KBA vs. CW
Compare and contrast key facts about KraneShares Bosera MSCI China A Share ETF (KBA) and Curtiss-Wright Corporation (CW).
KBA is a passively managed fund by CICC that tracks the performance of the MSCI China A Index. It was launched on Mar 5, 2014.
Performance
KBA vs. CW - Performance Comparison
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KBA vs. CW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KBA KraneShares Bosera MSCI China A Share ETF | -2.07% | 33.88% | 15.73% | -16.77% | -3.49% | 3.17% | 41.62% | 35.44% | -26.28% | 30.69% |
CW Curtiss-Wright Corporation | 23.60% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
Returns By Period
In the year-to-date period, KBA achieves a -2.07% return, which is significantly lower than CW's 23.60% return. Over the past 10 years, KBA has underperformed CW with an annualized return of 8.14%, while CW has yielded a comparatively higher 25.22% annualized return.
KBA
- 1D
- 1.99%
- 1M
- -1.37%
- YTD
- -2.07%
- 6M
- 2.24%
- 1Y
- 30.16%
- 3Y*
- 7.43%
- 5Y*
- 5.20%
- 10Y*
- 8.14%
CW
- 1D
- 7.76%
- 1M
- -2.71%
- YTD
- 23.60%
- 6M
- 25.55%
- 1Y
- 115.06%
- 3Y*
- 57.36%
- 5Y*
- 42.06%
- 10Y*
- 25.22%
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Return for Risk
KBA vs. CW — Risk / Return Rank
KBA
CW
KBA vs. CW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and Curtiss-Wright Corporation (CW). 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.
| KBA | CW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 3.33 | -1.70 |
Sortino ratioReturn per unit of downside risk | 2.20 | 3.64 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.51 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.54 | 8.83 | -6.29 |
Martin ratioReturn relative to average drawdown | 10.01 | 25.72 | -15.71 |
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
| KBA | CW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.33 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 1.53 | -1.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.84 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.59 | -0.28 |
Correlation
The correlation between KBA and CW is 0.21, 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.
Dividends
KBA vs. CW - Dividend Comparison
KBA's dividend yield for the trailing twelve months is around 1.60%, more than CW's 0.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KBA KraneShares Bosera MSCI China A Share ETF | 1.60% | 1.56% | 2.18% | 2.34% | 49.05% | 9.07% | 0.65% | 1.53% | 3.77% | 1.46% | 6.62% | 29.08% |
CW Curtiss-Wright Corporation | 0.14% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
Drawdowns
KBA vs. CW - Drawdown Comparison
The maximum KBA drawdown since its inception was -53.24%, smaller than the maximum CW drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for KBA and CW.
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Drawdown Indicators
| KBA | CW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.24% | -59.19% | +5.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -13.07% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -40.42% | -27.21% | -13.21% |
Max Drawdown (10Y)Largest decline over 10 years | -45.32% | -48.73% | +3.41% |
Current DrawdownCurrent decline from peak | -5.08% | -6.21% | +1.13% |
Average DrawdownAverage peak-to-trough decline | -26.15% | -13.95% | -12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 4.49% | -1.48% |
Volatility
KBA vs. CW - Volatility Comparison
The current volatility for KraneShares Bosera MSCI China A Share ETF (KBA) is 5.63%, while Curtiss-Wright Corporation (CW) has a volatility of 15.01%. This indicates that KBA experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KBA | CW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 15.01% | -9.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 26.50% | -14.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.64% | 34.79% | -16.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.07% | 27.60% | -0.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.28% | 30.15% | -4.87% |