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KEMQ vs. TDEC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEMQ vs. TDEC - Performance Comparison

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

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Returns By Period

In the year-to-date period, KEMQ achieves a 6.99% return, which is significantly lower than TDEC's 9.14% return.


KEMQ

1D
-2.81%
1M
7.12%
YTD
6.99%
6M
8.35%
1Y
36.95%
3Y*
24.42%
5Y*
-2.87%
10Y*

TDEC

1D
-0.33%
1M
1.54%
YTD
9.14%
6M
11.08%
1Y
24.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KEMQ vs. TDEC - Yearly Performance Comparison


Correlation

The correlation between KEMQ and TDEC is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 24, 2024

0.82

The correlation between KEMQ and TDEC has been stable across timeframes, ranging from 0.78 to 0.82 - a consistent structural relationship.

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Return for Risk

KEMQ vs. TDEC — Risk / Return Rank

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

KEMQ
KEMQ Risk / Return Rank: 3636
Overall Rank
KEMQ Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
KEMQ Sortino Ratio Rank: 3838
Sortino Ratio Rank
KEMQ Omega Ratio Rank: 3838
Omega Ratio Rank
KEMQ Calmar Ratio Rank: 3434
Calmar Ratio Rank
KEMQ Martin Ratio Rank: 3131
Martin Ratio Rank

TDEC
TDEC Risk / Return Rank: 7474
Overall Rank
TDEC Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TDEC Sortino Ratio Rank: 7575
Sortino Ratio Rank
TDEC Omega Ratio Rank: 8787
Omega Ratio Rank
TDEC Calmar Ratio Rank: 6161
Calmar Ratio Rank
TDEC Martin Ratio Rank: 7171
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. TDEC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) and FT Vest Emerging Markets Buffer ETF - December (TDEC). 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.


KEMQTDECDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.25

1.54

-0.29

Calmar ratioReturn relative to maximum drawdown

1.69

2.97

-1.28

Martin ratioReturn relative to average drawdown

4.52

13.07

-8.55

KEMQ vs. TDEC - Sharpe Ratio Comparison

The current KEMQ Sharpe Ratio is 1.42, which is lower than the TDEC Sharpe Ratio of 2.41. The chart below compares the historical Sharpe Ratios of KEMQ and TDEC, 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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Sharpe Ratios by Period


KEMQTDECDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.41

-0.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.81

-1.74

Drawdowns

KEMQ vs. TDEC - Drawdown Comparison

The maximum KEMQ drawdown since its inception was -70.72%, which is greater than TDEC's maximum drawdown of -10.30%. Use the drawdown chart below to compare losses from any high point for KEMQ and TDEC.


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Drawdown Indicators


KEMQTDECDifference

Max Drawdown

Largest peak-to-trough decline

-70.72%

-10.30%

-60.42%

Max Drawdown (1Y)

Largest decline over 1 year

-21.94%

-8.16%

-13.78%

Max Drawdown (3Y)

Largest decline over 3 years

-21.94%

Max Drawdown (5Y)

Largest decline over 5 years

-66.02%

Current Drawdown

Current decline from peak

-28.14%

-0.33%

-27.81%

Average Drawdown

Average peak-to-trough decline

-35.69%

-1.04%

-34.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.20%

1.85%

+6.35%

Volatility

KEMQ vs. TDEC - Volatility Comparison

KraneShares Emerging Markets Consumer Technology Index ETF (KEMQ) has a higher volatility of 10.09% compared to FT Vest Emerging Markets Buffer ETF - December (TDEC) at 2.81%. This indicates that KEMQ's price experiences larger fluctuations and is considered to be riskier than TDEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEMQTDECDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

2.81%

+7.28%

Volatility (6M)

Calculated over the trailing 6-month period

20.87%

9.02%

+11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

26.14%

10.09%

+16.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.88%

11.75%

+20.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.58%

11.75%

+17.83%

KEMQ vs. TDEC - Expense Ratio Comparison

KEMQ has a 0.60% expense ratio, which is lower than TDEC's 0.95% expense ratio.


Dividends

KEMQ vs. TDEC - Dividend Comparison

KEMQ's dividend yield for the trailing twelve months is around 4.92%, while TDEC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
KEMQ
KraneShares Emerging Markets Consumer Technology Index ETF
4.92%5.27%0.73%0.29%0.00%0.28%2.28%1.76%
TDEC
FT Vest Emerging Markets Buffer ETF - December
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KEMQ and TDEC have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEMQ has higher volatility (10.09%) compared to TDEC (2.81%). In terms of maximum drawdown, KEMQ dropped -70.72% vs TDEC's -10.30%.

On 1-year performance, KEMQ leads with 36.95% vs 24.15% for TDEC. On fees, KEMQ is cheaper at 0.60% per year. On volatility, TDEC has been the lower-risk option at 2.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KEMQ has performed better with a 36.95% return vs 24.15%. 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 0.95% for TDEC.

KEMQ has the higher dividend yield at 4.92%, compared with 0.00% for TDEC.

KEMQ is categorized as Emerging Markets Equities, while TDEC is Defined Outcome. KEMQ tracks Solactive Emerging Markets Consumer Technology Index, while TDEC tracks MSCI Emerging Markets. They also come from different issuers: CICC and FT Vest. Their fees differ too: 0.60% for KEMQ and 0.95% for TDEC.

TDEC currently has the higher Sharpe Ratio (2.41 vs 1.42), 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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