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

Correlation

The correlation between EMQQ and KWEB is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

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%NovemberDecember2025FebruaryMarchApril
53.31%
2.09%
EMQQ
KWEB

Key characteristics

Sharpe Ratio

EMQQ:

0.72

KWEB:

0.50

Sortino Ratio

EMQQ:

1.17

KWEB:

1.02

Omega Ratio

EMQQ:

1.15

KWEB:

1.13

Calmar Ratio

EMQQ:

0.31

KWEB:

0.29

Martin Ratio

EMQQ:

2.15

KWEB:

1.35

Ulcer Index

EMQQ:

8.67%

KWEB:

15.66%

Daily Std Dev

EMQQ:

25.88%

KWEB:

42.50%

Max Drawdown

EMQQ:

-73.24%

KWEB:

-80.92%

Current Drawdown

EMQQ:

-52.38%

KWEB:

-65.10%

Returns By Period

The year-to-date returns for both investments are quite close, with EMQQ having a 9.08% return and KWEB slightly higher at 9.47%. Over the past 10 years, EMQQ has outperformed KWEB with an annualized return of 4.16%, while KWEB has yielded a comparatively lower -0.46% annualized return.


EMQQ

YTD

9.08%

1M

-3.44%

6M

-0.05%

1Y

17.56%

5Y*

2.18%

10Y*

4.16%

KWEB

YTD

9.47%

1M

-9.47%

6M

3.11%

1Y

18.20%

5Y*

-5.37%

10Y*

-0.46%

*Annualized

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EMQQ vs. KWEB - Expense Ratio Comparison

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


Expense ratio chart for EMQQ: current value is 0.86%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMQQ: 0.86%
Expense ratio chart for KWEB: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KWEB: 0.76%

Risk-Adjusted Performance

EMQQ vs. KWEB — Risk-Adjusted Performance Rank

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

EMQQ
The Risk-Adjusted Performance Rank of EMQQ is 6363
Overall Rank
The Sharpe Ratio Rank of EMQQ is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of EMQQ is 7272
Sortino Ratio Rank
The Omega Ratio Rank of EMQQ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of EMQQ is 4646
Calmar Ratio Rank
The Martin Ratio Rank of EMQQ is 6262
Martin Ratio Rank

KWEB
The Risk-Adjusted Performance Rank of KWEB is 5555
Overall Rank
The Sharpe Ratio Rank of KWEB is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 6666
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6161
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 4444
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 4747
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.

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.


The chart of Sharpe ratio for EMQQ, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.00
EMQQ: 0.72
KWEB: 0.50
The chart of Sortino ratio for EMQQ, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.00
EMQQ: 1.17
KWEB: 1.02
The chart of Omega ratio for EMQQ, currently valued at 1.15, compared to the broader market0.501.001.502.00
EMQQ: 1.15
KWEB: 1.13
The chart of Calmar ratio for EMQQ, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
EMQQ: 0.31
KWEB: 0.29
The chart of Martin ratio for EMQQ, currently valued at 2.15, compared to the broader market0.0020.0040.0060.00
EMQQ: 2.15
KWEB: 1.35

The current EMQQ Sharpe Ratio is 0.72, which is higher than the KWEB Sharpe Ratio of 0.50. 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.72
0.50
EMQQ
KWEB

Dividends

EMQQ vs. KWEB - Dividend Comparison

EMQQ's dividend yield for the trailing twelve months is around 1.56%, less than KWEB's 3.20% yield.


TTM20242023202220212020201920182017201620152014
EMQQ
Emerging Markets Internet & Ecommerce ETF
1.56%1.70%0.80%0.00%0.00%0.18%1.29%0.00%0.94%0.75%0.08%0.00%
KWEB
KraneShares CSI China Internet ETF
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%

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%NovemberDecember2025FebruaryMarchApril
-52.38%
-65.10%
EMQQ
KWEB

Volatility

EMQQ vs. KWEB - Volatility Comparison

The current volatility for Emerging Markets Internet & Ecommerce ETF (EMQQ) is 12.86%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 15.98%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
12.86%
15.98%
EMQQ
KWEB