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

Performance

KBA vs. JEPI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
6.94%
7.60%
KBA
JEPI

Returns By Period

In the year-to-date period, KBA achieves a 18.30% return, which is significantly higher than JEPI's 14.75% return.


KBA

YTD

18.30%

1M

-4.03%

6M

6.94%

1Y

15.18%

5Y (annualized)

2.64%

10Y (annualized)

2.91%

JEPI

YTD

14.75%

1M

-0.15%

6M

7.61%

1Y

18.00%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


KBAJEPI
Sharpe Ratio0.572.58
Sortino Ratio1.043.58
Omega Ratio1.151.51
Calmar Ratio0.324.71
Martin Ratio1.9718.29
Ulcer Index8.27%0.99%
Daily Std Dev28.44%7.06%
Max Drawdown-53.24%-13.71%
Current Drawdown-34.77%-1.08%

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KBA vs. JEPI - Expense Ratio Comparison

KBA has a 0.60% expense ratio, which is higher than JEPI's 0.35% 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 JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Correlation

-0.50.00.51.00.2

The correlation between KBA and JEPI is 0.22, 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.

Risk-Adjusted Performance

KBA vs. JEPI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and JPMorgan Equity Premium Income ETF (JEPI). 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 0.57, compared to the broader market0.002.004.000.572.58
The chart of Sortino ratio for KBA, currently valued at 1.04, compared to the broader market-2.000.002.004.006.008.0010.001.043.58
The chart of Omega ratio for KBA, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.51
The chart of Calmar ratio for KBA, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.324.71
The chart of Martin ratio for KBA, currently valued at 1.97, compared to the broader market0.0020.0040.0060.0080.00100.001.9718.29
KBA
JEPI

The current KBA Sharpe Ratio is 0.57, which is lower than the JEPI Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of KBA and JEPI, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.57
2.58
KBA
JEPI

Dividends

KBA vs. JEPI - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.98%, less than JEPI's 7.13% yield.


TTM2023202220212020201920182017201620152014
KBA
KraneShares Bosera MSCI China A Share ETF
1.98%2.34%26.65%9.06%0.65%1.53%3.77%1.00%4.90%29.08%0.11%
JEPI
JPMorgan Equity Premium Income ETF
7.13%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KBA vs. JEPI - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for KBA and JEPI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.77%
-1.08%
KBA
JEPI

Volatility

KBA vs. JEPI - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 9.65% compared to JPMorgan Equity Premium Income ETF (JEPI) at 2.18%. This indicates that KBA's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.65%
2.18%
KBA
JEPI