PortfoliosLab logoPortfoliosLab logo
KEMQ vs. IVOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEMQ vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KEMQ achieves a 1.76% return, which is significantly higher than IVOL's -8.02% return.


KEMQ

1D
-0.74%
1M
-1.91%
YTD
1.76%
6M
1.71%
1Y
17.94%
3Y*
22.81%
5Y*
-4.34%
10Y*

IVOL

1D
0.12%
1M
-2.62%
YTD
-8.02%
6M
-7.41%
1Y
-7.56%
3Y*
-2.73%
5Y*
-5.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEMQ vs. IVOL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
1.76%56.28%13.81%0.77%-38.09%-27.31%39.26%12.96%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
-8.02%11.97%-11.07%-5.18%-12.69%-0.31%14.56%3.35%

Correlation

The correlation between KEMQ and IVOL is -0.01, 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

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since May 14, 2019

0.02

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KEMQ vs. IVOL — Risk / Return Rank

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

KEMQ
KEMQ Risk / Return Rank: 2020
Overall Rank
KEMQ Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
KEMQ Sortino Ratio Rank: 2020
Sortino Ratio Rank
KEMQ Omega Ratio Rank: 2121
Omega Ratio Rank
KEMQ Calmar Ratio Rank: 2020
Calmar Ratio Rank
KEMQ Martin Ratio Rank: 2020
Martin Ratio Rank

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

KEMQ vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.


KEMQIVOLDifference
Sharpe ratioReturn per unit of total volatility

+1.75

Sortino ratioReturn per unit of downside risk

+2.56

Omega ratioGain probability vs. loss probability

1.13

0.83

+0.30

Calmar ratioReturn relative to maximum drawdown

0.82

-0.63

+1.45

Martin ratioReturn relative to average drawdown

2.11

-1.49

+3.59

KEMQ vs. IVOL - Sharpe Ratio Comparison

The current KEMQ Sharpe Ratio is 0.66, which is higher than the IVOL Sharpe Ratio of -1.08. The chart below compares the historical Sharpe Ratios of KEMQ and IVOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KEMQ vs. IVOL - Drawdown Comparison

The maximum KEMQ drawdown since its inception was -70.72%, which is greater than IVOL's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for KEMQ and IVOL.


Loading charts...

Drawdown Indicators


KEMQIVOLDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-31.16%

-39.56%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-12.08%

-9.86%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

-14.48%

-7.46%

Max Drawdown (5Y)

Largest decline over 5 years

-66.02%

-30.28%

-35.74%

Current Drawdown

Current decline from peak

-31.65%

-27.66%

-3.99%

Average Drawdown

Average peak-to-trough decline

-35.64%

-13.41%

-22.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

5.10%

+3.43%

Volatility

KEMQ vs. IVOL - Volatility Comparison

KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) has a higher volatility of 11.21% compared to Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) at 2.56%. This indicates that KEMQ's price experiences larger fluctuations and is considered to be riskier than IVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KEMQIVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

2.56%

+8.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

4.98%

+17.83%

Volatility (1Y)

Calculated over the trailing 1-year period

27.14%

7.02%

+20.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.14%

12.84%

+19.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.66%

11.97%

+17.69%

KEMQ vs. IVOL - Expense Ratio Comparison

KEMQ has a 0.60% expense ratio, which is lower than IVOL's 0.99% expense ratio.


Dividends

KEMQ vs. IVOL - Dividend Comparison

KEMQ's dividend yield for the trailing twelve months is around 5.18%, more than IVOL's 3.97% yield.


PositionTTM2025202420232022202120202019
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
3.97%3.61%3.83%3.73%3.92%3.93%3.44%2.02%
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
5.18%5.27%0.73%0.29%0.00%0.28%2.28%1.76%

Frequently Asked Questions


KEMQ and IVOL 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.

KEMQ has higher volatility (11.21%) compared to IVOL (2.56%). In terms of maximum drawdown, KEMQ dropped -70.72% vs IVOL's -31.16%.

On 5-year performance, KEMQ leads with -4.34% vs -5.61% for IVOL. On fees, KEMQ is cheaper at 0.60% per year. On volatility, IVOL has been the lower-risk option at 2.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KEMQ has performed better with a -4.34% return vs -5.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KEMQ is cheaper with a 0.60% expense ratio, compared with 0.99% for IVOL.

KEMQ has the higher dividend yield at 5.18%, compared with 3.97% for IVOL.

KEMQ is categorized as Emerging Markets Equities, while IVOL is Inflation-Protected Bonds. Their fees differ too: 0.60% for KEMQ and 0.99% for IVOL.

KEMQ currently has the higher Sharpe Ratio (0.66 vs -1.08), 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 KEMQ and IVOL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer