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EWT vs. KBA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWT and KBA is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

Performance

EWT vs. KBA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Taiwan ETF (EWT) and KraneShares Bosera MSCI China A Share ETF (KBA). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
169.84%
60.80%
EWT
KBA

Key characteristics

Sharpe Ratio

EWT:

0.02

KBA:

0.36

Sortino Ratio

EWT:

0.21

KBA:

0.74

Omega Ratio

EWT:

1.03

KBA:

1.11

Calmar Ratio

EWT:

0.02

KBA:

0.25

Martin Ratio

EWT:

0.05

KBA:

0.66

Ulcer Index

EWT:

8.52%

KBA:

16.69%

Daily Std Dev

EWT:

26.83%

KBA:

30.52%

Max Drawdown

EWT:

-64.26%

KBA:

-53.24%

Current Drawdown

EWT:

-18.24%

KBA:

-36.84%

Returns By Period

In the year-to-date period, EWT achieves a -10.47% return, which is significantly lower than KBA's -1.02% return. Over the past 10 years, EWT has outperformed KBA with an annualized return of 8.20%, while KBA has yielded a comparatively lower -2.76% annualized return.


EWT

YTD

-10.47%

1M

-6.40%

6M

-17.40%

1Y

-0.08%

5Y*

12.84%

10Y*

8.20%

KBA

YTD

-1.02%

1M

-1.86%

6M

-5.94%

1Y

9.78%

5Y*

2.06%

10Y*

-2.76%

*Annualized

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EWT vs. KBA - Expense Ratio Comparison

EWT has a 0.59% expense ratio, which is lower than KBA's 0.60% expense ratio.


Expense ratio chart for KBA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBA: 0.60%
Expense ratio chart for EWT: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EWT: 0.59%

Risk-Adjusted Performance

EWT vs. KBA — Risk-Adjusted Performance Rank

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

EWT
The Risk-Adjusted Performance Rank of EWT is 2121
Overall Rank
The Sharpe Ratio Rank of EWT is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of EWT is 2222
Sortino Ratio Rank
The Omega Ratio Rank of EWT is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EWT is 2020
Calmar Ratio Rank
The Martin Ratio Rank of EWT is 2020
Martin Ratio Rank

KBA
The Risk-Adjusted Performance Rank of KBA is 4646
Overall Rank
The Sharpe Ratio Rank of KBA is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of KBA is 5353
Sortino Ratio Rank
The Omega Ratio Rank of KBA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of KBA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of KBA is 3434
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.

EWT vs. KBA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Taiwan ETF (EWT) and KraneShares Bosera MSCI China A Share ETF (KBA). 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 EWT, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
EWT: 0.02
KBA: 0.36
The chart of Sortino ratio for EWT, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
EWT: 0.21
KBA: 0.74
The chart of Omega ratio for EWT, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
EWT: 1.03
KBA: 1.11
The chart of Calmar ratio for EWT, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
EWT: 0.02
KBA: 0.25
The chart of Martin ratio for EWT, currently valued at 0.05, compared to the broader market0.0020.0040.0060.00
EWT: 0.05
KBA: 0.66

The current EWT Sharpe Ratio is 0.02, which is lower than the KBA Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of EWT and KBA, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.02
0.36
EWT
KBA

Dividends

EWT vs. KBA - Dividend Comparison

EWT's dividend yield for the trailing twelve months is around 3.71%, more than KBA's 2.21% yield.


TTM20242023202220212020201920182017201620152014
EWT
iShares MSCI Taiwan ETF
3.71%3.32%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%
KBA
KraneShares Bosera MSCI China A Share ETF
2.21%2.18%2.34%26.65%9.06%0.65%1.53%3.77%1.00%4.90%29.08%0.11%

Drawdowns

EWT vs. KBA - Drawdown Comparison

The maximum EWT drawdown since its inception was -64.26%, which is greater than KBA's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for EWT and KBA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.24%
-36.84%
EWT
KBA

Volatility

EWT vs. KBA - Volatility Comparison

iShares MSCI Taiwan ETF (EWT) has a higher volatility of 15.21% compared to KraneShares Bosera MSCI China A Share ETF (KBA) at 10.28%. This indicates that EWT's price experiences larger fluctuations and is considered to be riskier than KBA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.21%
10.28%
EWT
KBA