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KBA vs. QYLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

KBA vs. QYLD

Last updated Apr 2, 2026

Compare and contrast key facts about KraneShares Bosera MSCI China A Share ETF (KBA) and Global X NASDAQ 100 Covered Call ETF (QYLD).

KBA and QYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KBA is a passively managed fund by CICC that tracks the performance of the MSCI China A Index. It was launched on Mar 5, 2014. QYLD is a passively managed fund by Global X that tracks the performance of the CBOE NASDAQ-100 Buy Write V2. It was launched on Dec 12, 2013. Both KBA and QYLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

KBA vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Bosera MSCI China A Share ETF (KBA) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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KBA vs. QYLD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
KBA
KraneShares Bosera MSCI China A Share ETF		-1.94%33.88%15.73%-16.77%-3.49%3.17%41.62%35.44%-26.28%30.69%
QYLD
Global X NASDAQ 100 Covered Call ETF		0.61%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Returns By Period

In the year-to-date period, KBA achieves a -1.94% return, which is significantly lower than QYLD's 0.61% return. Over the past 10 years, KBA has underperformed QYLD with an annualized return of 8.15%, while QYLD has yielded a comparatively higher 8.96% annualized return.

KBA

1D
0.13%
1M
-1.78%
YTD
-1.94%
6M
2.34%
1Y
31.22%
3Y*
7.48%
5Y*
5.23%
10Y*
8.15%

QYLD

1D
0.58%
1M
-1.11%
YTD
0.61%
6M
7.46%
1Y
16.36%
3Y*
13.19%
5Y*
7.01%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

KraneShares Bosera MSCI China A Share ETF

Global X NASDAQ 100 Covered Call ETF

Often compared with KBA:
KBA vs. ASHRKBA vs. CNYAKBA vs. KGRNKBA vs. EWTKBA vs. MCHIKBA vs. HEZUKBA vs. JEPI
Often compared with QYLD:
QYLD vs. JEPQQYLD vs. JEPIQYLD vs. QQQQYLD vs. XYLDQYLD vs. RYLDQYLD vs. SCHDQYLD vs. QYLG

KBA vs. QYLD - Expense Ratio Comparison

Both KBA and QYLD have an expense ratio of 0.60%.

KBA
KraneShares Bosera MSCI China A Share ETF
QYLD
Global X NASDAQ 100 Covered Call ETF

Return for Risk

KBA vs. QYLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KBA
KBA Risk / Return Rank: 8383
Overall Rank
KBA Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
KBA Sortino Ratio Rank: 8383
Sortino Ratio Rank
KBA Omega Ratio Rank: 8282
Omega Ratio Rank
KBA Calmar Ratio Rank: 8585
Calmar Ratio Rank
KBA Martin Ratio Rank: 8484
Martin Ratio Rank
QYLD
QYLD Risk / Return Rank: 6868
Overall Rank
QYLD Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 6161
Sortino Ratio Rank
QYLD Omega Ratio Rank: 7979
Omega Ratio Rank
QYLD Calmar Ratio Rank: 5959
Calmar Ratio Rank
QYLD Martin Ratio Rank: 8585
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. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and Global X NASDAQ 100 Covered Call ETF (QYLD). 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.

KBAQYLDDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.00

+0.68

Sortino ratio

Return per unit of downside risk

2.26

1.61

+0.65

Omega ratio

Gain probability vs. loss probability

1.33

1.31

+0.02

Calmar ratio

Return relative to maximum drawdown

2.69

1.57

+1.12

Martin ratio

Return relative to average drawdown

10.24

10.32

-0.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KBA vs. QYLD - Sharpe Ratio Comparison

The current KBA Sharpe Ratio is 1.68, which is higher than the QYLD Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of KBA and QYLD, 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

KBAQYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.00

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.47

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.58

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.56

-0.24

Correlation

The correlation between KBA and QYLD is 0.32, 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. QYLD - Dividend Comparison

KBA's dividend yield for the trailing twelve months is around 1.59%, less than QYLD's 11.85% yield.

TTM20252024202320222021202020192018201720162015
KBA
KraneShares Bosera MSCI China A Share ETF		1.59%1.56%2.18%2.34%49.05%9.07%0.65%1.53%3.77%1.46%6.62%29.08%
QYLD
Global X NASDAQ 100 Covered Call ETF		11.85%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Drawdowns

KBA vs. QYLD - Drawdown Comparison

The maximum KBA drawdown since its inception was -53.24%, which is greater than QYLD's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for KBA and QYLD.

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Drawdown Indicators

KBAQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-53.24%

-24.75%

-28.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.84%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-40.42%

-24.61%

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.32%

-24.75%

-20.57%

Current Drawdown

Current decline from peak

-4.96%

-1.84%

-3.12%

Average Drawdown

Average peak-to-trough decline

-26.15%

-3.89%

-22.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

1.65%

+1.31%

Volatility

KBA vs. QYLD - Volatility Comparison

KraneShares Bosera MSCI China A Share ETF (KBA) and Global X NASDAQ 100 Covered Call ETF (QYLD) have volatilities of 4.85% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KBAQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.90%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

11.80%

7.50%

+4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

16.43%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

14.84%

+12.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.28%

15.51%

+9.77%