KBA vs. SCHD
Compare and contrast key facts about KraneShares Bosera MSCI China A Share ETF (KBA) and Schwab US Dividend Equity ETF (SCHD).
KBA and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both KBA and SCHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KBA or SCHD.
Performance
KBA vs. SCHD - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with KBA having a 18.20% return and SCHD slightly lower at 17.35%. Over the past 10 years, KBA has underperformed SCHD with an annualized return of 2.93%, while SCHD has yielded a comparatively higher 11.54% annualized return.
KBA
18.20%
-4.49%
8.90%
15.29%
2.89%
2.93%
SCHD
17.35%
2.29%
13.68%
26.18%
12.87%
11.54%
Key characteristics
| KBA | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.49 | 2.40 |
| Sortino Ratio | 0.93 | 3.44 |
| Omega Ratio | 1.13 | 1.42 |
| Calmar Ratio | 0.28 | 3.63 |
| Martin Ratio | 1.67 | 12.99 |
| Ulcer Index | 8.37% | 2.05% |
| Daily Std Dev | 28.37% | 11.09% |
| Max Drawdown | -53.24% | -33.37% |
| Current Drawdown | -34.82% | -0.62% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KBA vs. SCHD - Expense Ratio Comparison
KBA has a 0.60% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between KBA and SCHD is 0.33, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares Bosera MSCI China A Share ETF (KBA) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
KBA vs. SCHD - Dividend Comparison
KBA's dividend yield for the trailing twelve months is around 1.98%, less than SCHD's 3.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
KBA vs. SCHD - Drawdown Comparison
The maximum KBA drawdown since its inception was -53.24%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KBA and SCHD. For additional features, visit the drawdowns tool.
Volatility
KBA vs. SCHD - Volatility Comparison
KraneShares Bosera MSCI China A Share ETF (KBA) has a higher volatility of 9.51% compared to Schwab US Dividend Equity ETF (SCHD) at 3.48%. This indicates that KBA's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.