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KBND vs. QYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KBND vs. QYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Bloomberg China Bond Inclusion Index ETF (KBND) and Global X NASDAQ 100 Covered Call ETF (QYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


KBND

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

QYLD

1D
-0.13%
1M
3.44%
YTD
10.06%
6M
10.12%
1Y
25.81%
3Y*
14.74%
5Y*
8.73%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KBND vs. QYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KBND
KraneShares Bloomberg China Bond Inclusion Index ETF
0.00%0.00%0.89%3.13%-6.81%4.41%9.38%1.25%-0.09%9.89%
QYLD
Global X NASDAQ 100 Covered Call ETF
10.06%9.28%19.35%22.77%-19.08%10.41%8.72%22.69%-3.07%18.79%

Correlation

The correlation between KBND and QYLD is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2014

0.10

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Return for Risk

KBND vs. QYLD — Risk / Return Rank

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

KBND

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


QYLD
QYLD Risk / Return Rank: 9191
Overall Rank
QYLD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
QYLD Sortino Ratio Rank: 8989
Sortino Ratio Rank
QYLD Omega Ratio Rank: 9393
Omega Ratio Rank
QYLD Calmar Ratio Rank: 9090
Calmar Ratio Rank
QYLD Martin Ratio Rank: 9595
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.

KBND vs. QYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Bloomberg China Bond Inclusion Index ETF (KBND) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KBNDQYLDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.61

Calmar ratioReturn relative to maximum drawdown

5.22

Martin ratioReturn relative to average drawdown

29.38

KBND vs. QYLD - Sharpe Ratio Comparison


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Drawdowns

KBND vs. QYLD - Drawdown Comparison


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Drawdown Indicators


KBNDQYLDDifference

Max Drawdown

Largest peak-to-trough decline

-24.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.97%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

Max Drawdown (5Y)

Largest decline over 5 years

-24.61%

Max Drawdown (10Y)

Largest decline over 10 years

-24.75%

Current Drawdown

Current decline from peak

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

Volatility

KBND vs. QYLD - Volatility Comparison


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Volatility by Period


KBNDQYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.26%

Volatility (6M)

Calculated over the trailing 6-month period

8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

KBND vs. QYLD - Expense Ratio Comparison

KBND has a 0.50% expense ratio, which is lower than QYLD's 0.60% expense ratio.


Dividends

KBND vs. QYLD - Dividend Comparison

KBND has not paid dividends to shareholders, while QYLD's dividend yield for the trailing twelve months is around 12.36%.


PositionTTM20252024202320222021202020192018201720162015
KBND
KraneShares Bloomberg China Bond Inclusion Index ETF
0.00%0.00%0.40%2.20%2.51%6.97%2.27%3.47%4.98%0.00%0.04%1.16%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.45%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%

Frequently Asked Questions


KBND and QYLD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KBND is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KBND is cheaper with a 0.50% expense ratio, compared with 0.60% for QYLD.

QYLD has the higher dividend yield at 12.36%, compared with 0.00% for KBND.

KBND is categorized as International Government Bonds, while QYLD is Nasdaq-100. KBND tracks KBND-US - Bloomberg China Inclusion Focused Bond Index, while QYLD tracks CBOE NASDAQ-100 Buy Write V2. They also come from different issuers: CICC and Global X. Their fees differ too: 0.50% for KBND and 0.60% for QYLD.

Portfolio Optimizer

Find the right allocation for KBND and QYLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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