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KBA vs. EWT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KBA vs. EWT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Bosera MSCI China A Share ETF (KBA) and iShares MSCI Taiwan ETF (EWT). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
6.50%
4.90%
KBA
EWT

Returns By Period

In the year-to-date period, KBA achieves a 17.82% return, which is significantly higher than EWT's 15.84% return. Over the past 10 years, KBA has underperformed EWT with an annualized return of 3.29%, while EWT has yielded a comparatively higher 10.75% annualized return.


KBA

YTD

17.82%

1M

-4.43%

6M

5.67%

1Y

14.71%

5Y (annualized)

2.35%

10Y (annualized)

3.29%

EWT

YTD

15.84%

1M

-5.89%

6M

4.59%

1Y

25.46%

5Y (annualized)

13.67%

10Y (annualized)

10.75%

Key characteristics


KBAEWT
Sharpe Ratio0.561.27
Sortino Ratio1.021.78
Omega Ratio1.151.23
Calmar Ratio0.321.53
Martin Ratio1.915.99
Ulcer Index8.27%4.45%
Daily Std Dev28.43%20.94%
Max Drawdown-53.24%-64.26%
Current Drawdown-35.03%-6.26%

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KBA vs. EWT - Expense Ratio Comparison

KBA has a 0.60% expense ratio, which is higher than EWT's 0.59% expense ratio.


KBA
KraneShares Bosera MSCI China A Share ETF
Expense ratio chart for KBA: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for EWT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Correlation

-0.50.00.51.00.5

The correlation between KBA and EWT is 0.47, 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.

Risk-Adjusted Performance

KBA vs. EWT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and iShares MSCI Taiwan ETF (EWT). 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.


Sharpe ratio
The chart of Sharpe ratio for KBA, currently valued at 0.56, compared to the broader market0.002.004.006.000.561.27
The chart of Sortino ratio for KBA, currently valued at 1.02, compared to the broader market-2.000.002.004.006.008.0010.0012.001.021.77
The chart of Omega ratio for KBA, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.23
The chart of Calmar ratio for KBA, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.321.55
The chart of Martin ratio for KBA, currently valued at 1.91, compared to the broader market0.0020.0040.0060.0080.00100.00120.001.915.93
KBA
EWT

The current KBA Sharpe Ratio is 0.56, which is lower than the EWT Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of KBA and EWT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.56
1.27
KBA
EWT

Dividends

KBA vs. EWT - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.99%, less than EWT's 10.37% yield.


TTM20232022202120202019201820172016201520142013
KBA
KraneShares Bosera MSCI China A Share ETF
1.99%2.34%26.65%9.06%0.65%1.53%3.77%1.00%4.90%29.08%0.11%0.00%
EWT
iShares MSCI Taiwan ETF
10.37%12.01%18.82%2.64%1.83%2.49%3.16%2.81%2.39%3.12%1.93%1.82%

Drawdowns

KBA vs. EWT - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, smaller than the maximum EWT drawdown of -64.26%. Use the drawdown chart below to compare losses from any high point for KBA and EWT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.03%
-6.26%
KBA
EWT

Volatility

KBA vs. EWT - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 9.62% compared to iShares MSCI Taiwan ETF (EWT) at 5.43%. This indicates that KBA's price experiences larger fluctuations and is considered to be riskier than EWT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.62%
5.43%
KBA
EWT