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KEMX vs. XCEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KEMX and XCEM is 0.90, 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.


-0.50.00.51.00.9

Performance

KEMX vs. XCEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Columbia EM Core ex-China ETF (XCEM). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
-3.00%
-3.63%
KEMX
XCEM

Key characteristics

Sharpe Ratio

KEMX:

0.32

XCEM:

0.33

Sortino Ratio

KEMX:

0.52

XCEM:

0.53

Omega Ratio

KEMX:

1.07

XCEM:

1.07

Calmar Ratio

KEMX:

0.42

XCEM:

0.44

Martin Ratio

KEMX:

1.21

XCEM:

1.21

Ulcer Index

KEMX:

4.02%

XCEM:

3.82%

Daily Std Dev

KEMX:

15.07%

XCEM:

14.21%

Max Drawdown

KEMX:

-38.80%

XCEM:

-40.92%

Current Drawdown

KEMX:

-9.93%

XCEM:

-9.30%

Returns By Period

In the year-to-date period, KEMX achieves a 1.69% return, which is significantly higher than XCEM's 1.25% return.


KEMX

YTD

1.69%

1M

-1.94%

6M

-3.00%

1Y

3.54%

5Y*

4.40%

10Y*

N/A

XCEM

YTD

1.25%

1M

-2.05%

6M

-3.90%

1Y

4.63%

5Y*

3.40%

10Y*

N/A

Compare stocks, funds, or ETFs

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


KEMX vs. XCEM - Expense Ratio Comparison

KEMX has a 0.25% expense ratio, which is higher than XCEM's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
Expense ratio chart for KEMX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Risk-Adjusted Performance

KEMX vs. XCEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Columbia EM Core ex-China ETF (XCEM). 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.


Sharpe ratio
The chart of Sharpe ratio for KEMX, currently valued at 0.32, compared to the broader market0.002.004.000.320.33
The chart of Sortino ratio for KEMX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.0010.000.520.53
The chart of Omega ratio for KEMX, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.07
The chart of Calmar ratio for KEMX, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.420.44
The chart of Martin ratio for KEMX, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.001.211.21
KEMX
XCEM

The current KEMX Sharpe Ratio is 0.32, which is comparable to the XCEM Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of KEMX and XCEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.32
0.33
KEMX
XCEM

Dividends

KEMX vs. XCEM - Dividend Comparison

KEMX's dividend yield for the trailing twelve months is around 3.34%, more than XCEM's 2.74% yield.


TTM202320222021202020192018201720162015
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
3.34%2.00%4.11%4.79%1.69%2.77%0.00%0.00%0.00%0.00%
XCEM
Columbia EM Core ex-China ETF
2.74%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%

Drawdowns

KEMX vs. XCEM - Drawdown Comparison

The maximum KEMX drawdown since its inception was -38.80%, smaller than the maximum XCEM drawdown of -40.92%. Use the drawdown chart below to compare losses from any high point for KEMX and XCEM. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.93%
-9.30%
KEMX
XCEM

Volatility

KEMX vs. XCEM - Volatility Comparison

KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a higher volatility of 3.97% compared to Columbia EM Core ex-China ETF (XCEM) at 3.42%. This indicates that KEMX's price experiences larger fluctuations and is considered to be riskier than XCEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
3.42%
KEMX
XCEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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