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KBA vs. JEPI
Performance
Return for Risk
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.

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KBA vs. JEPI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KBA
KraneShares Bosera MSCI China A Share ETF
-2.07%33.88%15.73%-16.77%-3.49%3.17%49.31%
JEPI
JPMorgan Equity Premium Income ETF
0.46%8.09%12.57%9.83%-3.49%21.52%18.61%

Returns By Period

In the year-to-date period, KBA achieves a -2.07% return, which is significantly lower than JEPI's 0.46% 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%

JEPI

1D
0.27%
1M
-4.29%
YTD
0.46%
6M
3.19%
1Y
8.06%
3Y*
9.67%
5Y*
8.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

KBA vs. JEPI — Risk / Return Rank

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

KBA
KBA Risk / Return Rank: 8585
Overall Rank
KBA Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
KBA Sortino Ratio Rank: 8484
Sortino Ratio Rank
KBA Omega Ratio Rank: 8383
Omega Ratio Rank
KBA Calmar Ratio Rank: 8686
Calmar Ratio Rank
KBA Martin Ratio Rank: 8686
Martin Ratio Rank

JEPI
JEPI Risk / Return Rank: 3434
Overall Rank
JEPI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
JEPI Sortino Ratio Rank: 3131
Sortino Ratio Rank
JEPI Omega Ratio Rank: 3737
Omega Ratio Rank
JEPI Calmar Ratio Rank: 3131
Calmar Ratio Rank
JEPI Martin Ratio Rank: 4040
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. JEPI - Risk-Adjusted Trends 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.


KBAJEPIDifference

Sharpe ratio

Return per unit of total volatility

1.63

0.61

+1.01

Sortino ratio

Return per unit of downside risk

2.20

0.95

+1.25

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

2.54

0.79

+1.74

Martin ratio

Return relative to average drawdown

10.01

3.83

+6.17

KBA vs. JEPI - Sharpe Ratio Comparison

The current KBA Sharpe Ratio is 1.63, which is higher than the JEPI Sharpe Ratio of 0.61. 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.


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Sharpe Ratios by Period


KBAJEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.61

+1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.76

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

1.04

-0.72

Correlation

The correlation between KBA and JEPI 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. JEPI - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.60%, less than JEPI's 8.46% yield.


TTM20252024202320222021202020192018201720162015
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%
JEPI
JPMorgan Equity Premium Income ETF
8.46%8.25%7.33%8.40%11.68%6.59%5.79%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.


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Drawdown Indicators


KBAJEPIDifference

Max Drawdown

Largest peak-to-trough decline

-53.24%

-13.71%

-39.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.30%

-10.28%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-40.42%

-13.71%

-26.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

Current Drawdown

Current decline from peak

-5.08%

-4.53%

-0.55%

Average Drawdown

Average peak-to-trough decline

-26.15%

-2.07%

-24.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

2.12%

+0.89%

Volatility

KBA vs. JEPI - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 5.63% compared to JPMorgan Equity Premium Income ETF (JEPI) at 3.90%. 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.


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Volatility by Period


KBAJEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.63%

3.90%

+1.73%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

6.36%

+5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

13.24%

+5.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

11.06%

+16.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

10.88%

+14.40%