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KCAI vs. ISVBF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCAI vs. ISVBF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares China Alpha Index ETF (KCAI) and iShares MSCI China A UCITS ETF (ISVBF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KCAI achieves a 4.38% return, which is significantly higher than ISVBF's -9.00% return.


KCAI

1D
-1.84%
1M
-2.62%
6M
4.21%
YTD
4.38%
1Y
38.58%
3Y*
5Y*
10Y*

ISVBF

1D
-0.31%
1M
0.48%
6M
-12.46%
YTD
-9.00%
1Y
-1.08%
3Y*
8.53%
5Y*
-5.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCAI vs. ISVBF - Yearly Performance Comparison


2026 (YTD)20252024
KCAI
KraneShares China Alpha Index ETF
4.38%53.29%11.36%
ISVBF
iShares MSCI China A UCITS ETF
-9.00%30.64%14.61%

Correlation

The correlation between KCAI and ISVBF is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Aug 28, 2024

0.39

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Return for Risk

KCAI vs. ISVBF — Risk / Return Rank

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

KCAI
KCAI Risk / Return Rank: 9494
Overall Rank
KCAI Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KCAI Sortino Ratio Rank: 9494
Sortino Ratio Rank
KCAI Omega Ratio Rank: 9292
Omega Ratio Rank
KCAI Calmar Ratio Rank: 9696
Calmar Ratio Rank
KCAI Martin Ratio Rank: 9494
Martin Ratio Rank

ISVBF
ISVBF Risk / Return Rank: 99
Overall Rank
ISVBF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1010
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 99
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 99
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.

KCAI vs. ISVBF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares China Alpha Index ETF (KCAI) and iShares MSCI China A UCITS ETF (ISVBF). 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.


KCAIISVBFDifference
Sharpe ratioReturn per unit of total volatility

+2.80

Sortino ratioReturn per unit of downside risk

+3.81

Omega ratioGain probability vs. loss probability

1.48

1.02

+0.46

Calmar ratioReturn relative to maximum drawdown

6.57

-0.05

+6.62

Martin ratioReturn relative to average drawdown

20.62

-0.10

+20.72

KCAI vs. ISVBF - Sharpe Ratio Comparison

The current KCAI Sharpe Ratio is 2.76, which is higher than the ISVBF Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of KCAI and ISVBF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KCAI vs. ISVBF - Drawdown Comparison

The maximum KCAI drawdown since its inception was -25.48%, smaller than the maximum ISVBF drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for KCAI and ISVBF.


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Drawdown Indicators


KCAIISVBFDifference

Max Drawdown

Largest peak-to-trough decline

-25.48%

-53.78%

+28.30%

Max Drawdown (1Y)

Largest decline over 1 year

-5.90%

-24.14%

+18.24%

Max Drawdown (3Y)

Largest decline over 3 years

-24.14%

Max Drawdown (5Y)

Largest decline over 5 years

-52.51%

Current Drawdown

Current decline from peak

-4.32%

-26.24%

+21.92%

Average Drawdown

Average peak-to-trough decline

-6.93%

-32.63%

+25.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

10.55%

-8.67%

Volatility

KCAI vs. ISVBF - Volatility Comparison

The current volatility for KraneShares China Alpha Index ETF (KCAI) is 5.43%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 7.64%. This indicates that KCAI experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCAIISVBFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

7.64%

-2.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

27.01%

-17.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.03%

31.44%

-17.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.93%

30.46%

-9.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

30.12%

-9.19%

KCAI vs. ISVBF - Expense Ratio Comparison

KCAI has a 0.79% expense ratio, which is higher than ISVBF's 0.40% expense ratio.


Dividends

KCAI vs. ISVBF - Dividend Comparison

KCAI's dividend yield for the trailing twelve months is around 33.94%, while ISVBF has not paid dividends to shareholders.


PositionTTM20252024
ISVBF
iShares MSCI China A UCITS ETF
0.00%0.00%0.00%
KCAI
KraneShares China Alpha Index ETF
33.94%35.42%2.19%

Frequently Asked Questions


KCAI and ISVBF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ISVBF has higher volatility (7.64%) compared to KCAI (5.43%). In terms of maximum drawdown, KCAI dropped -25.48% vs ISVBF's -53.78%.

On 1-year performance, KCAI leads with 38.58% vs -1.08% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, KCAI has been the lower-risk option at 5.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KCAI has performed better with a 38.58% return vs -1.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISVBF is cheaper with a 0.40% expense ratio, compared with 0.79% for KCAI.

KCAI has the higher dividend yield at 33.94%, compared with 0.00% for ISVBF.

KCAI tracks Qi China Alpha Index, while ISVBF tracks MSCI China A Inclusion Index. They also come from different issuers: KraneShares and iShares. Their fees differ too: 0.79% for KCAI and 0.40% for ISVBF.

KCAI currently has the higher Sharpe Ratio (2.76 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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