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KALL vs. KGRN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KALL and KGRN is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

KALL vs. KGRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI All China Index ETF (KALL) and KraneShares MSCI China Clean Technology Index ETF (KGRN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KALL:

0.44

KGRN:

0.55

Sortino Ratio

KALL:

0.88

KGRN:

1.06

Omega Ratio

KALL:

1.13

KGRN:

1.13

Calmar Ratio

KALL:

0.30

KGRN:

0.34

Martin Ratio

KALL:

0.97

KGRN:

1.72

Ulcer Index

KALL:

16.28%

KGRN:

12.57%

Daily Std Dev

KALL:

34.02%

KGRN:

37.99%

Max Drawdown

KALL:

-56.32%

KGRN:

-66.37%

Current Drawdown

KALL:

-39.04%

KGRN:

-50.80%

Returns By Period

In the year-to-date period, KALL achieves a 8.38% return, which is significantly lower than KGRN's 14.55% return.


KALL

YTD

8.38%

1M

9.12%

6M

4.64%

1Y

14.39%

5Y*

0.35%

10Y*

0.32%

KGRN

YTD

14.55%

1M

10.86%

6M

13.28%

1Y

21.76%

5Y*

8.45%

10Y*

N/A

*Annualized

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KALL vs. KGRN - Expense Ratio Comparison

KALL has a 0.49% expense ratio, which is lower than KGRN's 0.79% expense ratio.


Risk-Adjusted Performance

KALL vs. KGRN — Risk-Adjusted Performance Rank

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

KALL
The Risk-Adjusted Performance Rank of KALL is 5353
Overall Rank
The Sharpe Ratio Rank of KALL is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KALL is 6161
Sortino Ratio Rank
The Omega Ratio Rank of KALL is 6464
Omega Ratio Rank
The Calmar Ratio Rank of KALL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of KALL is 4141
Martin Ratio Rank

KGRN
The Risk-Adjusted Performance Rank of KGRN is 6161
Overall Rank
The Sharpe Ratio Rank of KGRN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of KGRN is 7070
Sortino Ratio Rank
The Omega Ratio Rank of KGRN is 6666
Omega Ratio Rank
The Calmar Ratio Rank of KGRN is 4848
Calmar Ratio Rank
The Martin Ratio Rank of KGRN is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KALL vs. KGRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Index ETF (KALL) and KraneShares MSCI China Clean Technology Index ETF (KGRN). 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.


The current KALL Sharpe Ratio is 0.44, which is comparable to the KGRN Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of KALL and KGRN, 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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Dividends

KALL vs. KGRN - Dividend Comparison

KALL's dividend yield for the trailing twelve months is around 2.15%, more than KGRN's 1.30% yield.


TTM2024202320222021202020192018201720162015
KALL
KraneShares MSCI All China Index ETF
2.15%2.33%3.37%2.28%4.64%1.01%1.45%2.06%1.21%6.62%0.56%
KGRN
KraneShares MSCI China Clean Technology Index ETF
1.30%1.49%0.74%1.60%0.41%0.01%5.88%2.04%0.00%0.00%0.00%

Drawdowns

KALL vs. KGRN - Drawdown Comparison

The maximum KALL drawdown since its inception was -56.32%, smaller than the maximum KGRN drawdown of -66.37%. Use the drawdown chart below to compare losses from any high point for KALL and KGRN. For additional features, visit the drawdowns tool.


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Volatility

KALL vs. KGRN - Volatility Comparison

The current volatility for KraneShares MSCI All China Index ETF (KALL) is 6.32%, while KraneShares MSCI China Clean Technology Index ETF (KGRN) has a volatility of 9.41%. This indicates that KALL experiences smaller price fluctuations and is considered to be less risky than KGRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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