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KEUA vs. BCD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KEUA vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares European Carbon Allowance Strategy ETF (KEUA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

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KEUA vs. BCD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KEUA
KraneShares European Carbon Allowance Strategy ETF
-19.02%32.81%-14.52%-3.14%-2.74%22.01%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.95%15.71%6.20%-7.58%18.38%-1.78%

Returns By Period

In the year-to-date period, KEUA achieves a -19.02% return, which is significantly lower than BCD's 14.95% return.


KEUA

1D
0.00%
1M
-0.46%
YTD
-19.02%
6M
-8.94%
1Y
8.03%
3Y*
-6.52%
5Y*
10Y*

BCD

1D
-0.53%
1M
2.83%
YTD
14.95%
6M
20.73%
1Y
22.18%
3Y*
10.87%
5Y*
13.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KEUA vs. BCD - Expense Ratio Comparison

KEUA has a 0.87% expense ratio, which is higher than BCD's 0.29% expense ratio.


Return for Risk

KEUA vs. BCD — Risk / Return Rank

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

KEUA
KEUA Risk / Return Rank: 1414
Overall Rank
KEUA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KEUA Sortino Ratio Rank: 1515
Sortino Ratio Rank
KEUA Omega Ratio Rank: 1515
Omega Ratio Rank
KEUA Calmar Ratio Rank: 1212
Calmar Ratio Rank
KEUA Martin Ratio Rank: 1212
Martin Ratio Rank

BCD
BCD Risk / Return Rank: 7474
Overall Rank
BCD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BCD Sortino Ratio Rank: 7676
Sortino Ratio Rank
BCD Omega Ratio Rank: 7272
Omega Ratio Rank
BCD Calmar Ratio Rank: 7979
Calmar Ratio Rank
BCD Martin Ratio Rank: 6767
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.

KEUA vs. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares European Carbon Allowance Strategy ETF (KEUA) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.


KEUABCDDifference

Sharpe ratio

Return per unit of total volatility

0.11

1.47

-1.36

Sortino ratio

Return per unit of downside risk

0.34

1.97

-1.63

Omega ratio

Gain probability vs. loss probability

1.04

1.28

-0.23

Calmar ratio

Return relative to maximum drawdown

0.05

2.27

-2.22

Martin ratio

Return relative to average drawdown

0.15

7.10

-6.95

KEUA vs. BCD - Sharpe Ratio Comparison

The current KEUA Sharpe Ratio is 0.11, which is lower than the BCD Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of KEUA and BCD, 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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Sharpe Ratios by Period


KEUABCDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

1.47

-1.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.64

-0.61

Correlation

The correlation between KEUA and BCD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KEUA vs. BCD - Dividend Comparison

KEUA's dividend yield for the trailing twelve months is around 2.83%, less than BCD's 14.97% yield.


TTM202520242023202220212020201920182017
KEUA
KraneShares European Carbon Allowance Strategy ETF
2.83%2.29%7.71%5.67%0.00%0.00%0.00%0.00%0.00%0.00%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
14.97%17.21%3.60%4.51%5.21%8.30%1.29%1.55%1.59%0.07%

Drawdowns

KEUA vs. BCD - Drawdown Comparison

The maximum KEUA drawdown since its inception was -49.21%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for KEUA and BCD.


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Drawdown Indicators


KEUABCDDifference

Max Drawdown

Largest peak-to-trough decline

-49.21%

-29.81%

-19.40%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

-9.75%

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

Current Drawdown

Current decline from peak

-28.26%

-3.05%

-25.21%

Average Drawdown

Average peak-to-trough decline

-23.35%

-10.01%

-13.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.25%

3.11%

+5.14%

Volatility

KEUA vs. BCD - Volatility Comparison

KraneShares European Carbon Allowance Strategy ETF (KEUA) has a higher volatility of 5.87% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 5.52%. This indicates that KEUA's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEUABCDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

5.52%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

11.61%

+8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

27.55%

15.15%

+12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.09%

15.42%

+25.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.09%

13.93%

+27.16%