PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
KHYB vs. YMAG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

KHYB vs. YMAG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Asia Pacific High Income Bond ETF (KHYB) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.93%
16.52%
KHYB
YMAG

Returns By Period


KHYB

YTD

12.10%

1M

0.13%

6M

5.93%

1Y

15.23%

5Y (annualized)

-0.88%

10Y (annualized)

N/A

YMAG

YTD

N/A

1M

8.06%

6M

16.51%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


KHYBYMAG
Daily Std Dev3.49%19.28%
Max Drawdown-33.01%-14.27%
Current Drawdown-9.64%-0.50%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KHYB vs. YMAG - Expense Ratio Comparison

KHYB has a 0.69% expense ratio, which is lower than YMAG's 1.28% expense ratio.


YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
Expense ratio chart for YMAG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for KHYB: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Correlation

-0.50.00.51.00.4

The correlation between KHYB and YMAG 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.

Risk-Adjusted Performance

KHYB vs. YMAG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Asia Pacific High Income Bond ETF (KHYB) and YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG). 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.


Sharpe ratio
The chart of Sharpe ratio for KHYB, currently valued at 4.51, compared to the broader market0.002.004.006.004.51
The chart of Sortino ratio for KHYB, currently valued at 6.79, compared to the broader market-2.000.002.004.006.008.0010.0012.006.79
The chart of Omega ratio for KHYB, currently valued at 2.10, compared to the broader market0.501.001.502.002.503.002.10
The chart of Calmar ratio for KHYB, currently valued at 0.73, compared to the broader market0.005.0010.0015.000.73
The chart of Martin ratio for KHYB, currently valued at 49.15, compared to the broader market0.0020.0040.0060.0080.00100.00120.0049.15
KHYB
YMAG

Chart placeholderNot enough data

Dividends

KHYB vs. YMAG - Dividend Comparison

KHYB's dividend yield for the trailing twelve months is around 15.47%, less than YMAG's 29.74% yield.


TTM202320222021202020192018
KHYB
KraneShares Asia Pacific High Income Bond ETF
15.47%15.56%9.67%6.22%6.87%4.93%2.56%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
29.74%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KHYB vs. YMAG - Drawdown Comparison

The maximum KHYB drawdown since its inception was -33.01%, which is greater than YMAG's maximum drawdown of -14.27%. Use the drawdown chart below to compare losses from any high point for KHYB and YMAG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-0.50%
KHYB
YMAG

Volatility

KHYB vs. YMAG - Volatility Comparison

The current volatility for KraneShares Asia Pacific High Income Bond ETF (KHYB) is 0.67%, while YieldMax Magnificent 7 Fund of Option Income ETFs (YMAG) has a volatility of 6.25%. This indicates that KHYB experiences smaller price fluctuations and is considered to be less risky than YMAG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.67%
6.25%
KHYB
YMAG