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KGRN vs. ASHR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGRN vs. ASHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI China Clean Technology Index ETF (KGRN) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). The values are adjusted to include any dividend payments, if applicable.

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KGRN vs. ASHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGRN
KraneShares MSCI China Clean Technology Index ETF
6.02%21.45%-1.11%-14.75%-40.45%5.91%138.49%12.12%-29.32%-0.37%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
-0.64%27.02%11.95%-12.52%-27.52%-1.57%36.29%36.50%-28.45%2.99%

Returns By Period

In the year-to-date period, KGRN achieves a 6.02% return, which is significantly higher than ASHR's -0.64% return.


KGRN

1D
0.78%
1M
4.51%
YTD
6.02%
6M
-9.29%
1Y
12.37%
3Y*
1.07%
5Y*
-6.33%
10Y*

ASHR

1D
1.33%
1M
-4.25%
YTD
-0.64%
6M
1.30%
1Y
25.74%
3Y*
5.52%
5Y*
-2.00%
10Y*
4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGRN vs. ASHR - Expense Ratio Comparison

KGRN has a 0.79% expense ratio, which is higher than ASHR's 0.65% expense ratio.


Return for Risk

KGRN vs. ASHR — Risk / Return Rank

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

KGRN
KGRN Risk / Return Rank: 2727
Overall Rank
KGRN Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
KGRN Sortino Ratio Rank: 2828
Sortino Ratio Rank
KGRN Omega Ratio Rank: 2727
Omega Ratio Rank
KGRN Calmar Ratio Rank: 3232
Calmar Ratio Rank
KGRN Martin Ratio Rank: 2222
Martin Ratio Rank

ASHR
ASHR Risk / Return Rank: 8080
Overall Rank
ASHR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ASHR Sortino Ratio Rank: 7777
Sortino Ratio Rank
ASHR Omega Ratio Rank: 7676
Omega Ratio Rank
ASHR Calmar Ratio Rank: 8282
Calmar Ratio Rank
ASHR Martin Ratio Rank: 8686
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.

KGRN vs. ASHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI China Clean Technology Index ETF (KGRN) and Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR). 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.


KGRNASHRDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.39

-0.94

Sortino ratio

Return per unit of downside risk

0.81

1.90

-1.09

Omega ratio

Gain probability vs. loss probability

1.11

1.27

-0.17

Calmar ratio

Return relative to maximum drawdown

0.77

2.16

-1.40

Martin ratio

Return relative to average drawdown

1.44

9.57

-8.13

KGRN vs. ASHR - Sharpe Ratio Comparison

The current KGRN Sharpe Ratio is 0.45, which is lower than the ASHR Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of KGRN and ASHR, 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


KGRNASHRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.39

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.08

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.20

-0.10

Correlation

The correlation between KGRN and ASHR is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KGRN vs. ASHR - Dividend Comparison

KGRN's dividend yield for the trailing twelve months is around 0.81%, less than ASHR's 2.32% yield.


TTM20252024202320222021202020192018201720162015
KGRN
KraneShares MSCI China Clean Technology Index ETF
0.81%0.85%1.49%0.74%1.98%0.41%0.01%5.88%2.04%0.00%0.00%0.00%
ASHR
Xtrackers Harvest CSI 300 China A-Shares Fund
2.32%2.31%1.13%2.48%1.13%0.88%0.81%0.98%1.32%0.84%0.73%30.13%

Drawdowns

KGRN vs. ASHR - Drawdown Comparison

The maximum KGRN drawdown since its inception was -66.24%, which is greater than ASHR's maximum drawdown of -51.30%. Use the drawdown chart below to compare losses from any high point for KGRN and ASHR.


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Drawdown Indicators


KGRNASHRDifference

Max Drawdown

Largest peak-to-trough decline

-66.24%

-51.30%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-11.41%

-5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-63.60%

-46.44%

-17.16%

Max Drawdown (10Y)

Largest decline over 10 years

-51.30%

Current Drawdown

Current decline from peak

-44.48%

-23.87%

-20.61%

Average Drawdown

Average peak-to-trough decline

-33.73%

-29.34%

-4.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.17%

2.67%

+6.50%

Volatility

KGRN vs. ASHR - Volatility Comparison

KraneShares MSCI China Clean Technology Index ETF (KGRN) has a higher volatility of 7.77% compared to Xtrackers Harvest CSI 300 China A-Shares Fund (ASHR) at 5.81%. This indicates that KGRN's price experiences larger fluctuations and is considered to be riskier than ASHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGRNASHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

5.81%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

17.67%

11.30%

+6.37%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

18.63%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.85%

23.85%

+11.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.06%

24.13%

+8.93%