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KHYB vs. EMBX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KHYB vs. EMBX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Asia Pacific High Income Bond ETF (KHYB) and VanEck Emerging Markets Bond ETF (EMBX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KHYB achieves a 2.50% return, which is significantly lower than EMBX's 3.49% return.


KHYB

1D
-0.04%
1M
1.41%
YTD
2.50%
6M
3.54%
1Y
10.54%
3Y*
9.02%
5Y*
0.17%
10Y*

EMBX

1D
-0.40%
1M
0.90%
YTD
3.49%
6M
3.62%
1Y
15.18%
3Y*
10.16%
5Y*
3.88%
10Y*
5.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KHYB vs. EMBX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KHYB
KraneShares Asia Pacific High Income Bond ETF
2.50%9.59%10.79%3.50%-10.15%-12.32%2.00%8.87%0.45%
EMBX
VanEck Emerging Markets Bond ETF
3.49%18.80%3.09%9.34%-7.21%-4.30%11.57%13.10%-0.51%

Correlation

The correlation between KHYB and EMBX is 0.53, 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

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.34

The correlation between KHYB and EMBX shifts across timeframes, from 0.34 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KHYB vs. EMBX — Risk / Return Rank

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

KHYB
KHYB Risk / Return Rank: 7979
Overall Rank
KHYB Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
KHYB Sortino Ratio Rank: 9393
Sortino Ratio Rank
KHYB Omega Ratio Rank: 9494
Omega Ratio Rank
KHYB Calmar Ratio Rank: 5454
Calmar Ratio Rank
KHYB Martin Ratio Rank: 6666
Martin Ratio Rank

EMBX
EMBX Risk / Return Rank: 7777
Overall Rank
EMBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EMBX Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMBX Omega Ratio Rank: 8585
Omega Ratio Rank
EMBX Calmar Ratio Rank: 6060
Calmar Ratio Rank
EMBX Martin Ratio Rank: 6868
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.

KHYB vs. EMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Asia Pacific High Income Bond ETF (KHYB) and VanEck Emerging Markets Bond ETF (EMBX). 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.


KHYBEMBXDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.71

1.52

+0.19

Calmar ratioReturn relative to maximum drawdown

2.67

2.96

-0.30

Martin ratioReturn relative to average drawdown

11.98

12.58

-0.60

KHYB vs. EMBX - Sharpe Ratio Comparison

The current KHYB Sharpe Ratio is 3.11, which is comparable to the EMBX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of KHYB and EMBX, 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


KHYBEMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.11

2.66

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.64

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.52

-0.25

Drawdowns

KHYB vs. EMBX - Drawdown Comparison

The maximum KHYB drawdown since its inception was -33.63%, which is greater than EMBX's maximum drawdown of -25.11%. Use the drawdown chart below to compare losses from any high point for KHYB and EMBX.


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Drawdown Indicators


KHYBEMBXDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-25.11%

-8.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-5.14%

+1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-5.94%

-7.41%

+1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.86%

-24.07%

-8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-25.11%

Current Drawdown

Current decline from peak

-0.62%

-0.62%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.71%

-7.08%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

1.21%

-0.33%

Volatility

KHYB vs. EMBX - Volatility Comparison

The current volatility for KraneShares Asia Pacific High Income Bond ETF (KHYB) is 0.90%, while VanEck Emerging Markets Bond ETF (EMBX) has a volatility of 1.73%. This indicates that KHYB experiences smaller price fluctuations and is considered to be less risky than EMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KHYBEMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.90%

1.73%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

4.77%

-1.75%

Volatility (1Y)

Calculated over the trailing 1-year period

3.40%

5.72%

-2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

6.10%

+0.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.71%

6.65%

-0.94%

KHYB vs. EMBX - Expense Ratio Comparison

KHYB has a 0.69% expense ratio, which is lower than EMBX's 0.76% expense ratio.


Dividends

KHYB vs. EMBX - Dividend Comparison

KHYB's dividend yield for the trailing twelve months is around 8.13%, more than EMBX's 5.91% yield.


PositionTTM20252024202320222021202020192018201720162015
EMBX
VanEck Emerging Markets Bond ETF
5.91%6.95%8.20%5.49%8.21%5.50%6.56%7.89%7.25%7.66%3.94%6.84%
KHYB
KraneShares Asia Pacific High Income Bond ETF
8.13%7.59%10.11%15.55%9.67%6.22%4.76%4.86%2.56%0.00%0.00%0.00%

Frequently Asked Questions


KHYB and EMBX have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMBX has higher volatility (1.73%) compared to KHYB (0.90%). In terms of maximum drawdown, KHYB dropped -33.63% vs EMBX's -25.11%.

On 5-year performance, EMBX leads with 3.88% vs 0.17% for KHYB. On fees, KHYB is cheaper at 0.69% per year. On volatility, KHYB has been the lower-risk option at 0.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMBX has performed better with a 3.88% return vs 0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KHYB is cheaper with a 0.69% expense ratio, compared with 0.76% for EMBX.

KHYB has the higher dividend yield at 8.13%, compared with 5.91% for EMBX.

They also come from different issuers: KraneShares and VanEck. Their fees differ too: 0.69% for KHYB and 0.76% for EMBX.

KHYB currently has the higher Sharpe Ratio (3.11 vs 2.66), 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.

Portfolio Optimizer

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