KJD vs. ISVBF
KJD (KraneShares 2X Long JD Daily ETF) and ISVBF (iShares MSCI China A UCITS ETF) are both China Equities funds. KJD is actively managed, while ISVBF is passively managed. At a 0.42 correlation, their price movements are largely independent. KJD charges 1.26%/yr vs 0.40%/yr for ISVBF.
Performance
KJD vs. ISVBF - Performance Comparison
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Returns By Period
In the year-to-date period, KJD achieves a 1.45% return, which is significantly higher than ISVBF's -9.00% return.
KJD
- 1D
- 2.57%
- 1M
- 7.71%
- 6M
- -2.89%
- YTD
- 1.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISVBF
- 1D
- -0.31%
- 1M
- 0.48%
- 6M
- -12.46%
- YTD
- -9.00%
- 1Y
- -1.08%
- 3Y*
- 8.53%
- 5Y*
- -5.39%
- 10Y*
- —
KJD vs. ISVBF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KJD KraneShares 2X Long JD Daily ETF | 1.45% | -28.21% |
ISVBF iShares MSCI China A UCITS ETF | -9.00% | -3.76% |
Correlation
The correlation between KJD and ISVBF is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | 0.42 |
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Return for Risk
KJD vs. ISVBF — Risk / Return Rank
KJD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ISVBF
KJD vs. ISVBF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares 2X Long JD Daily ETF (KJD) and iShares MSCI China A UCITS ETF (ISVBF). 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.
| KJD | ISVBF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.02 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.05 | — |
| Martin ratioReturn relative to average drawdown | — | -0.10 | — |
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Drawdowns
KJD vs. ISVBF - Drawdown Comparison
The maximum KJD drawdown since its inception was -50.81%, smaller than the maximum ISVBF drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for KJD and ISVBF.
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Drawdown Indicators
| KJD | ISVBF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.81% | -53.78% | +2.97% |
Max Drawdown (1Y)Largest decline over 1 year | — | -24.14% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.14% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.51% | — |
Current DrawdownCurrent decline from peak | -32.25% | -26.24% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -30.34% | -32.63% | +2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 10.55% | — |
Volatility
KJD vs. ISVBF - Volatility Comparison
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Volatility by Period
| KJD | ISVBF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.64% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.01% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.33% | 31.44% | +29.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.33% | 30.46% | +30.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.33% | 30.12% | +31.21% |
KJD vs. ISVBF - Expense Ratio Comparison
KJD has a 1.26% expense ratio, which is higher than ISVBF's 0.40% expense ratio.
Dividends
KJD vs. ISVBF - Dividend Comparison
Neither KJD nor ISVBF has paid dividends to shareholders.
Frequently Asked Questions
KJD and ISVBF have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISVBF is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISVBF is cheaper with a 0.40% expense ratio, compared with 1.26% for KJD.
KJD and ISVBF have nearly identical dividend yields, around 0.00%.
They also come from different issuers: KraneShares and iShares. Their fees differ too: 1.26% for KJD and 0.40% for ISVBF.
Find the right allocation for KJD and ISVBF
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