IVE vs. KWIN
IVE (iShares S&P 500 Value ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds - IVE tracks the S&P 500 Value Index while KWIN tracks the Wahed Alternative Income Index. Both are passively managed. Their 0.08 correlation means their historical movements had little consistent relationship. IVE charges 0.18%/yr vs 0.51%/yr for KWIN.
Performance
IVE vs. KWIN - Performance Comparison
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Returns By Period
In the year-to-date period, IVE achieves a 10.10% return, which is significantly higher than KWIN's 2.05% return.
IVE
- 1D
- -0.19%
- 1M
- 0.66%
- 6M
- 7.48%
- YTD
- 10.10%
- 1Y
- 21.16%
- 3Y*
- 13.76%
- 5Y*
- 11.36%
- 10Y*
- 11.78%
- ALL TIME*
- 7.63%
KWIN
- 1D
- 0.27%
- 1M
- -1.00%
- 6M
- 1.90%
- YTD
- 2.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $168.69M | $149.09M | $229.92M | |
| $349.84K | $511.88K | $448.46K |
IVE vs. KWIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IVE iShares S&P 500 Value ETF | 10.10% | 2.50% |
KWIN KraneShares Wahed Alternative Income Index ETF | 2.05% | 0.61% |
Correlation
The correlation between IVE and KWIN is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.08 |
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Return for Risk
IVE vs. KWIN — Risk / Return Rank
IVE
KWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IVE vs. KWIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.
| IVE | KWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.36 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.18 | — | — |
| Martin ratioReturn relative to average drawdown | 12.27 | — | — |
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Drawdowns
IVE vs. KWIN - Drawdown Comparison
The maximum IVE drawdown since its inception was -61.32%, which is greater than KWIN's maximum drawdown of -1.58%. Use the drawdown chart below to compare losses from any high point for IVE and KWIN.
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Drawdown Indicators
| IVE | KWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.32% | -1.58% | -59.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.19% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -18.04% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.04% | — | — |
Current DrawdownCurrent decline from peak | -1.16% | -1.00% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -0.33% | -9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | — | — |
Volatility
IVE vs. KWIN - Volatility Comparison
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Volatility by Period
| IVE | KWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.67% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.93% | 4.04% | +5.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.31% | 4.04% | +10.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.89% | 4.04% | +12.85% |
IVE vs. KWIN - Expense Ratio Comparison
IVE has a 0.18% expense ratio, which is lower than KWIN's 0.51% expense ratio.
Dividends
IVE vs. KWIN - Dividend Comparison
IVE's dividend yield for the trailing twelve months is around 1.53%, while KWIN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 1.53% | 1.61% | 2.04% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% |
KWIN KraneShares Wahed Alternative Income Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IVE and KWIN have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IVE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IVE is cheaper with a 0.18% expense ratio, compared with 0.51% for KWIN.
IVE has the higher dividend yield at 1.53%, compared with 0.00% for KWIN.
IVE tracks S&P 500 Value Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.18% for IVE and 0.51% for KWIN.
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