ISVBF vs. KJD

Last updated Aug 5, 2026

ISVBF (iShares MSCI China A UCITS ETF) and KJD (KraneShares 2X Long JD Daily ETF) are both China Equities funds. ISVBF is passively managed, while KJD is actively managed. Their 0.43 correlation means their historical movements had little consistent relationship. ISVBF charges 0.40%/yr vs 1.26%/yr for KJD.

Performance

ISVBF vs. KJD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and KraneShares 2X Long JD Daily ETF (KJD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ISVBF achieves a -6.75% return, which is significantly lower than KJD's 23.81% return.

ISVBF

• 1D: -0.66%
• 1M: 9.06%
• 6M: -8.63%
• YTD: -6.75%
• 1Y: -0.99%
• 3Y*: 8.45%
• 5Y*: -2.48%
• 10Y*: —
• ALL TIME*: -4.43%

KJD

• 1D: -0.45%
• 1M: 50.22%
• 6M: 32.20%
• YTD: 23.81%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ISVBF iShares MSCI China A UCITS ETF	$147.49K	$255.95K	$315.23K
KJD KraneShares 2X Long JD Daily ETF	$79.86K	$58.23K	$79.60K

ISVBF vs. KJD - Yearly Performance Comparison

	2026 (YTD)	2025
ISVBF iShares MSCI China A UCITS ETF	-6.75%	-3.76%
KJD KraneShares 2X Long JD Daily ETF	23.81%	-28.21%

Correlation

The correlation between ISVBF and KJD is 0.43, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025	0.43

Return for Risk

ISVBF vs. KJD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ISVBF

ISVBF Risk / Return Rank: 10
ISVBF Sharpe Ratio Rank: 10
ISVBF Sortino Ratio Rank: 10
ISVBF Omega Ratio Rank: 10
ISVBF Calmar Ratio Rank: 10
ISVBF Martin Ratio Rank: 9

KJD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISVBF vs. KJD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and KraneShares 2X Long JD Daily ETF (KJD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ISVBF	KJD	Difference
Sharpe ratio: Return per unit of total volatility	-0.03	—	—
Sortino ratio: Return per unit of downside risk	0.18	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	-0.04	—	—
Martin ratio: Return relative to average drawdown	-0.09	—	—

Drawdowns

ISVBF vs. KJD - Drawdown Comparison

The maximum ISVBF drawdown since its inception was -53.78%, which is greater than KJD's maximum drawdown of -50.81%. Use the drawdown chart below to compare losses from any high point for ISVBF and KJD.

Drawdown Indicators

	ISVBF	KJD	Difference
Max Drawdown Largest peak-to-trough decline	-53.78%	-50.81%	-2.97%
Max Drawdown (1Y) Largest decline over 1 year	-24.14%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-46.06%	—	—
Current Drawdown Current decline from peak	-24.42%	-17.31%	-7.11%
Average Drawdown Average peak-to-trough decline	-32.57%	-29.98%	-2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.23%	—	—

Volatility

Volatility by Period

	ISVBF	KJD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.46%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	31.60%	60.65%	-29.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.08%	60.65%	-30.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.06%	60.65%	-30.59%

ISVBF vs. KJD - Expense Ratio Comparison

ISVBF has a 0.40% expense ratio, which is lower than KJD's 1.26% expense ratio.

Dividends

ISVBF vs. KJD - Dividend Comparison

Neither ISVBF nor KJD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both ISVBF and KJD in my portfolio?

ISVBF and KJD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ISVBF or KJD?

On fees, ISVBF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISVBF or KJD?

ISVBF is cheaper with a 0.40% expense ratio, compared with 1.26% for KJD.

Which ETF pays a higher dividend yield, ISVBF or KJD?

ISVBF and KJD have nearly identical dividend yields, around 0.00%.

What is the main difference between ISVBF and KJD?

They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.40% for ISVBF and 1.26% for KJD.