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

Correlation

The correlation between EMQQ and KWEB is 0.94, 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.


-0.50.00.51.00.9

Performance

EMQQ vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Emerging Markets Internet & Ecommerce ETF (EMQQ) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
44.45%
-5.02%
EMQQ
KWEB

Key characteristics

Sharpe Ratio

EMQQ:

0.72

KWEB:

0.41

Sortino Ratio

EMQQ:

1.17

KWEB:

0.92

Omega Ratio

EMQQ:

1.14

KWEB:

1.11

Calmar Ratio

EMQQ:

0.25

KWEB:

0.22

Martin Ratio

EMQQ:

2.56

KWEB:

1.26

Ulcer Index

EMQQ:

6.33%

KWEB:

13.10%

Daily Std Dev

EMQQ:

22.60%

KWEB:

39.94%

Max Drawdown

EMQQ:

-73.24%

KWEB:

-80.92%

Current Drawdown

EMQQ:

-55.13%

KWEB:

-67.53%

Returns By Period

In the year-to-date period, EMQQ achieves a 16.94% return, which is significantly higher than KWEB's 14.08% return. Over the past 10 years, EMQQ has outperformed KWEB with an annualized return of 4.75%, while KWEB has yielded a comparatively lower 0.58% annualized return.


EMQQ

YTD

16.94%

1M

-3.25%

6M

6.47%

1Y

14.82%

5Y*

0.65%

10Y*

4.75%

KWEB

YTD

14.08%

1M

-0.12%

6M

6.99%

1Y

15.08%

5Y*

-7.13%

10Y*

0.58%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMQQ vs. KWEB - Expense Ratio Comparison

EMQQ has a 0.86% expense ratio, which is higher than KWEB's 0.76% expense ratio.


EMQQ
Emerging Markets Internet & Ecommerce ETF
Expense ratio chart for EMQQ: current value at 0.86% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.86%
Expense ratio chart for KWEB: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Risk-Adjusted Performance

EMQQ vs. KWEB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Emerging Markets Internet & Ecommerce ETF (EMQQ) 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.


Sharpe ratio
The chart of Sharpe ratio for EMQQ, currently valued at 0.72, compared to the broader market0.002.004.000.720.41
The chart of Sortino ratio for EMQQ, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.001.170.92
The chart of Omega ratio for EMQQ, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.141.11
The chart of Calmar ratio for EMQQ, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.250.22
The chart of Martin ratio for EMQQ, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.002.561.26
EMQQ
KWEB

The current EMQQ Sharpe Ratio is 0.72, which is higher than the KWEB Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of EMQQ and KWEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.72
0.41
EMQQ
KWEB

Dividends

EMQQ vs. KWEB - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 0.68%, less than KWEB's 3.58% yield.


TTM20232022202120202019201820172016201520142013
EMQQ
Emerging Markets Internet & Ecommerce ETF
0.68%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
3.58%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%0.31%

Drawdowns

EMQQ vs. KWEB - Drawdown Comparison

The maximum EMQQ drawdown since its inception was -73.24%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for EMQQ and KWEB. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%JulyAugustSeptemberOctoberNovemberDecember
-55.13%
-67.53%
EMQQ
KWEB

Volatility

EMQQ vs. KWEB - Volatility Comparison

The current volatility for Emerging Markets Internet & Ecommerce ETF (EMQQ) is 6.11%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 13.19%. This indicates that EMQQ experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.11%
13.19%
EMQQ
KWEB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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