KOID vs. TDV

Last updated Jun 24, 2026

KOID (KraneShares Global Humanoid and Embodied Intelligence Index ETF) and TDV (ProShares S&P Technology Dividend Aristocrats ETF) are both Technology Equities funds - KOID tracks the MerQube Global Humanoid and Embodied Intelligence Index while TDV tracks the Zacks 2040 Lifecycle Index. Both are passively managed. Over the past year, KOID returned 61.07% vs 26.66% for TDV. A 0.65 correlation means they provide meaningful diversification when combined. KOID charges 0.69%/yr vs 0.66%/yr for TDV.

Performance

KOID vs. TDV - 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 ProShares S&P Technology Dividend Aristocrats ETF (TDV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOID achieves a 26.38% return, which is significantly higher than TDV's 17.21% return.

KOID

• 1D: -5.61%
• 1M: -3.52%
• YTD: 26.38%
• 6M: 29.73%
• 1Y: 61.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TDV

• 1D: -3.13%
• 1M: 0.28%
• YTD: 17.21%
• 6M: 15.19%
• 1Y: 26.66%
• 3Y*: 18.07%
• 5Y*: 12.89%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOID vs. TDV - Yearly Performance Comparison

	2026 (YTD)	2025
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	26.38%	27.04%
TDV ProShares S&P Technology Dividend Aristocrats ETF	17.21%	10.04%

Correlation

The correlation between KOID and TDV is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.65

The correlation between KOID and TDV has been stable across timeframes, ranging from 0.65 to 0.65 - a consistent structural relationship.

KOID vs. TDV - Sectors Allocation Comparison

Sectors	KOID	TDV
Technology	43.1%	90.7%
Industrials	37.2%	4.4%
Consumer Cyclical	14.7%	-
Basic Materials	4.9%	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	4.9%
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

KOID vs. TDV — Risk / Return Rank

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

KOID

KOID Risk / Return Rank: 71
KOID Sharpe Ratio Rank: 78
KOID Sortino Ratio Rank: 71
KOID Omega Ratio Rank: 69
KOID Calmar Ratio Rank: 71
KOID Martin Ratio Rank: 65

TDV

TDV Risk / Return Rank: 48
TDV Sharpe Ratio Rank: 43
TDV Sortino Ratio Rank: 40
TDV Omega Ratio Rank: 41
TDV Calmar Ratio Rank: 59
TDV Martin Ratio Rank: 55

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. TDV - 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 ProShares S&P Technology Dividend Aristocrats ETF (TDV). 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.

	KOID	TDV	Difference
Sharpe ratio: Return per unit of total volatility	2.35	1.45	+0.90
Sortino ratio: Return per unit of downside risk	3.01	1.98	+1.03
Omega ratio: Gain probability vs. loss probability	1.38	1.26	+0.13
Calmar ratio: Return relative to maximum drawdown	3.37	2.80	+0.57
Martin ratio: Return relative to average drawdown	11.20	9.19	+2.00

KOID vs. TDV - Sharpe Ratio Comparison

The current KOID Sharpe Ratio is 2.35, which is higher than the TDV Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of KOID and TDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KOID vs. TDV - Drawdown Comparison

The maximum KOID drawdown since its inception was -18.19%, smaller than the maximum TDV drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for KOID and TDV.

Drawdown Indicators

	KOID	TDV	Difference
Max Drawdown Largest peak-to-trough decline	-18.19%	-32.78%	+14.59%
Max Drawdown (1Y) Largest decline over 1 year	-18.19%	-9.55%	-8.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-22.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.11%	—
Current Drawdown Current decline from peak	-6.96%	-5.17%	-1.79%
Average Drawdown Average peak-to-trough decline	-3.41%	-5.35%	+1.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.47%	2.91%	+2.56%

Volatility

KOID vs. TDV - Volatility Comparison

KraneShares Global Humanoid and Embodied Intelligence Index ETF (KOID) has a higher volatility of 11.66% compared to ProShares S&P Technology Dividend Aristocrats ETF (TDV) at 8.96%. This indicates that KOID's price experiences larger fluctuations and is considered to be riskier than TDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOID	TDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.66%	8.96%	+2.70%
Volatility (6M) Calculated over the trailing 6-month period	21.06%	14.58%	+6.48%
Volatility (1Y) Calculated over the trailing 1-year period	26.15%	18.56%	+7.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.84%	20.69%	+5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.84%	23.30%	+2.54%

KOID vs. TDV - Expense Ratio Comparison

KOID has a 0.69% expense ratio, which is higher than TDV's 0.66% expense ratio.

Dividends

KOID vs. TDV - Dividend Comparison

KOID's dividend yield for the trailing twelve months is around 0.67%, less than TDV's 0.98% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
KOID KraneShares Global Humanoid and Embodied Intelligence Index ETF	0.67%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TDV ProShares S&P Technology Dividend Aristocrats ETF	0.98%	1.09%	1.16%	1.16%	1.67%	1.08%	1.10%	0.11%

Frequently Asked Questions

Can I hold both KOID and TDV in my portfolio?

KOID and TDV have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOID or TDV?

KOID has higher volatility (11.66%) compared to TDV (8.96%). In terms of maximum drawdown, KOID dropped -18.19% vs TDV's -32.78%.

Which ETF is better, KOID or TDV?

On 1-year performance, KOID leads with 61.07% vs 26.66% for TDV. On fees, TDV is cheaper at 0.66% per year. On volatility, TDV has been the lower-risk option at 8.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOID or TDV?

Over the 1-year period, KOID has performed better with a 61.07% return vs 26.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOID or TDV?

TDV is cheaper with a 0.66% expense ratio, compared with 0.69% for KOID.

Which ETF pays a higher dividend yield, KOID or TDV?

TDV has the higher dividend yield at 0.98%, compared with 0.67% for KOID.

What is the main difference between KOID and TDV?

KOID tracks MerQube Global Humanoid and Embodied Intelligence Index, while TDV tracks Zacks 2040 Lifecycle Index. They also come from different issuers: KraneShares and ProShares. Their fees differ too: 0.69% for KOID and 0.66% for TDV.

Which has better risk-adjusted returns?

KOID currently has the higher Sharpe Ratio (2.35 vs 1.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.