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KRBN vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KRBN and SCHD is 0.21, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

KRBN vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Global Carbon ETF (KRBN) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
96.65%
66.33%
KRBN
SCHD

Key characteristics

Sharpe Ratio

KRBN:

-0.27

SCHD:

0.18

Sortino Ratio

KRBN:

-0.25

SCHD:

0.35

Omega Ratio

KRBN:

0.97

SCHD:

1.05

Calmar Ratio

KRBN:

-0.17

SCHD:

0.18

Martin Ratio

KRBN:

-0.52

SCHD:

0.64

Ulcer Index

KRBN:

11.42%

SCHD:

4.44%

Daily Std Dev

KRBN:

22.05%

SCHD:

15.99%

Max Drawdown

KRBN:

-36.42%

SCHD:

-33.37%

Current Drawdown

KRBN:

-29.79%

SCHD:

-11.47%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with KRBN at -5.19% and SCHD at -5.19%.


KRBN

YTD

-5.19%

1M

-3.04%

6M

-7.07%

1Y

-7.78%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-7.66%

6M

-7.13%

1Y

3.11%

5Y*

13.15%

10Y*

10.28%

*Annualized

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KRBN vs. SCHD - Expense Ratio Comparison

KRBN has a 0.79% expense ratio, which is higher than SCHD's 0.06% expense ratio.


Expense ratio chart for KRBN: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KRBN: 0.79%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

KRBN vs. SCHD — Risk-Adjusted Performance Rank

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

KRBN
The Risk-Adjusted Performance Rank of KRBN is 99
Overall Rank
The Sharpe Ratio Rank of KRBN is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of KRBN is 99
Sortino Ratio Rank
The Omega Ratio Rank of KRBN is 99
Omega Ratio Rank
The Calmar Ratio Rank of KRBN is 1010
Calmar Ratio Rank
The Martin Ratio Rank of KRBN is 1111
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3131
Overall Rank
The Sharpe Ratio Rank of SCHD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3434
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KRBN vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Carbon ETF (KRBN) and Schwab US Dividend Equity ETF (SCHD). 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.


The chart of Sharpe ratio for KRBN, currently valued at -0.27, compared to the broader market-1.000.001.002.003.004.00
KRBN: -0.27
SCHD: 0.18
The chart of Sortino ratio for KRBN, currently valued at -0.24, compared to the broader market-2.000.002.004.006.008.00
KRBN: -0.25
SCHD: 0.35
The chart of Omega ratio for KRBN, currently valued at 0.97, compared to the broader market0.501.001.502.002.50
KRBN: 0.97
SCHD: 1.05
The chart of Calmar ratio for KRBN, currently valued at -0.17, compared to the broader market0.002.004.006.008.0010.0012.00
KRBN: -0.17
SCHD: 0.18
The chart of Martin ratio for KRBN, currently valued at -0.52, compared to the broader market0.0020.0040.0060.00
KRBN: -0.52
SCHD: 0.64

The current KRBN Sharpe Ratio is -0.27, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of KRBN and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.27
0.18
KRBN
SCHD

Dividends

KRBN vs. SCHD - Dividend Comparison

KRBN's dividend yield for the trailing twelve months is around 7.49%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
KRBN
KraneShares Global Carbon ETF
7.49%7.10%7.60%22.91%0.49%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

KRBN vs. SCHD - Drawdown Comparison

The maximum KRBN drawdown since its inception was -36.42%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for KRBN and SCHD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.79%
-11.47%
KRBN
SCHD

Volatility

KRBN vs. SCHD - Volatility Comparison

The current volatility for KraneShares Global Carbon ETF (KRBN) is 8.09%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 11.20%. This indicates that KRBN experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
8.09%
11.20%
KRBN
SCHD