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

Correlation

The correlation between KBA and KGRN is 0.41, 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.


Performance

KBA vs. KGRN - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%December2025FebruaryMarchAprilMay
5.59%
14.14%
KBA
KGRN

Key characteristics

Sharpe Ratio

KBA:

0.28

KGRN:

0.69

Sortino Ratio

KBA:

0.63

KGRN:

1.23

Omega Ratio

KBA:

1.09

KGRN:

1.16

Calmar Ratio

KBA:

0.19

KGRN:

0.41

Martin Ratio

KBA:

0.49

KGRN:

2.11

Ulcer Index

KBA:

17.08%

KGRN:

12.63%

Daily Std Dev

KBA:

30.44%

KGRN:

38.09%

Max Drawdown

KBA:

-53.24%

KGRN:

-66.37%

Current Drawdown

KBA:

-36.32%

KGRN:

-50.84%

Returns By Period

In the year-to-date period, KBA achieves a -0.21% return, which is significantly lower than KGRN's 14.45% return.


KBA

YTD

-0.21%

1M

5.45%

6M

-4.86%

1Y

5.13%

5Y*

1.94%

10Y*

-2.22%

KGRN

YTD

14.45%

1M

6.95%

6M

12.10%

1Y

20.62%

5Y*

8.80%

10Y*

N/A

*Annualized

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KBA vs. KGRN - Expense Ratio Comparison

KBA has a 0.60% expense ratio, which is lower than KGRN's 0.79% expense ratio.


Risk-Adjusted Performance

KBA vs. KGRN — Risk-Adjusted Performance Rank

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

KBA
The Risk-Adjusted Performance Rank of KBA is 3333
Overall Rank
The Sharpe Ratio Rank of KBA is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of KBA is 3838
Sortino Ratio Rank
The Omega Ratio Rank of KBA is 3939
Omega Ratio Rank
The Calmar Ratio Rank of KBA is 3030
Calmar Ratio Rank
The Martin Ratio Rank of KBA is 2525
Martin Ratio Rank

KGRN
The Risk-Adjusted Performance Rank of KGRN is 5959
Overall Rank
The Sharpe Ratio Rank of KGRN is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of KGRN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of KGRN is 6363
Omega Ratio Rank
The Calmar Ratio Rank of KGRN is 4848
Calmar Ratio Rank
The Martin Ratio Rank of KGRN is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KBA vs. KGRN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and KraneShares MSCI China Clean Technology Index ETF (KGRN). 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.


The current KBA Sharpe Ratio is 0.28, which is lower than the KGRN Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of KBA and KGRN, 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-0.200.000.200.400.600.801.00December2025FebruaryMarchAprilMay
0.28
0.69
KBA
KGRN

Dividends

KBA vs. KGRN - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 2.19%, more than KGRN's 1.30% yield.


TTM20242023202220212020201920182017201620152014
KBA
KraneShares Bosera MSCI China A Share ETF
2.19%2.18%2.34%26.65%9.06%0.65%1.53%3.77%1.00%4.90%29.08%0.11%
KGRN
KraneShares MSCI China Clean Technology Index ETF
1.30%1.49%0.74%1.60%0.41%0.01%5.88%2.04%0.00%0.00%0.00%0.00%

Drawdowns

KBA vs. KGRN - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, smaller than the maximum KGRN drawdown of -66.37%. Use the drawdown chart below to compare losses from any high point for KBA and KGRN. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%December2025FebruaryMarchAprilMay
-36.32%
-50.84%
KBA
KGRN

Volatility

KBA vs. KGRN - Volatility Comparison

The current volatility for KraneShares Bosera MSCI China A Share ETF (KBA) is 10.50%, while KraneShares MSCI China Clean Technology Index ETF (KGRN) has a volatility of 16.72%. This indicates that KBA experiences smaller price fluctuations and is considered to be less risky than KGRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
10.50%
16.72%
KBA
KGRN