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

Correlation

The correlation between KBA and MCHI is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

KBA vs. MCHI - 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 China ETF (MCHI). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
53.73%
37.61%
KBA
MCHI

Key characteristics

Sharpe Ratio

KBA:

0.16

MCHI:

0.81

Sortino Ratio

KBA:

0.46

MCHI:

1.35

Omega Ratio

KBA:

1.07

MCHI:

1.18

Calmar Ratio

KBA:

0.10

MCHI:

0.47

Martin Ratio

KBA:

0.30

MCHI:

2.09

Ulcer Index

KBA:

15.56%

MCHI:

12.83%

Daily Std Dev

KBA:

29.40%

MCHI:

33.04%

Max Drawdown

KBA:

-53.24%

MCHI:

-62.84%

Current Drawdown

KBA:

-39.61%

MCHI:

-43.88%

Returns By Period

In the year-to-date period, KBA achieves a -5.37% return, which is significantly lower than MCHI's 6.70% return. Over the past 10 years, KBA has underperformed MCHI with an annualized return of -1.99%, while MCHI has yielded a comparatively higher 0.60% annualized return.


KBA

YTD

-5.37%

1M

-6.45%

6M

-23.09%

1Y

4.52%

5Y*

1.75%

10Y*

-1.99%

MCHI

YTD

6.70%

1M

-11.06%

6M

-10.60%

1Y

27.25%

5Y*

-0.37%

10Y*

0.60%

*Annualized

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KBA vs. MCHI - Expense Ratio Comparison

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


Expense ratio chart for KBA: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBA: 0.60%
Expense ratio chart for MCHI: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MCHI: 0.59%

Risk-Adjusted Performance

KBA vs. MCHI — 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 4545
Overall Rank
The Sharpe Ratio Rank of KBA is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of KBA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of KBA is 5252
Omega Ratio Rank
The Calmar Ratio Rank of KBA is 4141
Calmar Ratio Rank
The Martin Ratio Rank of KBA is 3939
Martin Ratio Rank

MCHI
The Risk-Adjusted Performance Rank of MCHI is 7272
Overall Rank
The Sharpe Ratio Rank of MCHI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 6464
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. MCHI - 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 China ETF (MCHI). 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 chart of Sharpe ratio for KBA, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.005.00
KBA: 0.16
MCHI: 0.81
The chart of Sortino ratio for KBA, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.0010.00
KBA: 0.46
MCHI: 1.35
The chart of Omega ratio for KBA, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
KBA: 1.07
MCHI: 1.18
The chart of Calmar ratio for KBA, currently valued at 0.10, compared to the broader market0.005.0010.0015.00
KBA: 0.10
MCHI: 0.47
The chart of Martin ratio for KBA, currently valued at 0.30, compared to the broader market0.0020.0040.0060.0080.00
KBA: 0.30
MCHI: 2.09

The current KBA Sharpe Ratio is 0.16, which is lower than the MCHI Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of KBA and MCHI, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.16
0.81
KBA
MCHI

Dividends

KBA vs. MCHI - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 2.31%, more than MCHI's 2.16% yield.


TTM20242023202220212020201920182017201620152014
KBA
KraneShares Bosera MSCI China A Share ETF
2.31%2.18%2.34%26.65%9.06%0.65%1.53%3.77%1.00%4.90%29.08%0.11%
MCHI
iShares MSCI China ETF
2.16%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

Drawdowns

KBA vs. MCHI - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, smaller than the maximum MCHI drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for KBA and MCHI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-39.61%
-43.88%
KBA
MCHI

Volatility

KBA vs. MCHI - Volatility Comparison

The current volatility for KraneShares Bosera MSCI China A Share ETF (KBA) is 6.55%, while iShares MSCI China ETF (MCHI) has a volatility of 9.75%. This indicates that KBA experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
6.55%
9.75%
KBA
MCHI