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KARP.L vs. FDN.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KARP.L vs. FDN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) and First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L). The values are adjusted to include any dividend payments, if applicable.

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KARP.L vs. FDN.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
KARP.L
KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD
3.11%33.35%-17.39%-12.26%-21.62%
FDN.L
First Trust Dow Jones Internet UCITS ETF Class A USD
-13.42%2.35%32.65%45.94%-11.93%
Different Trading Currencies

KARP.L is traded in GBP, while FDN.L is traded in GBp. To make them comparable, the FDN.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, KARP.L achieves a 3.11% return, which is significantly higher than FDN.L's -13.42% return.


KARP.L

1D
-0.87%
1M
-3.82%
YTD
3.11%
6M
2.64%
1Y
43.63%
3Y*
-1.95%
5Y*
10Y*

FDN.L

1D
0.69%
1M
-2.59%
YTD
-13.42%
6M
-16.08%
1Y
2.62%
3Y*
13.50%
5Y*
1.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KARP.L vs. FDN.L - Expense Ratio Comparison

KARP.L has a 0.72% expense ratio, which is higher than FDN.L's 0.55% expense ratio.


Return for Risk

KARP.L vs. FDN.L — Risk / Return Rank

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

KARP.L
KARP.L Risk / Return Rank: 8484
Overall Rank
KARP.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KARP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
KARP.L Omega Ratio Rank: 7878
Omega Ratio Rank
KARP.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
KARP.L Martin Ratio Rank: 8383
Martin Ratio Rank

FDN.L
FDN.L Risk / Return Rank: 1414
Overall Rank
FDN.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FDN.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
FDN.L Omega Ratio Rank: 1515
Omega Ratio Rank
FDN.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
FDN.L Martin Ratio Rank: 1313
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.

KARP.L vs. FDN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) and First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L). 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.


KARP.LFDN.LDifference

Sharpe ratio

Return per unit of total volatility

1.77

0.12

+1.65

Sortino ratio

Return per unit of downside risk

2.29

0.31

+1.98

Omega ratio

Gain probability vs. loss probability

1.30

1.04

+0.26

Calmar ratio

Return relative to maximum drawdown

3.18

0.05

+3.13

Martin ratio

Return relative to average drawdown

9.56

0.12

+9.44

KARP.L vs. FDN.L - Sharpe Ratio Comparison

The current KARP.L Sharpe Ratio is 1.77, which is higher than the FDN.L Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of KARP.L and FDN.L, 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


KARP.LFDN.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

0.12

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.25

-0.51

Correlation

The correlation between KARP.L and FDN.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KARP.L vs. FDN.L - Dividend Comparison

Neither KARP.L nor FDN.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KARP.L vs. FDN.L - Drawdown Comparison

The maximum KARP.L drawdown since its inception was -56.63%, which is greater than FDN.L's maximum drawdown of -46.90%. Use the drawdown chart below to compare losses from any high point for KARP.L and FDN.L.


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Drawdown Indicators


KARP.LFDN.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.63%

-46.90%

-9.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.90%

-20.87%

+6.97%

Max Drawdown (5Y)

Largest decline over 5 years

-46.90%

Current Drawdown

Current decline from peak

-28.21%

-19.41%

-8.80%

Average Drawdown

Average peak-to-trough decline

-35.50%

-14.92%

-20.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.42%

8.21%

-3.79%

Volatility

KARP.L vs. FDN.L - Volatility Comparison

KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) has a higher volatility of 7.64% compared to First Trust Dow Jones Internet UCITS ETF Class A USD (FDN.L) at 5.39%. This indicates that KARP.L's price experiences larger fluctuations and is considered to be riskier than FDN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KARP.LFDN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.64%

5.39%

+2.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

14.09%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.66%

21.86%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.95%

24.56%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.95%

24.60%

+0.35%