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KCCA vs. KWEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCCA vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares California Carbon Allowance Strategy ETF (KCCA) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KCCA achieves a 0.79% return, which is significantly higher than KWEB's -16.33% return.


KCCA

1D
1.58%
1M
-0.80%
6M
11.36%
YTD
0.79%
1Y
12.78%
3Y*
-6.84%
5Y*
10Y*
ALL TIME*
-1.86%

KWEB

1D
1.53%
1M
14.01%
6M
-19.47%
YTD
-16.33%
1Y
-12.39%
3Y*
0.77%
5Y*
-7.53%
10Y*
0.31%
ALL TIME*
2.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$185.98K$257.56K$556.68K
$554.38M$548.17M$693.22M

KCCA vs. KWEB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KCCA
KraneShares California Carbon Allowance Strategy ETF
0.79%-11.81%-16.05%34.07%-17.54%10.75%
KWEB
KraneShares CSI China Internet ETF
-16.33%23.55%12.01%-9.06%-17.24%-12.66%

Correlation

The correlation between KCCA and KWEB is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.01

Correlation (3Y)
Balances recent behavior with more history.

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2021

0.03

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Return for Risk

KCCA vs. KWEB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KCCA
KCCA Risk / Return Rank: 3030
Overall Rank
KCCA Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
KCCA Sortino Ratio Rank: 3434
Sortino Ratio Rank
KCCA Omega Ratio Rank: 3838
Omega Ratio Rank
KCCA Calmar Ratio Rank: 2626
Calmar Ratio Rank
KCCA Martin Ratio Rank: 2222
Martin Ratio Rank

KWEB
KWEB Risk / Return Rank: 55
Overall Rank
KWEB Sharpe Ratio Rank: 55
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 55
Sortino Ratio Rank
KWEB Omega Ratio Rank: 55
Omega Ratio Rank
KWEB Calmar Ratio Rank: 66
Calmar Ratio Rank
KWEB Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KCCA vs. KWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares California Carbon Allowance Strategy ETF (KCCA) and KraneShares CSI China Internet ETF (KWEB). 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.


KCCAKWEBDifference
Sharpe ratioReturn per unit of total volatility

+1.35

Sortino ratioReturn per unit of downside risk

+1.90

Omega ratioGain probability vs. loss probability

1.18

0.93

+0.25

Calmar ratioReturn relative to maximum drawdown

0.84

-0.35

+1.19

Martin ratioReturn relative to average drawdown

1.45

-0.67

+2.12

KCCA vs. KWEB - Sharpe Ratio Comparison

The current KCCA Sharpe Ratio is 0.82, which is higher than the KWEB Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of KCCA and KWEB, 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

KCCA vs. KWEB - Drawdown Comparison

The maximum KCCA drawdown since its inception was -40.88%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for KCCA and KWEB.


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Drawdown Indicators


KCCAKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-40.88%

-80.92%

+40.04%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-41.62%

+26.32%

Max Drawdown (3Y)

Largest decline over 3 years

-40.88%

-41.62%

+0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-63.96%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-28.54%

-67.05%

+38.51%

Average Drawdown

Average peak-to-trough decline

-21.66%

-35.65%

+13.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.82%

21.98%

-13.16%

Volatility

KCCA vs. KWEB - Volatility Comparison

The current volatility for KraneShares California Carbon Allowance Strategy ETF (KCCA) is 3.56%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 7.76%. This indicates that KCCA experiences smaller price fluctuations and is considered to be less risky than KWEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KCCAKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

7.76%

-4.20%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

20.68%

-13.59%

Volatility (1Y)

Calculated over the trailing 1-year period

15.69%

27.82%

-12.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.73%

46.99%

-23.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.73%

40.04%

-16.31%

KCCA vs. KWEB - Expense Ratio Comparison

KCCA has a 0.91% expense ratio, which is higher than KWEB's 0.70% expense ratio.


Dividends

KCCA vs. KWEB - Dividend Comparison

KCCA's dividend yield for the trailing twelve months is around 2.85%, less than KWEB's 7.36% yield.


PositionTTM20252024202320222021202020192018201720162015
KCCA
KraneShares California Carbon Allowance Strategy ETF
2.85%2.87%30.58%3.12%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
7.36%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Frequently Asked Questions


KCCA and KWEB have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KWEB has higher volatility (7.76%) compared to KCCA (3.56%). In terms of maximum drawdown, KCCA dropped -40.88% vs KWEB's -80.92%.

On 3-year performance, KWEB leads with 0.77% vs -6.84% for KCCA. On fees, KWEB is cheaper at 0.70% per year. On volatility, KCCA has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, KWEB has performed better with a 0.77% return vs -6.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KWEB is cheaper with a 0.70% expense ratio, compared with 0.91% for KCCA.

KWEB has the higher dividend yield at 7.36%, compared with 2.85% for KCCA.

KCCA is categorized as Commodities, while KWEB is China Equities. KCCA tracks S&P Carbon Credit CCA Index, while KWEB tracks CSI Overseas China Internet Index. Their fees differ too: 0.91% for KCCA and 0.70% for KWEB.

KCCA currently has the higher Sharpe Ratio (0.82 vs -0.53), 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

Find the right allocation for KCCA and KWEB

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