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KOID vs. KEUA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOID vs. KEUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) and KraneShares European Carbon Allowance Strategy ETF (KEUA). The values are adjusted to include any dividend payments, if applicable.

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KOID vs. KEUA - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KOID achieves a -0.18% return, which is significantly higher than KEUA's -19.02% return.


KOID

1D
1.89%
1M
-11.08%
YTD
-0.18%
6M
-0.17%
1Y
3Y*
5Y*
10Y*

KEUA

1D
0.00%
1M
-0.46%
YTD
-19.02%
6M
-8.94%
1Y
8.03%
3Y*
-6.52%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KOID vs. KEUA - Expense Ratio Comparison

KOID has a 0.69% expense ratio, which is lower than KEUA's 0.87% expense ratio.


Return for Risk

KOID vs. KEUA — Risk / Return Rank

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

KOID

KEUA
KEUA Risk / Return Rank: 1414
Overall Rank
KEUA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KEUA Sortino Ratio Rank: 1515
Sortino Ratio Rank
KEUA Omega Ratio Rank: 1515
Omega Ratio Rank
KEUA Calmar Ratio Rank: 1212
Calmar Ratio Rank
KEUA Martin Ratio Rank: 1212
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.

KOID vs. KEUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) and KraneShares European Carbon Allowance Strategy ETF (KEUA). 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.


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

KOID vs. KEUA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KOIDKEUADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.44

0.03

+1.41

Correlation

The correlation between KOID and KEUA is 0.18, 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

KOID vs. KEUA - Dividend Comparison

KOID's dividend yield for the trailing twelve months is around 0.85%, less than KEUA's 2.83% yield.


Drawdowns

KOID vs. KEUA - Drawdown Comparison

The maximum KOID drawdown since its inception was -18.19%, smaller than the maximum KEUA drawdown of -49.21%. Use the drawdown chart below to compare losses from any high point for KOID and KEUA.


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Drawdown Indicators


KOIDKEUADifference

Max Drawdown

Largest peak-to-trough decline

-18.19%

-49.21%

+31.02%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

Current Drawdown

Current decline from peak

-13.31%

-28.26%

+14.95%

Average Drawdown

Average peak-to-trough decline

-3.44%

-23.35%

+19.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.25%

Volatility

KOID vs. KEUA - Volatility Comparison


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Volatility by Period


KOIDKEUADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.87%

Volatility (6M)

Calculated over the trailing 6-month period

20.60%

Volatility (1Y)

Calculated over the trailing 1-year period

23.42%

27.55%

-4.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.42%

41.09%

-17.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.42%

41.09%

-17.67%