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EBIZ vs. KEMQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBIZ vs. KEMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X E-commerce ETF (EBIZ) and KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ). The values are adjusted to include any dividend payments, if applicable.

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EBIZ vs. KEMQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EBIZ
Global X E-commerce ETF
-17.78%17.74%31.26%30.88%-40.96%-13.26%74.39%32.76%-11.01%
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
-8.37%56.28%13.81%0.77%-38.09%-27.31%39.26%28.26%-5.96%

Returns By Period

In the year-to-date period, EBIZ achieves a -17.78% return, which is significantly lower than KEMQ's -8.37% return.


EBIZ

1D
-0.20%
1M
-4.69%
YTD
-17.78%
6M
-23.89%
1Y
-5.45%
3Y*
14.31%
5Y*
-5.08%
10Y*

KEMQ

1D
-0.25%
1M
-9.19%
YTD
-8.37%
6M
-11.06%
1Y
26.81%
3Y*
16.47%
5Y*
-6.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBIZ vs. KEMQ - Expense Ratio Comparison

EBIZ has a 0.50% expense ratio, which is lower than KEMQ's 0.60% expense ratio.


Return for Risk

EBIZ vs. KEMQ — Risk / Return Rank

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

EBIZ
EBIZ Risk / Return Rank: 88
Overall Rank
EBIZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EBIZ Sortino Ratio Rank: 88
Sortino Ratio Rank
EBIZ Omega Ratio Rank: 88
Omega Ratio Rank
EBIZ Calmar Ratio Rank: 88
Calmar Ratio Rank
EBIZ Martin Ratio Rank: 88
Martin Ratio Rank

KEMQ
KEMQ Risk / Return Rank: 4848
Overall Rank
KEMQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
KEMQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
KEMQ Omega Ratio Rank: 4848
Omega Ratio Rank
KEMQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
KEMQ Martin Ratio Rank: 4141
Martin Ratio Rank
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.

EBIZ vs. KEMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ). 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.


EBIZKEMQDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.99

-1.21

Sortino ratio

Return per unit of downside risk

-0.15

1.49

-1.64

Omega ratio

Gain probability vs. loss probability

0.98

1.19

-0.21

Calmar ratio

Return relative to maximum drawdown

-0.21

1.27

-1.48

Martin ratio

Return relative to average drawdown

-0.58

4.14

-4.72

EBIZ vs. KEMQ - Sharpe Ratio Comparison

The current EBIZ Sharpe Ratio is -0.22, which is lower than the KEMQ Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EBIZ and KEMQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EBIZKEMQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.99

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.19

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.00

+0.28

Correlation

The correlation between EBIZ and KEMQ is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EBIZ vs. KEMQ - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.62%, less than KEMQ's 5.75% yield.


TTM2025202420232022202120202019
EBIZ
Global X E-commerce ETF
0.62%0.51%0.23%0.00%0.10%0.57%0.84%0.18%
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
5.75%5.27%0.73%0.29%0.00%0.28%2.28%1.76%

Drawdowns

EBIZ vs. KEMQ - Drawdown Comparison

The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum KEMQ drawdown of -70.72%. Use the drawdown chart below to compare losses from any high point for EBIZ and KEMQ.


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Drawdown Indicators


EBIZKEMQDifference

Max Drawdown

Largest peak-to-trough decline

-61.58%

-70.72%

+9.14%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-21.94%

-5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-59.73%

-66.39%

+6.66%

Current Drawdown

Current decline from peak

-27.95%

-38.46%

+10.51%

Average Drawdown

Average peak-to-trough decline

-24.33%

-35.75%

+11.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.22%

6.73%

+3.49%

Volatility

EBIZ vs. KEMQ - Volatility Comparison

The current volatility for Global X E-commerce ETF (EBIZ) is 7.43%, while KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) has a volatility of 10.25%. This indicates that EBIZ experiences smaller price fluctuations and is considered to be less risky than KEMQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBIZKEMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.43%

10.25%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

19.65%

-3.90%

Volatility (1Y)

Calculated over the trailing 1-year period

24.51%

27.20%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

31.61%

-2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.86%

29.54%

-0.68%