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KHYB vs. KBWD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KHYB vs. KBWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Asia Pacific High Income Bond ETF (KHYB) and Invesco KBW High Dividend Yield Financial ETF (KBWD). 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 3.58% return, which is significantly higher than KBWD's -5.22% return.


KHYB

1D
0.00%
1M
0.62%
6M
1.80%
YTD
3.58%
1Y
8.25%
3Y*
9.30%
5Y*
0.87%
10Y*
ALL TIME*
1.67%

KBWD

1D
-0.75%
1M
-2.41%
6M
-7.83%
YTD
-5.22%
1Y
0.00%
3Y*
1.98%
5Y*
0.90%
10Y*
4.42%
ALL TIME*
5.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.79M$4.78M$4.61M
$38.74K$65.31K$87.15K

KHYB vs. KBWD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KHYB
KraneShares Asia Pacific High Income Bond ETF
3.58%9.59%10.79%3.50%-10.15%-12.32%2.00%8.87%0.45%
KBWD
Invesco KBW High Dividend Yield Financial ETF
-5.22%5.59%4.30%20.21%-19.14%31.89%-15.58%20.72%-10.49%

Correlation

The correlation between KHYB and KBWD is 0.45, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.45

Correlation (3Y)
Balances recent behavior with more history.

0.43

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2018

0.19

Over the past year, KHYB and KBWD have become more correlated (0.45) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

KHYB vs. KBWD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KHYB
KHYB Risk / Return Rank: 8383
Overall Rank
KHYB Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
KHYB Sortino Ratio Rank: 9494
Sortino Ratio Rank
KHYB Omega Ratio Rank: 9595
Omega Ratio Rank
KHYB Calmar Ratio Rank: 6060
Calmar Ratio Rank
KHYB Martin Ratio Rank: 7676
Martin Ratio Rank

KBWD
KBWD Risk / Return Rank: 1010
Overall Rank
KBWD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KBWD Sortino Ratio Rank: 1010
Sortino Ratio Rank
KBWD Omega Ratio Rank: 1010
Omega Ratio Rank
KBWD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KBWD Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KHYB vs. KBWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Asia Pacific High Income Bond ETF (KHYB) and Invesco KBW High Dividend Yield Financial ETF (KBWD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KHYBKBWDDifference
Sharpe ratioReturn per unit of total volatility

+2.45

Sortino ratioReturn per unit of downside risk

+3.66

Omega ratioGain probability vs. loss probability

1.53

1.01

+0.52

Calmar ratioReturn relative to maximum drawdown

2.11

-0.04

+2.15

Martin ratioReturn relative to average drawdown

9.42

-0.08

+9.50

KHYB vs. KBWD - Sharpe Ratio Comparison

The current KHYB Sharpe Ratio is 2.41, which is higher than the KBWD Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of KHYB and KBWD, 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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Drawdowns

KHYB vs. KBWD - Drawdown Comparison

The maximum KHYB drawdown since its inception was -33.63%, smaller than the maximum KBWD drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for KHYB and KBWD.


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Drawdown Indicators


KHYBKBWDDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-58.63%

+25.00%

Max Drawdown (1Y)

Largest decline over 1 year

-3.97%

-15.05%

+11.08%

Max Drawdown (3Y)

Largest decline over 3 years

-4.89%

-19.65%

+14.76%

Max Drawdown (5Y)

Largest decline over 5 years

-32.43%

-30.74%

-1.69%

Max Drawdown (10Y)

Largest decline over 10 years

-58.63%

Current Drawdown

Current decline from peak

0.00%

-11.95%

+11.95%

Average Drawdown

Average peak-to-trough decline

-9.52%

-7.44%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

7.19%

-6.30%

Volatility

KHYB vs. KBWD - Volatility Comparison

The current volatility for KraneShares Asia Pacific High Income Bond ETF (KHYB) is 0.82%, while Invesco KBW High Dividend Yield Financial ETF (KBWD) has a volatility of 4.54%. This indicates that KHYB experiences smaller price fluctuations and is considered to be less risky than KBWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KHYBKBWDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.82%

4.54%

-3.72%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

12.49%

-9.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

15.87%

-12.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

19.78%

-13.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.67%

23.26%

-17.59%

KHYB vs. KBWD - Expense Ratio Comparison

KHYB has a 0.69% expense ratio, which is lower than KBWD's 5.39% expense ratio.


Dividends

KHYB vs. KBWD - Dividend Comparison

KHYB's dividend yield for the trailing twelve months is around 8.38%, less than KBWD's 14.50% yield.


PositionTTM20252024202320222021202020192018201720162015
KBWD
Invesco KBW High Dividend Yield Financial ETF
14.50%12.83%12.45%11.45%11.32%7.26%9.68%8.63%9.47%8.77%8.68%8.89%
KHYB
KraneShares Asia Pacific High Income Bond ETF
8.38%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 KBWD have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KBWD has higher volatility (4.54%) compared to KHYB (0.82%). In terms of maximum drawdown, KHYB dropped -33.63% vs KBWD's -58.63%.

On 5-year performance, KBWD leads with 0.90% vs 0.87% for KHYB. On fees, KHYB is cheaper at 0.69% per year. On volatility, KHYB has been the lower-risk option at 0.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KBWD has performed better with a 0.90% return vs 0.87%. 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 5.39% for KBWD.

KBWD has the higher dividend yield at 14.50%, compared with 8.38% for KHYB.

KHYB is categorized as Emerging Markets Bonds, while KBWD is Financials Equities. KHYB tracks JP Morgan Asia Credit Index Non-Investment Grade Corporate Index., while KBWD tracks KBW Nasdaq Financial Sector Dividend Yield Index. They also come from different issuers: KraneShares and Invesco. Their fees differ too: 0.69% for KHYB and 5.39% for KBWD.

KHYB currently has the higher Sharpe Ratio (2.41 vs -0.04), 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

Find the right allocation for KHYB and KBWD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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