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KEMQ vs. EBIZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KEMQ and EBIZ is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KEMQ vs. EBIZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and Global X E-commerce ETF (EBIZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KEMQ:

0.88

EBIZ:

0.89

Sortino Ratio

KEMQ:

1.50

EBIZ:

1.41

Omega Ratio

KEMQ:

1.19

EBIZ:

1.18

Calmar Ratio

KEMQ:

0.45

EBIZ:

0.60

Martin Ratio

KEMQ:

2.84

EBIZ:

3.13

Ulcer Index

KEMQ:

9.85%

EBIZ:

7.75%

Daily Std Dev

KEMQ:

29.77%

EBIZ:

26.29%

Max Drawdown

KEMQ:

-70.72%

EBIZ:

-61.58%

Current Drawdown

KEMQ:

-47.81%

EBIZ:

-18.70%

Returns By Period

In the year-to-date period, KEMQ achieves a 21.43% return, which is significantly higher than EBIZ's 9.23% return.


KEMQ

YTD

21.43%

1M

13.80%

6M

16.31%

1Y

25.95%

5Y*

-1.10%

10Y*

N/A

EBIZ

YTD

9.23%

1M

17.08%

6M

9.06%

1Y

23.30%

5Y*

8.74%

10Y*

N/A

*Annualized

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KEMQ vs. EBIZ - Expense Ratio Comparison

KEMQ has a 0.60% expense ratio, which is higher than EBIZ's 0.50% expense ratio.


Risk-Adjusted Performance

KEMQ vs. EBIZ — Risk-Adjusted Performance Rank

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

KEMQ
The Risk-Adjusted Performance Rank of KEMQ is 7070
Overall Rank
The Sharpe Ratio Rank of KEMQ is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of KEMQ is 8181
Sortino Ratio Rank
The Omega Ratio Rank of KEMQ is 7777
Omega Ratio Rank
The Calmar Ratio Rank of KEMQ is 4949
Calmar Ratio Rank
The Martin Ratio Rank of KEMQ is 6868
Martin Ratio Rank

EBIZ
The Risk-Adjusted Performance Rank of EBIZ is 7272
Overall Rank
The Sharpe Ratio Rank of EBIZ is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 7373
Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 6161
Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KEMQ vs. EBIZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and Global X E-commerce ETF (EBIZ). 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.


The current KEMQ Sharpe Ratio is 0.88, which is comparable to the EBIZ Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of KEMQ and EBIZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

KEMQ vs. EBIZ - Dividend Comparison

KEMQ's dividend yield for the trailing twelve months is around 0.60%, more than EBIZ's 0.21% yield.


TTM202420232022202120202019
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
0.60%0.73%0.29%0.00%0.28%2.28%1.76%
EBIZ
Global X E-commerce ETF
0.21%0.23%0.00%0.10%0.57%0.84%0.18%

Drawdowns

KEMQ vs. EBIZ - Drawdown Comparison

The maximum KEMQ drawdown since its inception was -70.72%, which is greater than EBIZ's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for KEMQ and EBIZ. For additional features, visit the drawdowns tool.


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Volatility

KEMQ vs. EBIZ - Volatility Comparison

The current volatility for KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) is 6.22%, while Global X E-commerce ETF (EBIZ) has a volatility of 8.38%. This indicates that KEMQ experiences smaller price fluctuations and is considered to be less risky than EBIZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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