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KCSH vs. KWEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KCSH vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) 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, KCSH achieves a 1.69% return, which is significantly higher than KWEB's -30.60% return.


KCSH

1D
0.00%
1M
0.30%
YTD
1.69%
6M
1.76%
1Y
3.96%
3Y*
5Y*
10Y*

KWEB

1D
-2.76%
1M
-13.32%
YTD
-30.60%
6M
-31.53%
1Y
-27.19%
3Y*
-0.64%
5Y*
-16.73%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KCSH vs. KWEB - Yearly Performance Comparison


2026 (YTD)20252024
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
1.69%4.49%1.98%
KWEB
KraneShares CSI China Internet ETF
-30.60%23.55%15.08%

Correlation

The correlation between KCSH and KWEB is 0.08, 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 (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2024

0.09

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Return for Risk

KCSH vs. KWEB — Risk / Return Rank

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

KCSH
KCSH Risk / Return Rank: 9696
Overall Rank
KCSH Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KCSH Sortino Ratio Rank: 9595
Sortino Ratio Rank
KCSH Omega Ratio Rank: 9898
Omega Ratio Rank
KCSH Calmar Ratio Rank: 9595
Calmar Ratio Rank
KCSH Martin Ratio Rank: 9898
Martin Ratio Rank

KWEB
KWEB Risk / Return Rank: 22
Overall Rank
KWEB Sharpe Ratio Rank: 11
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 22
Sortino Ratio Rank
KWEB Omega Ratio Rank: 22
Omega Ratio Rank
KWEB Calmar Ratio Rank: 44
Calmar Ratio Rank
KWEB Martin Ratio Rank: 22
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.

KCSH vs. KWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) 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.


KCSHKWEBDifference
Sharpe ratioReturn per unit of total volatility

+4.19

Sortino ratioReturn per unit of downside risk

+5.94

Omega ratioGain probability vs. loss probability

2.08

0.84

+1.24

Calmar ratioReturn relative to maximum drawdown

6.82

-0.66

+7.48

Martin ratioReturn relative to average drawdown

57.29

-1.43

+58.72

KCSH vs. KWEB - Sharpe Ratio Comparison

The current KCSH Sharpe Ratio is 3.18, which is higher than the KWEB Sharpe Ratio of -1.01. The chart below compares the historical Sharpe Ratios of KCSH 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

KCSH vs. KWEB - Drawdown Comparison

The maximum KCSH drawdown since its inception was -0.58%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for KCSH and KWEB.


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Drawdown Indicators


KCSHKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-0.58%

-80.92%

+80.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.58%

-41.62%

+41.04%

Max Drawdown (3Y)

Largest decline over 3 years

-41.62%

Max Drawdown (5Y)

Largest decline over 5 years

-72.17%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-0.00%

-72.67%

+72.67%

Average Drawdown

Average peak-to-trough decline

-0.03%

-35.39%

+35.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.07%

19.04%

-18.97%

Volatility

KCSH vs. KWEB - Volatility Comparison

The current volatility for KraneShares Sustainable Ultra Short Duration Index ETF (KCSH) is 0.20%, while KraneShares CSI China Internet ETF (KWEB) has a volatility of 8.14%. This indicates that KCSH 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


KCSHKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.20%

8.14%

-7.94%

Volatility (6M)

Calculated over the trailing 6-month period

0.45%

20.56%

-20.11%

Volatility (1Y)

Calculated over the trailing 1-year period

1.25%

27.10%

-25.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.31%

47.70%

-46.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

40.00%

-38.69%

KCSH vs. KWEB - Expense Ratio Comparison

KCSH has a 0.20% expense ratio, which is lower than KWEB's 0.70% expense ratio.


Dividends

KCSH vs. KWEB - Dividend Comparison

KCSH's dividend yield for the trailing twelve months is around 3.96%, less than KWEB's 8.87% yield.


PositionTTM20252024202320222021202020192018201720162015
KCSH
KraneShares Sustainable Ultra Short Duration Index ETF
3.96%4.35%2.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
8.87%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


KCSH and KWEB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KWEB has higher volatility (8.14%) compared to KCSH (0.20%). In terms of maximum drawdown, KCSH dropped -0.58% vs KWEB's -80.92%.

On 1-year performance, KCSH leads with 3.96% vs -27.19% for KWEB. On fees, KCSH is cheaper at 0.20% per year. On volatility, KCSH has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KCSH has performed better with a 3.96% return vs -27.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KCSH is cheaper with a 0.20% expense ratio, compared with 0.70% for KWEB.

KWEB has the higher dividend yield at 8.87%, compared with 3.96% for KCSH.

KCSH is categorized as Ultrashort Bond, while KWEB is China Equities. KCSH tracks Solactive ISS Sustainable Select 0-1 Year USD Corporate IG Index, while KWEB tracks CSI Overseas China Internet Index. Their fees differ too: 0.20% for KCSH and 0.70% for KWEB.

KCSH currently has the higher Sharpe Ratio (3.18 vs -1.01), 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.

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