FXI vs. KWEB
Compare and contrast key facts about iShares China Large-Cap ETF (FXI) and KraneShares CSI China Internet ETF (KWEB).
FXI and KWEB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FXI is a passively managed fund by iShares that tracks the performance of the FTSE China 25 Index. It was launched on Oct 5, 2004. KWEB is a passively managed fund by CICC that tracks the performance of the CSI Overseas China Internet. It was launched on Jul 31, 2013. Both FXI and KWEB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FXI or KWEB.
Performance
FXI vs. KWEB - Performance Comparison
Returns By Period
In the year-to-date period, FXI achieves a 27.45% return, which is significantly higher than KWEB's 15.56% return. Over the past 10 years, FXI has underperformed KWEB with an annualized return of -0.28%, while KWEB has yielded a comparatively higher -0.21% annualized return.
FXI
27.45%
-3.81%
8.61%
20.09%
-3.69%
-0.28%
KWEB
15.56%
-3.14%
1.46%
13.47%
-5.52%
-0.21%
Key characteristics
| FXI | KWEB | |
|---|---|---|
| Sharpe Ratio | 0.55 | 0.28 |
| Sortino Ratio | 1.03 | 0.70 |
| Omega Ratio | 1.12 | 1.08 |
| Calmar Ratio | 0.30 | 0.14 |
| Martin Ratio | 1.79 | 0.84 |
| Ulcer Index | 9.91% | 12.66% |
| Daily Std Dev | 32.29% | 38.21% |
| Max Drawdown | -72.68% | -80.92% |
| Current Drawdown | -39.67% | -67.12% |
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FXI vs. KWEB - Expense Ratio Comparison
FXI has a 0.74% expense ratio, which is lower than KWEB's 0.76% expense ratio.
Correlation
The correlation between FXI and KWEB 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.
Risk-Adjusted Performance
FXI vs. KWEB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares China Large-Cap ETF (FXI) 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.
Dividends
FXI vs. KWEB - Dividend Comparison
FXI's dividend yield for the trailing twelve months is around 2.27%, more than KWEB's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FXI iShares China Large-Cap ETF | 2.27% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% | 2.64% |
KWEB KraneShares CSI China Internet ETF | 1.48% | 1.71% | 0.00% | 7.07% | 0.29% | 0.08% | 3.40% | 0.58% | 1.19% | 0.46% | 0.89% | 0.31% |
Drawdowns
FXI vs. KWEB - Drawdown Comparison
The maximum FXI drawdown since its inception was -72.68%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for FXI and KWEB. For additional features, visit the drawdowns tool.
Volatility
FXI vs. KWEB - Volatility Comparison
The current volatility for iShares China Large-Cap ETF (FXI) is 10.50%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 11.75%. This indicates that FXI 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.