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KEMQ vs. EMOP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KEMQ vs. EMOP - Performance Comparison

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

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KEMQ vs. EMOP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KEMQ achieves a -8.37% return, which is significantly lower than EMOP's 9.93% return.


KEMQ

1D
-0.25%
1M
-9.19%
YTD
-8.37%
6M
-11.06%
1Y
26.81%
3Y*
16.47%
5Y*
-6.05%
10Y*

EMOP

1D
2.13%
1M
-5.57%
YTD
9.93%
6M
14.42%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KEMQ vs. EMOP - Expense Ratio Comparison

KEMQ has a 0.60% expense ratio, which is lower than EMOP's 0.70% expense ratio.


Return for Risk

KEMQ vs. EMOP — Risk / Return Rank

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

KEMQ
KEMQ Risk / Return Rank: 4848
Overall Rank
KEMQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
KEMQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
KEMQ Omega Ratio Rank: 4848
Omega Ratio Rank
KEMQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
KEMQ Martin Ratio Rank: 4141
Martin Ratio Rank

EMOP
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.

KEMQ vs. EMOP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and AB Emerging Markets Opportunities ETF (EMOP). 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.


KEMQEMOPDifference

Sharpe ratio

Return per unit of total volatility

0.99

Sortino ratio

Return per unit of downside risk

1.49

Omega ratio

Gain probability vs. loss probability

1.19

Calmar ratio

Return relative to maximum drawdown

1.27

Martin ratio

Return relative to average drawdown

4.14

KEMQ vs. EMOP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KEMQEMOPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

2.06

-2.06

Correlation

The correlation between KEMQ and EMOP is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KEMQ vs. EMOP - Dividend Comparison

KEMQ's dividend yield for the trailing twelve months is around 5.75%, more than EMOP's 0.61% yield.


TTM2025202420232022202120202019
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
5.75%5.27%0.73%0.29%0.00%0.28%2.28%1.76%
EMOP
AB Emerging Markets Opportunities ETF
0.61%0.27%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KEMQ vs. EMOP - Drawdown Comparison

The maximum KEMQ drawdown since its inception was -70.72%, which is greater than EMOP's maximum drawdown of -12.88%. Use the drawdown chart below to compare losses from any high point for KEMQ and EMOP.


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Drawdown Indicators


KEMQEMOPDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-12.88%

-57.84%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

Max Drawdown (5Y)

Largest decline over 5 years

-66.39%

Current Drawdown

Current decline from peak

-38.46%

-7.79%

-30.67%

Average Drawdown

Average peak-to-trough decline

-35.75%

-1.92%

-33.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.73%

Volatility

KEMQ vs. EMOP - Volatility Comparison


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Volatility by Period


KEMQEMOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

Volatility (6M)

Calculated over the trailing 6-month period

19.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.20%

18.23%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.61%

18.23%

+13.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.54%

18.23%

+11.31%