PortfoliosLab logoPortfoliosLab logo
KPRO vs. PQDI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KPRO vs. PQDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) and Principal Spectrum Preferred and Income ETF (PQDI). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KPRO vs. PQDI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KPRO achieves a -3.52% return, which is significantly lower than PQDI's -0.68% return.


KPRO

1D
0.63%
1M
-2.42%
YTD
-3.52%
6M
-9.99%
1Y
-0.33%
3Y*
5Y*
10Y*

PQDI

1D
0.88%
1M
-2.06%
YTD
-0.68%
6M
0.73%
1Y
6.50%
3Y*
8.85%
5Y*
3.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KPRO vs. PQDI - Expense Ratio Comparison

KPRO has a 0.95% expense ratio, which is higher than PQDI's 0.60% expense ratio.


Return for Risk

KPRO vs. PQDI — Risk / Return Rank

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

KPRO
KPRO Risk / Return Rank: 1111
Overall Rank
KPRO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KPRO Sortino Ratio Rank: 1010
Sortino Ratio Rank
KPRO Omega Ratio Rank: 1010
Omega Ratio Rank
KPRO Calmar Ratio Rank: 1212
Calmar Ratio Rank
KPRO Martin Ratio Rank: 1111
Martin Ratio Rank

PQDI
PQDI Risk / Return Rank: 8686
Overall Rank
PQDI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PQDI Sortino Ratio Rank: 9393
Sortino Ratio Rank
PQDI Omega Ratio Rank: 9494
Omega Ratio Rank
PQDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
PQDI Martin Ratio Rank: 8080
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.

KPRO vs. PQDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) and Principal Spectrum Preferred and Income ETF (PQDI). 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.


KPROPQDIDifference

Sharpe ratio

Return per unit of total volatility

-0.04

2.03

-2.07

Sortino ratio

Return per unit of downside risk

0.00

2.75

-2.74

Omega ratio

Gain probability vs. loss probability

1.00

1.43

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.03

1.93

-1.96

Martin ratio

Return relative to average drawdown

-0.09

8.63

-8.72

KPRO vs. PQDI - Sharpe Ratio Comparison

The current KPRO Sharpe Ratio is -0.04, which is lower than the PQDI Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of KPRO and PQDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KPROPQDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.03

-2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.98

0.00

Correlation

The correlation between KPRO and PQDI is 0.28, 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

KPRO vs. PQDI - Dividend Comparison

KPRO's dividend yield for the trailing twelve months is around 2.75%, less than PQDI's 5.16% yield.


TTM202520242023202220212020
KPRO
KraneShares 100% KWEB Defined Outcome January 2026 ETF
2.75%2.65%3.70%0.00%0.00%0.00%0.00%
PQDI
Principal Spectrum Preferred and Income ETF
5.16%5.02%4.93%5.35%5.60%5.21%2.69%

Drawdowns

KPRO vs. PQDI - Drawdown Comparison

The maximum KPRO drawdown since its inception was -11.01%, smaller than the maximum PQDI drawdown of -17.41%. Use the drawdown chart below to compare losses from any high point for KPRO and PQDI.


Loading graphics...

Drawdown Indicators


KPROPQDIDifference

Max Drawdown

Largest peak-to-trough decline

-11.01%

-17.41%

+6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-3.31%

-7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-10.43%

-2.46%

-7.97%

Average Drawdown

Average peak-to-trough decline

-1.73%

-3.59%

+1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

0.74%

+3.35%

Volatility

KPRO vs. PQDI - Volatility Comparison

KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) has a higher volatility of 2.26% compared to Principal Spectrum Preferred and Income ETF (PQDI) at 1.87%. This indicates that KPRO's price experiences larger fluctuations and is considered to be riskier than PQDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


KPROPQDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

1.87%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

7.75%

2.49%

+5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

8.51%

3.22%

+5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.84%

4.64%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.84%

4.57%

+3.27%