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KBA vs. IVOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBA vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Bosera MSCI China A Share ETF (KBA) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KBA achieves a 10.36% return, which is significantly higher than IVOL's -8.37% return.


KBA

1D
-3.67%
1M
2.74%
YTD
10.36%
6M
10.50%
1Y
45.45%
3Y*
16.25%
5Y*
6.66%
10Y*
10.40%

IVOL

1D
0.35%
1M
-3.04%
YTD
-8.37%
6M
-7.51%
1Y
-7.39%
3Y*
-2.64%
5Y*
-5.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBA vs. IVOL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KBA
KraneShares Bosera MSCI China A Share ETF
10.36%33.88%15.73%-16.77%-3.49%3.17%41.62%16.03%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
-8.37%11.97%-11.07%-5.18%-12.69%-0.31%14.56%3.35%

Correlation

The correlation between KBA and IVOL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.04

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Return for Risk

KBA vs. IVOL — Risk / Return Rank

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

KBA
KBA Risk / Return Rank: 8181
Overall Rank
KBA Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
KBA Sortino Ratio Rank: 7777
Sortino Ratio Rank
KBA Omega Ratio Rank: 7777
Omega Ratio Rank
KBA Calmar Ratio Rank: 9292
Calmar Ratio Rank
KBA Martin Ratio Rank: 8181
Martin Ratio Rank

IVOL
IVOL Risk / Return Rank: 22
Overall Rank
IVOL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IVOL Sortino Ratio Rank: 22
Sortino Ratio Rank
IVOL Omega Ratio Rank: 22
Omega Ratio Rank
IVOL Calmar Ratio Rank: 44
Calmar Ratio Rank
IVOL Martin Ratio Rank: 11
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.

KBA vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.


KBAIVOLDifference
Sharpe ratioReturn per unit of total volatility

+3.46

Sortino ratioReturn per unit of downside risk

+4.66

Omega ratioGain probability vs. loss probability

1.42

0.84

+0.59

Calmar ratioReturn relative to maximum drawdown

5.97

-0.61

+6.58

Martin ratioReturn relative to average drawdown

15.15

-1.48

+16.63

KBA vs. IVOL - Sharpe Ratio Comparison

The current KBA Sharpe Ratio is 2.40, which is higher than the IVOL Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of KBA and IVOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KBA vs. IVOL - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, which is greater than IVOL's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for KBA and IVOL.


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Drawdown Indicators


KBAIVOLDifference

Max Drawdown

Largest peak-to-trough decline

-53.24%

-31.16%

-22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-12.08%

+4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-31.23%

-14.48%

-16.75%

Max Drawdown (5Y)

Largest decline over 5 years

-39.76%

-30.28%

-9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

Current Drawdown

Current decline from peak

-3.67%

-27.94%

+24.27%

Average Drawdown

Average peak-to-trough decline

-25.71%

-13.39%

-12.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

4.99%

-1.98%

Volatility

KBA vs. IVOL - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 8.89% compared to Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) at 2.57%. This indicates that KBA's price experiences larger fluctuations and is considered to be riskier than IVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KBAIVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

2.57%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

4.97%

+9.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.00%

7.05%

+11.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.35%

12.85%

+14.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.39%

11.98%

+13.41%

KBA vs. IVOL - Expense Ratio Comparison

KBA has a 0.60% expense ratio, which is lower than IVOL's 0.99% expense ratio.


Dividends

KBA vs. IVOL - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.42%, less than IVOL's 3.98% yield.


PositionTTM20252024202320222021202020192018201720162015
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
3.98%3.61%3.83%3.73%3.92%3.93%3.44%2.02%0.00%0.00%0.00%0.00%
KBA
KraneShares Bosera MSCI China A Share ETF
1.42%1.56%2.18%2.34%49.05%9.07%0.65%1.53%3.77%1.46%6.62%29.08%

Frequently Asked Questions


KBA and IVOL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBA has higher volatility (8.89%) compared to IVOL (2.57%). In terms of maximum drawdown, KBA dropped -53.24% vs IVOL's -31.16%.

On 5-year performance, KBA leads with 6.66% vs -5.63% for IVOL. On fees, KBA is cheaper at 0.60% per year. On volatility, IVOL has been the lower-risk option at 2.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KBA has performed better with a 6.66% return vs -5.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KBA is cheaper with a 0.60% expense ratio, compared with 0.99% for IVOL.

IVOL has the higher dividend yield at 3.98%, compared with 1.42% for KBA.

KBA is categorized as China Equities, while IVOL is Inflation-Protected Bonds. Their fees differ too: 0.60% for KBA and 0.99% for IVOL.

KBA currently has the higher Sharpe Ratio (2.40 vs -1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KBA and IVOL

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