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A ETF (CNYA) 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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Returns By Period

In the year-to-date period, CNYA achieves a 1.42% return, which is significantly higher than KLIP's -6.77% return.


CNYA

1D
-0.48%
1M
-4.50%
6M
1.02%
YTD
1.42%
1Y
20.44%
3Y*
7.23%
5Y*
-1.55%
10Y*
5.24%
ALL TIME*
5.58%

KLIP

1D
0.35%
1M
6.88%
6M
-11.18%
YTD
-6.77%
1Y
-3.11%
3Y*
6.33%
5Y*
10Y*
ALL TIME*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.46M$2.43M$4.11M
$647.66K$581.47K$1.00M

CNYA vs. KLIP - Yearly Performance Comparison


2026 (YTD)202520242023
CNYA
iShares MSCI China A ETF
1.42%26.48%10.78%-19.19%
KLIP
KraneShares China Internet and Covered Call Strategy ETF
-6.77%16.92%3.37%11.11%

Correlation

The correlation between CNYA and KLIP is 0.42, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.42

Correlation (3Y)
Balances recent behavior with more history.

0.52

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.55

The correlation between CNYA and KLIP shifts across timeframes, from 0.42 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

CNYA vs. KLIP - Sectors Allocation Comparison


Sectors
CNYA
KLIP

Technology

37.3%
4.2%

Financial Services

16.8%
2.0%

Industrials

14.2%

-

Basic Materials

10.7%

-

Consumer Defensive

5.8%
4.0%

Consumer Cyclical

4.3%
34.2%

Healthcare

3.8%
6.0%

Utilities

2.9%

-

Energy

2.6%

-

Communication Services

1.1%
45.8%

Real Estate

0.5%
3.9%

Technology

CNYA
37.3%
KLIP
4.2%

Financial Services

CNYA
16.8%
KLIP
2.0%

Industrials

CNYA
14.2%
KLIP

-

Basic Materials

CNYA
10.7%
KLIP

-

Consumer Defensive

CNYA
5.8%
KLIP
4.0%

Consumer Cyclical

CNYA
4.3%
KLIP
34.2%

Healthcare

CNYA
3.8%
KLIP
6.0%

Utilities

CNYA
2.9%
KLIP

-

Energy

CNYA
2.6%
KLIP

-

Communication Services

CNYA
1.1%
KLIP
45.8%

Real Estate

CNYA
0.5%
KLIP
3.9%

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Return for Risk

CNYA vs. KLIP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CNYA
CNYA Risk / Return Rank: 4444
Overall Rank
CNYA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CNYA Sortino Ratio Rank: 4040
Sortino Ratio Rank
CNYA Omega Ratio Rank: 3939
Omega Ratio Rank
CNYA Calmar Ratio Rank: 5454
Calmar Ratio Rank
CNYA Martin Ratio Rank: 4848
Martin Ratio Rank

KLIP
KLIP Risk / Return Rank: 88
Overall Rank
KLIP Sharpe Ratio Rank: 88
Sharpe Ratio Rank
KLIP Sortino Ratio Rank: 88
Sortino Ratio Rank
KLIP Omega Ratio Rank: 88
Omega Ratio Rank
KLIP Calmar Ratio Rank: 99
Calmar Ratio Rank
KLIP Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CNYA vs. KLIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A ETF (CNYA) 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.

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.


CNYAKLIPDifference
Sharpe ratioReturn per unit of total volatility

+1.21

Sortino ratioReturn per unit of downside risk

+1.64

Omega ratioGain probability vs. loss probability

1.19

0.98

+0.21

Calmar ratioReturn relative to maximum drawdown

1.98

-0.15

+2.12

Martin ratioReturn relative to average drawdown

5.71

-0.34

+6.05

CNYA vs. KLIP - Sharpe Ratio Comparison

The current CNYA Sharpe Ratio is 1.02, which is higher than the KLIP Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of CNYA and KLIP, 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

CNYA vs. KLIP - Drawdown Comparison

The maximum CNYA drawdown since its inception was -49.49%, which is greater than KLIP's maximum drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for CNYA and KLIP.


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Drawdown Indicators


CNYAKLIPDifference

Max Drawdown

Largest peak-to-trough decline

-49.49%

-21.48%

-28.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.37%

-21.48%

+11.11%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-21.48%

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-44.65%

Max Drawdown (10Y)

Largest decline over 10 years

-49.49%

Current Drawdown

Current decline from peak

-19.65%

-12.12%

-7.53%

Average Drawdown

Average peak-to-trough decline

-20.61%

-4.33%

-16.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

9.22%

-5.64%

Volatility

CNYA vs. KLIP - Volatility Comparison

iShares MSCI China A ETF (CNYA) has a higher volatility of 8.01% compared to KraneShares China Internet and Covered Call Strategy ETF (KLIP) at 2.37%. This indicates that CNYA's price experiences larger fluctuations and is considered to be riskier than KLIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNYAKLIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.01%

2.37%

+5.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.84%

12.99%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

20.22%

16.60%

+3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.88%

17.98%

+5.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.63%

17.98%

+5.65%

CNYA vs. KLIP - Expense Ratio Comparison

CNYA has a 0.60% expense ratio, which is lower than KLIP's 0.95% expense ratio.


Dividends

CNYA vs. KLIP - Dividend Comparison

CNYA's dividend yield for the trailing twelve months is around 1.85%, less than KLIP's 27.54% yield.


PositionTTM2025202420232022202120202019201820172016
CNYA
iShares MSCI China A ETF
1.85%1.92%2.51%4.23%2.69%1.11%1.06%1.21%3.92%0.97%1.38%
KLIP
KraneShares China Internet and Covered Call Strategy ETF
27.54%25.14%54.26%61.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CNYA and KLIP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CNYA has higher volatility (8.01%) compared to KLIP (2.37%). In terms of maximum drawdown, CNYA dropped -49.49% vs KLIP's -21.48%.

On 3-year performance, CNYA leads with 7.23% vs 6.33% for KLIP. On fees, CNYA is cheaper at 0.60% per year. On volatility, KLIP has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CNYA has performed better with a 7.23% return vs 6.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CNYA is cheaper with a 0.60% expense ratio, compared with 0.95% for KLIP.

KLIP has the higher dividend yield at 27.54%, compared with 1.85% for CNYA.

They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.60% for CNYA and 0.95% for KLIP.

CNYA currently has the higher Sharpe Ratio (1.02 vs -0.19), 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.

Portfolio Optimizer

Find the right allocation for CNYA and KLIP

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