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KGRN vs. YXI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KGRN vs. YXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI China Clean Technology Index ETF (KGRN) and ProShares Short FTSE China 50 (YXI). The values are adjusted to include any dividend payments, if applicable.

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KGRN vs. YXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KGRN
KraneShares MSCI China Clean Technology Index ETF
6.26%21.45%-1.11%-14.75%-40.45%5.91%138.49%12.12%-29.32%-0.37%
YXI
ProShares Short FTSE China 50
7.67%-22.87%-25.36%12.40%4.78%13.94%-17.95%-14.35%9.63%-3.46%

Returns By Period

In the year-to-date period, KGRN achieves a 6.26% return, which is significantly lower than YXI's 7.67% return.


KGRN

1D
0.23%
1M
4.75%
YTD
6.26%
6M
-10.52%
1Y
12.62%
3Y*
1.14%
5Y*
-6.28%
10Y*

YXI

1D
1.14%
1M
3.75%
YTD
7.67%
6M
15.61%
1Y
-2.11%
3Y*
-9.66%
5Y*
-2.70%
10Y*
-8.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KGRN vs. YXI - Expense Ratio Comparison

KGRN has a 0.79% expense ratio, which is lower than YXI's 0.95% expense ratio.


Return for Risk

KGRN vs. YXI — Risk / Return Rank

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

KGRN
KGRN Risk / Return Rank: 2525
Overall Rank
KGRN Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
KGRN Sortino Ratio Rank: 2626
Sortino Ratio Rank
KGRN Omega Ratio Rank: 2525
Omega Ratio Rank
KGRN Calmar Ratio Rank: 2929
Calmar Ratio Rank
KGRN Martin Ratio Rank: 2121
Martin Ratio Rank

YXI
YXI Risk / Return Rank: 1010
Overall Rank
YXI Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
YXI Sortino Ratio Rank: 1010
Sortino Ratio Rank
YXI Omega Ratio Rank: 1010
Omega Ratio Rank
YXI Calmar Ratio Rank: 1111
Calmar Ratio Rank
YXI Martin Ratio Rank: 1111
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. YXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI China Clean Technology Index ETF (KGRN) and ProShares Short FTSE China 50 (YXI). 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.


KGRNYXIDifference

Sharpe ratio

Return per unit of total volatility

0.46

-0.09

+0.55

Sortino ratio

Return per unit of downside risk

0.82

0.04

+0.78

Omega ratio

Gain probability vs. loss probability

1.11

1.01

+0.10

Calmar ratio

Return relative to maximum drawdown

0.73

-0.06

+0.79

Martin ratio

Return relative to average drawdown

1.37

-0.08

+1.45

KGRN vs. YXI - Sharpe Ratio Comparison

The current KGRN Sharpe Ratio is 0.46, which is higher than the YXI Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of KGRN and YXI, 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


KGRNYXIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

-0.09

+0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

-0.09

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

-0.31

+0.40

Correlation

The correlation between KGRN and YXI is -0.69. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KGRN vs. YXI - Dividend Comparison

KGRN's dividend yield for the trailing twelve months is around 0.80%, less than YXI's 2.85% yield.


TTM20252024202320222021202020192018
KGRN
KraneShares MSCI China Clean Technology Index ETF
0.80%0.85%1.49%0.74%1.98%0.41%0.01%5.88%2.04%
YXI
ProShares Short FTSE China 50
2.85%3.60%4.35%2.66%0.27%0.00%0.08%1.01%0.25%

Drawdowns

KGRN vs. YXI - Drawdown Comparison

The maximum KGRN drawdown since its inception was -66.24%, smaller than the maximum YXI drawdown of -81.15%. Use the drawdown chart below to compare losses from any high point for KGRN and YXI.


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Drawdown Indicators


KGRNYXIDifference

Max Drawdown

Largest peak-to-trough decline

-66.24%

-81.15%

+14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.26%

-29.83%

+12.57%

Max Drawdown (5Y)

Largest decline over 5 years

-63.60%

-57.65%

-5.95%

Max Drawdown (10Y)

Largest decline over 10 years

-66.81%

Current Drawdown

Current decline from peak

-44.36%

-78.02%

+33.66%

Average Drawdown

Average peak-to-trough decline

-33.73%

-54.05%

+20.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

22.96%

-13.76%

Volatility

KGRN vs. YXI - Volatility Comparison

KraneShares MSCI China Clean Technology Index ETF (KGRN) and ProShares Short FTSE China 50 (YXI) have volatilities of 7.19% and 7.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KGRNYXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.48%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

14.80%

+2.77%

Volatility (1Y)

Calculated over the trailing 1-year period

27.60%

23.78%

+3.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.83%

31.35%

+3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.05%

27.46%

+5.59%