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

Correlation

The correlation between KRBN and VTV 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. VTV - Performance Comparison

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

70.00%80.00%90.00%100.00%110.00%120.00%NovemberDecember2025FebruaryMarchApril
96.65%
78.89%
KRBN
VTV

Key characteristics

Sharpe Ratio

KRBN:

-0.27

VTV:

0.43

Sortino Ratio

KRBN:

-0.25

VTV:

0.70

Omega Ratio

KRBN:

0.97

VTV:

1.10

Calmar Ratio

KRBN:

-0.17

VTV:

0.46

Martin Ratio

KRBN:

-0.52

VTV:

1.79

Ulcer Index

KRBN:

11.42%

VTV:

3.70%

Daily Std Dev

KRBN:

22.05%

VTV:

15.48%

Max Drawdown

KRBN:

-36.42%

VTV:

-59.27%

Current Drawdown

KRBN:

-29.79%

VTV:

-8.36%

Returns By Period

In the year-to-date period, KRBN achieves a -5.19% return, which is significantly lower than VTV's -2.12% return.


KRBN

YTD

-5.19%

1M

-3.04%

6M

-7.07%

1Y

-7.78%

5Y*

N/A

10Y*

N/A

VTV

YTD

-2.12%

1M

-4.89%

6M

-4.01%

1Y

6.72%

5Y*

14.20%

10Y*

9.56%

*Annualized

Compare stocks, funds, or ETFs

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


KRBN vs. VTV - Expense Ratio Comparison

KRBN has a 0.79% expense ratio, which is higher than VTV's 0.04% 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 VTV: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTV: 0.04%

Risk-Adjusted Performance

KRBN vs. VTV — 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

VTV
The Risk-Adjusted Performance Rank of VTV is 5353
Overall Rank
The Sharpe Ratio Rank of VTV is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VTV is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VTV is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VTV is 5757
Calmar Ratio Rank
The Martin Ratio Rank of VTV is 5555
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. VTV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Global Carbon ETF (KRBN) and Vanguard Value ETF (VTV). 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
VTV: 0.43
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
VTV: 0.70
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
VTV: 1.10
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
VTV: 0.46
The chart of Martin ratio for KRBN, currently valued at -0.52, compared to the broader market0.0020.0040.0060.00
KRBN: -0.52
VTV: 1.79

The current KRBN Sharpe Ratio is -0.27, which is lower than the VTV Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of KRBN and VTV, 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
0.43
KRBN
VTV

Dividends

KRBN vs. VTV - Dividend Comparison

KRBN's dividend yield for the trailing twelve months is around 7.49%, more than VTV's 2.38% 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%
VTV
Vanguard Value ETF
2.38%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%

Drawdowns

KRBN vs. VTV - Drawdown Comparison

The maximum KRBN drawdown since its inception was -36.42%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for KRBN and VTV. 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%
-8.36%
KRBN
VTV

Volatility

KRBN vs. VTV - Volatility Comparison

The current volatility for KraneShares Global Carbon ETF (KRBN) is 8.09%, while Vanguard Value ETF (VTV) has a volatility of 11.20%. This indicates that KRBN experiences smaller price fluctuations and is considered to be less risky than VTV 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
VTV