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KLIP vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLIP vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares China Internet and Covered Call Strategy ETF (KLIP) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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KLIP vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023
KLIP
KraneShares China Internet and Covered Call Strategy ETF
-8.98%16.92%3.37%10.67%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%21.66%

Returns By Period

In the year-to-date period, KLIP achieves a -8.98% return, which is significantly lower than VOO's -4.42% return.


KLIP

1D
2.10%
1M
-5.77%
YTD
-8.98%
6M
-12.63%
1Y
-1.25%
3Y*
7.62%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KLIP vs. VOO - Expense Ratio Comparison

KLIP has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

KLIP vs. VOO — Risk / Return Rank

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

KLIP
KLIP Risk / Return Rank: 1111
Overall Rank
KLIP Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KLIP Sortino Ratio Rank: 1010
Sortino Ratio Rank
KLIP Omega Ratio Rank: 1111
Omega Ratio Rank
KLIP Calmar Ratio Rank: 1111
Calmar Ratio Rank
KLIP Martin Ratio Rank: 1010
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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.

KLIP vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares China Internet and Covered Call Strategy ETF (KLIP) and Vanguard S&P 500 ETF (VOO). 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.


KLIPVOODifference

Sharpe ratio

Return per unit of total volatility

-0.06

0.98

-1.04

Sortino ratio

Return per unit of downside risk

0.05

1.50

-1.45

Omega ratio

Gain probability vs. loss probability

1.01

1.23

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.08

1.53

-1.61

Martin ratio

Return relative to average drawdown

-0.26

7.29

-7.56

KLIP vs. VOO - Sharpe Ratio Comparison

The current KLIP Sharpe Ratio is -0.06, which is lower than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of KLIP and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KLIPVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.98

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.83

-0.48

Correlation

The correlation between KLIP and VOO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

KLIP vs. VOO - Dividend Comparison

KLIP's dividend yield for the trailing twelve months is around 28.24%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
KLIP
KraneShares China Internet and Covered Call Strategy ETF
28.24%25.14%54.26%61.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

KLIP vs. VOO - Drawdown Comparison

The maximum KLIP drawdown since its inception was -18.61%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for KLIP and VOO.


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Drawdown Indicators


KLIPVOODifference

Max Drawdown

Largest peak-to-trough decline

-18.61%

-33.99%

+15.38%

Max Drawdown (1Y)

Largest decline over 1 year

-17.23%

-11.98%

-5.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-14.21%

-6.29%

-7.92%

Average Drawdown

Average peak-to-trough decline

-3.34%

-3.72%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

2.52%

+2.66%

Volatility

KLIP vs. VOO - Volatility Comparison

KraneShares China Internet and Covered Call Strategy ETF (KLIP) has a higher volatility of 7.16% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that KLIP's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KLIPVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.16%

5.29%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

9.44%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.76%

18.10%

+1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

16.82%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.99%

+0.20%