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COMB vs. KEUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMB vs. KEUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and KraneShares European Carbon Allowance Strategy ETF (KEUA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*

KEUA

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

COMB vs. KEUA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%-4.51%
KEUA
KraneShares European Carbon Allowance Strategy ETF
-19.02%32.81%-14.52%-3.14%-2.74%22.01%

Correlation

The correlation between COMB and KEUA is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2021

0.13

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Return for Risk

COMB vs. KEUA — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
Martin Ratio Rank

KEUA
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.

COMB vs. KEUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and KraneShares European Carbon Allowance Strategy ETF (KEUA). 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.


COMBKEUADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

5.08

Martin ratioReturn relative to average drawdown

13.24

COMB vs. KEUA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COMBKEUADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

Drawdowns

COMB vs. KEUA - Drawdown Comparison


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Drawdown Indicators


COMBKEUADifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-4.35%

Average Drawdown

Average peak-to-trough decline

-12.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

Volatility

COMB vs. KEUA - Volatility Comparison


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Volatility by Period


COMBKEUADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

COMB vs. KEUA - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is lower than KEUA's 0.87% expense ratio.


Dividends

COMB vs. KEUA - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, more than KEUA's 2.83% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
KEUA
KraneShares European Carbon Allowance Strategy ETF
2.83%2.29%7.71%5.67%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COMB and KEUA have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMB is cheaper with a 0.25% expense ratio, compared with 0.87% for KEUA.

COMB has the higher dividend yield at 7.14%, compared with 2.83% for KEUA.

They also come from different issuers: GraniteShares and KraneShares. Their fees differ too: 0.25% for COMB and 0.87% for KEUA.

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