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KJD vs. KWEB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KJD vs. KWEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 2X Long JD Daily ETF (KJD) and KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KJD achieves a -24.25% return, which is significantly higher than KWEB's -28.63% return.


KJD

1D
-5.23%
1M
-31.64%
YTD
-24.25%
6M
-26.83%
1Y
3Y*
5Y*
10Y*

KWEB

1D
-0.78%
1M
-9.70%
YTD
-28.63%
6M
-29.59%
1Y
-25.64%
3Y*
0.45%
5Y*
-16.26%
10Y*
-0.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KJD vs. KWEB - Yearly Performance Comparison


2026 (YTD)2025
KJD
KraneShares 2X Long JD Daily ETF
-24.25%-28.21%
KWEB
KraneShares CSI China Internet ETF
-28.63%-7.73%

Correlation

The correlation between KJD and KWEB is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 15, 2025

0.71

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Return for Risk

KJD vs. KWEB — Risk / Return Rank

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

KJD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


KWEB
KWEB Risk / Return Rank: 22
Overall Rank
KWEB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 22
Sortino Ratio Rank
KWEB Omega Ratio Rank: 22
Omega Ratio Rank
KWEB Calmar Ratio Rank: 44
Calmar Ratio Rank
KWEB Martin Ratio Rank: 22
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.

KJD vs. KWEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 2X Long JD Daily ETF (KJD) and KraneShares CSI China Internet ETF (KWEB). 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.


KJDKWEBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.64

Martin ratioReturn relative to average drawdown

-1.36

KJD vs. KWEB - Sharpe Ratio Comparison


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Drawdowns

KJD vs. KWEB - Drawdown Comparison

The maximum KJD drawdown since its inception was -49.41%, smaller than the maximum KWEB drawdown of -80.92%. Use the drawdown chart below to compare losses from any high point for KJD and KWEB.


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Drawdown Indicators


KJDKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-49.41%

-80.92%

+31.51%

Max Drawdown (1Y)

Largest decline over 1 year

-39.96%

Max Drawdown (3Y)

Largest decline over 3 years

-39.96%

Max Drawdown (5Y)

Largest decline over 5 years

-72.17%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-49.41%

-71.89%

+22.48%

Average Drawdown

Average peak-to-trough decline

-29.28%

-35.38%

+6.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.86%

Volatility

KJD vs. KWEB - Volatility Comparison


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Volatility by Period


KJDKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.05%

Volatility (6M)

Calculated over the trailing 6-month period

20.44%

Volatility (1Y)

Calculated over the trailing 1-year period

61.65%

27.15%

+34.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.65%

47.69%

+13.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.65%

40.00%

+21.65%

KJD vs. KWEB - Expense Ratio Comparison

KJD has a 1.26% expense ratio, which is higher than KWEB's 0.70% expense ratio.


Dividends

KJD vs. KWEB - Dividend Comparison

KJD has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 8.63%.


PositionTTM20252024202320222021202020192018201720162015
KJD
KraneShares 2X Long JD Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
8.63%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Frequently Asked Questions


KJD and KWEB have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KWEB is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KWEB is cheaper with a 0.70% expense ratio, compared with 1.26% for KJD.

KWEB has the higher dividend yield at 8.63%, compared with 0.00% for KJD.

KJD is categorized as Leveraged Equities, while KWEB is China Equities. Their fees differ too: 1.26% for KJD and 0.70% for KWEB.

Portfolio Optimizer

Find the right allocation for KJD and KWEB

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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