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GXC vs. KBA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GXC vs. KBA - Performance Comparison

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

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GXC vs. KBA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GXC
SPDR S&P China ETF
-3.81%30.84%14.60%-9.93%-22.12%-19.70%28.31%23.07%-19.39%51.66%
KBA
KraneShares Bosera MSCI China A Share ETF
-2.07%33.88%15.73%-16.77%-3.49%3.17%41.62%35.44%-26.28%30.69%

Returns By Period

In the year-to-date period, GXC achieves a -3.81% return, which is significantly lower than KBA's -2.07% return. Over the past 10 years, GXC has underperformed KBA with an annualized return of 5.19%, while KBA has yielded a comparatively higher 8.14% annualized return.


GXC

1D
2.12%
1M
-5.26%
YTD
-3.81%
6M
-10.09%
1Y
11.04%
3Y*
7.34%
5Y*
-4.55%
10Y*
5.19%

KBA

1D
1.99%
1M
-1.37%
YTD
-2.07%
6M
2.24%
1Y
30.16%
3Y*
7.43%
5Y*
5.20%
10Y*
8.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GXC vs. KBA - Expense Ratio Comparison

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


Return for Risk

GXC vs. KBA — Risk / Return Rank

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

GXC
GXC Risk / Return Rank: 2929
Overall Rank
GXC Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GXC Sortino Ratio Rank: 2929
Sortino Ratio Rank
GXC Omega Ratio Rank: 2929
Omega Ratio Rank
GXC Calmar Ratio Rank: 2929
Calmar Ratio Rank
GXC Martin Ratio Rank: 2727
Martin Ratio Rank

KBA
KBA Risk / Return Rank: 8585
Overall Rank
KBA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KBA Sortino Ratio Rank: 8484
Sortino Ratio Rank
KBA Omega Ratio Rank: 8383
Omega Ratio Rank
KBA Calmar Ratio Rank: 8686
Calmar Ratio Rank
KBA Martin Ratio Rank: 8686
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.

GXC vs. KBA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P China ETF (GXC) 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.


GXCKBADifference

Sharpe ratio

Return per unit of total volatility

0.49

1.63

-1.13

Sortino ratio

Return per unit of downside risk

0.80

2.20

-1.40

Omega ratio

Gain probability vs. loss probability

1.11

1.32

-0.21

Calmar ratio

Return relative to maximum drawdown

0.65

2.54

-1.89

Martin ratio

Return relative to average drawdown

2.06

10.01

-7.95

GXC vs. KBA - Sharpe Ratio Comparison

The current GXC Sharpe Ratio is 0.49, which is lower than the KBA Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of GXC 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.


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Sharpe Ratios by Period


GXCKBADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.63

-1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.19

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.20

0.32

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.31

-0.15

Correlation

The correlation between GXC and KBA is 0.73, 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

GXC vs. KBA - Dividend Comparison

GXC's dividend yield for the trailing twelve months is around 2.50%, more than KBA's 1.60% yield.


TTM20252024202320222021202020192018201720162015
GXC
SPDR S&P China ETF
2.50%2.40%2.81%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%
KBA
KraneShares Bosera MSCI China A Share ETF
1.60%1.56%2.18%2.34%49.05%9.07%0.65%1.53%3.77%1.46%6.62%29.08%

Drawdowns

GXC vs. KBA - Drawdown Comparison

The maximum GXC drawdown since its inception was -71.96%, which is greater than KBA's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for GXC and KBA.


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Drawdown Indicators


GXCKBADifference

Max Drawdown

Largest peak-to-trough decline

-71.96%

-53.24%

-18.72%

Max Drawdown (1Y)

Largest decline over 1 year

-16.56%

-11.30%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-54.30%

-40.42%

-13.88%

Max Drawdown (10Y)

Largest decline over 10 years

-60.23%

-45.32%

-14.91%

Current Drawdown

Current decline from peak

-32.02%

-5.08%

-26.94%

Average Drawdown

Average peak-to-trough decline

-28.81%

-26.15%

-2.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

3.01%

+2.19%

Volatility

GXC vs. KBA - Volatility Comparison

SPDR S&P China ETF (GXC) has a higher volatility of 6.79% compared to KraneShares Bosera MSCI China A Share ETF (KBA) at 5.63%. This indicates that GXC'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.


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Volatility by Period


GXCKBADifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

5.63%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.72%

11.80%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

18.64%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.94%

27.07%

+1.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.08%

25.28%

+0.80%