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KHYB vs. KOID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KHYB vs. KOID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Asia Pacific High Income Bond ETF (KHYB) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). The values are adjusted to include any dividend payments, if applicable.

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KHYB vs. KOID - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KHYB achieves a -0.41% return, which is significantly lower than KOID's -0.18% return.


KHYB

1D
0.42%
1M
-2.32%
YTD
-0.41%
6M
0.91%
1Y
7.21%
3Y*
7.25%
5Y*
-0.32%
10Y*

KOID

1D
1.89%
1M
-11.08%
YTD
-0.18%
6M
-0.17%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KHYB vs. KOID - Expense Ratio Comparison

Both KHYB and KOID have an expense ratio of 0.69%.


Return for Risk

KHYB vs. KOID — Risk / Return Rank

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

KHYB
KHYB Risk / Return Rank: 7373
Overall Rank
KHYB Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
KHYB Sortino Ratio Rank: 7878
Sortino Ratio Rank
KHYB Omega Ratio Rank: 8686
Omega Ratio Rank
KHYB Calmar Ratio Rank: 6060
Calmar Ratio Rank
KHYB Martin Ratio Rank: 6363
Martin Ratio Rank

KOID
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. KOID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Asia Pacific High Income Bond ETF (KHYB) and KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID). 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.


KHYBKOIDDifference

Sharpe ratio

Return per unit of total volatility

1.53

Sortino ratio

Return per unit of downside risk

2.08

Omega ratio

Gain probability vs. loss probability

1.36

Calmar ratio

Return relative to maximum drawdown

1.62

Martin ratio

Return relative to average drawdown

6.76

KHYB vs. KOID - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KHYBKOIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

1.44

-1.22

Correlation

The correlation between KHYB and KOID is 0.35, 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

KHYB vs. KOID - Dividend Comparison

KHYB's dividend yield for the trailing twelve months is around 8.01%, more than KOID's 0.85% yield.


TTM20252024202320222021202020192018
KHYB
KraneShares Asia Pacific High Income Bond ETF
8.01%7.59%10.11%15.55%9.67%6.22%4.76%4.86%2.56%
KOID
KraneShares Global Humanoid and Embodied Intelligence Index ETF
0.85%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KHYB vs. KOID - Drawdown Comparison

The maximum KHYB drawdown since its inception was -33.63%, which is greater than KOID's maximum drawdown of -18.19%. Use the drawdown chart below to compare losses from any high point for KHYB and KOID.


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Drawdown Indicators


KHYBKOIDDifference

Max Drawdown

Largest peak-to-trough decline

-33.63%

-18.19%

-15.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-33.01%

Current Drawdown

Current decline from peak

-3.43%

-13.31%

+9.88%

Average Drawdown

Average peak-to-trough decline

-9.89%

-3.44%

-6.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

Volatility

KHYB vs. KOID - Volatility Comparison


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Volatility by Period


KHYBKOIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.73%

23.42%

-18.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.30%

23.42%

-17.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.74%

23.42%

-17.68%