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KRBN vs. MLPR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KRBN vs. MLPR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Carbon ETF (KRBN) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KRBN achieves a -4.32% return, which is significantly lower than MLPR's 21.25% return.


KRBN

1D
1.47%
1M
4.92%
YTD
-4.32%
6M
-4.00%
1Y
13.56%
3Y*
0.90%
5Y*
6.37%
10Y*

MLPR

1D
-0.79%
1M
-12.39%
YTD
21.25%
6M
21.60%
1Y
23.14%
3Y*
30.20%
5Y*
24.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KRBN vs. MLPR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KRBN
KraneShares Global Carbon ETF
-4.32%23.11%-13.56%8.01%-12.75%107.69%25.03%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
21.25%9.83%31.57%35.87%41.04%57.33%13.74%

Correlation

The correlation between KRBN and MLPR is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 30, 2020

0.14

The correlation between KRBN and MLPR shifts across timeframes, from -0.05 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KRBN vs. MLPR — Risk / Return Rank

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

KRBN
KRBN Risk / Return Rank: 1818
Overall Rank
KRBN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
KRBN Sortino Ratio Rank: 1919
Sortino Ratio Rank
KRBN Omega Ratio Rank: 2020
Omega Ratio Rank
KRBN Calmar Ratio Rank: 1414
Calmar Ratio Rank
KRBN Martin Ratio Rank: 1515
Martin Ratio Rank

MLPR
MLPR Risk / Return Rank: 3232
Overall Rank
MLPR Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
MLPR Sortino Ratio Rank: 3030
Sortino Ratio Rank
MLPR Omega Ratio Rank: 3030
Omega Ratio Rank
MLPR Calmar Ratio Rank: 3434
Calmar Ratio Rank
MLPR Martin Ratio Rank: 3434
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.

KRBN vs. MLPR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Carbon ETF (KRBN) and ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR). 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.


KRBNMLPRDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.14

1.20

-0.06

Calmar ratioReturn relative to maximum drawdown

0.55

1.66

-1.12

Martin ratioReturn relative to average drawdown

1.39

4.86

-3.47

KRBN vs. MLPR - Sharpe Ratio Comparison

The current KRBN Sharpe Ratio is 0.71, which is lower than the MLPR Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of KRBN and MLPR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KRBN vs. MLPR - Drawdown Comparison

The maximum KRBN drawdown since its inception was -36.42%, smaller than the maximum MLPR drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for KRBN and MLPR.


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Drawdown Indicators


KRBNMLPRDifference

Max Drawdown

Largest peak-to-trough decline

-36.42%

-48.98%

+12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-24.98%

-13.97%

-11.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.34%

-24.45%

-2.89%

Max Drawdown (5Y)

Largest decline over 5 years

-36.42%

-28.66%

-7.76%

Current Drawdown

Current decline from peak

-12.78%

-13.19%

+0.41%

Average Drawdown

Average peak-to-trough decline

-16.12%

-8.94%

-7.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.76%

4.77%

+4.99%

Volatility

KRBN vs. MLPR - Volatility Comparison

The current volatility for KraneShares Global Carbon ETF (KRBN) is 5.04%, while ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN (MLPR) has a volatility of 7.59%. This indicates that KRBN experiences smaller price fluctuations and is considered to be less risky than MLPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRBNMLPRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

7.59%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

15.35%

+1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

19.13%

20.95%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.05%

29.38%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.56%

33.70%

-5.14%

KRBN vs. MLPR - Expense Ratio Comparison

KRBN has a 0.79% expense ratio, which is lower than MLPR's 0.95% expense ratio.


Dividends

KRBN vs. MLPR - Dividend Comparison

KRBN's dividend yield for the trailing twelve months is around 1.99%, less than MLPR's 9.64% yield.


PositionTTM202520242023202220212020
KRBN
KraneShares Global Carbon ETF
1.99%1.90%7.10%7.60%22.91%0.49%0.00%
MLPR
ETRACS Quarterly Pay 1.5x Leveraged Alerian MLP Index ETN
9.64%10.85%9.57%10.08%7.49%10.69%4.21%

Frequently Asked Questions


KRBN and MLPR have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MLPR has higher volatility (7.59%) compared to KRBN (5.04%). In terms of maximum drawdown, KRBN dropped -36.42% vs MLPR's -48.98%.

On 5-year performance, MLPR leads with 24.78% vs 6.37% for KRBN. On fees, KRBN is cheaper at 0.79% per year. On volatility, KRBN has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, MLPR has performed better with a 24.78% return vs 6.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KRBN is cheaper with a 0.79% expense ratio, compared with 0.95% for MLPR.

MLPR has the higher dividend yield at 9.64%, compared with 1.99% for KRBN.

KRBN is categorized as Commodities, while MLPR is Leveraged Equities. KRBN tracks IHS Markit Global Carbon Index, while MLPR tracks Alerian MLP Index (150%). They also come from different issuers: CICC and UBS. Their fees differ too: 0.79% for KRBN and 0.95% for MLPR.

MLPR currently has the higher Sharpe Ratio (1.11 vs 0.71), 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.

Portfolio Optimizer

Find the right allocation for KRBN and MLPR

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