ISVBF vs. KURE
ISVBF (iShares MSCI China A UCITS ETF) and KURE (KraneShares MSCI All China Health Care Index ETF) are both China Equities funds - ISVBF tracks the MSCI China A Inclusion Index while KURE tracks the MSCI China All Shares Health Care 10/40 Index. Both are passively managed. Over the past 5 years, ISVBF returned -5.16%/yr vs -16.33%/yr for KURE. At a 0.22 correlation, their price movements are largely independent. ISVBF charges 0.40%/yr vs 0.65%/yr for KURE.
Performance
ISVBF vs. KURE - Performance Comparison
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Returns By Period
In the year-to-date period, ISVBF achieves a -6.46% return, which is significantly higher than KURE's -10.68% return.
ISVBF
- 1D
- -2.03%
- 1M
- -2.58%
- YTD
- -6.46%
- 6M
- -7.93%
- 1Y
- 7.29%
- 3Y*
- 9.94%
- 5Y*
- -5.16%
- 10Y*
- —
KURE
- 1D
- -2.87%
- 1M
- -12.23%
- YTD
- -10.68%
- 6M
- -15.54%
- 1Y
- -5.05%
- 3Y*
- -6.04%
- 5Y*
- -16.33%
- 10Y*
- —
ISVBF vs. KURE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | -6.46% | 30.64% | 18.96% | -9.28% | -23.01% | -22.12% |
KURE KraneShares MSCI All China Health Care Index ETF | -10.68% | 24.87% | -17.83% | -17.70% | -25.43% | -21.51% |
Correlation
The correlation between ISVBF and KURE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 6, 2021 | 0.22 |
The correlation between ISVBF and KURE shifts across timeframes, from 0.22 (all time) to 0.41 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISVBF vs. KURE — Risk / Return Rank
ISVBF
KURE
ISVBF vs. KURE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) and KraneShares MSCI All China Health Care Index ETF (KURE). 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.
| ISVBF | KURE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.99 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | -0.18 | +0.57 |
| Martin ratioReturn relative to average drawdown | 0.89 | -0.39 | +1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISVBF | KURE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | -0.19 | +0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.52 | +0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | -0.11 | -0.04 |
Drawdowns
ISVBF vs. KURE - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum KURE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for ISVBF and KURE.
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Drawdown Indicators
| ISVBF | KURE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -68.53% | +14.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.18% | -27.53% | +8.35% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -34.05% | +10.28% |
Max Drawdown (5Y)Largest decline over 5 years | -53.22% | -67.94% | +14.72% |
Current DrawdownCurrent decline from peak | -24.18% | -61.11% | +36.93% |
Average DrawdownAverage peak-to-trough decline | -32.76% | -38.07% | +5.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 13.13% | -4.92% |
Volatility
ISVBF vs. KURE - Volatility Comparison
iShares MSCI China A UCITS ETF (ISVBF) has a higher volatility of 10.81% compared to KraneShares MSCI All China Health Care Index ETF (KURE) at 7.23%. This indicates that ISVBF's price experiences larger fluctuations and is considered to be riskier than KURE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ISVBF | KURE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 7.23% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 17.67% | +8.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.57% | 26.49% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 31.86% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.21% | 32.39% | -2.18% |
ISVBF vs. KURE - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than KURE's 0.65% expense ratio.
Dividends
ISVBF vs. KURE - Dividend Comparison
ISVBF has not paid dividends to shareholders, while KURE's dividend yield for the trailing twelve months is around 4.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KURE KraneShares MSCI All China Health Care Index ETF | 4.70% | 4.19% | 1.29% | 0.65% | 0.05% | 14.12% | 0.00% | 0.25% | 0.21% |
Frequently Asked Questions
ISVBF and KURE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ISVBF has higher volatility (10.81%) compared to KURE (7.23%). In terms of maximum drawdown, ISVBF dropped -53.78% vs KURE's -68.53%.
On 5-year performance, ISVBF leads with -5.16% vs -16.33% for KURE. On fees, ISVBF is cheaper at 0.40% per year. On volatility, KURE has been the lower-risk option at 7.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, ISVBF has performed better with a -5.16% return vs -16.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.65% for KURE.
KURE has the higher dividend yield at 4.70%, compared with 0.00% for ISVBF.
ISVBF tracks MSCI China A Inclusion Index, while KURE tracks MSCI China All Shares Health Care 10/40 Index. They also come from different issuers: iShares and CICC. Their fees differ too: 0.40% for ISVBF and 0.65% for KURE.
ISVBF currently has the higher Sharpe Ratio (0.24 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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