KRMA vs. ILCB
Compare and contrast key facts about Global X Conscious Companies ETF (KRMA) and iShares Morningstar U.S. Equity ETF (ILCB).
KRMA and ILCB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KRMA is a passively managed fund by Global X that tracks the performance of the Concinnity Conscious Companies Index GTR Index. It was launched on Jul 11, 2016. ILCB is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Index. It was launched on Jun 28, 2004. Both KRMA and ILCB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
KRMA vs. ILCB - Performance Comparison
Loading graphics...
KRMA vs. ILCB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KRMA Global X Conscious Companies ETF | -4.32% | 13.98% | 18.12% | 22.08% | -18.96% | 27.71% | 17.53% | 30.07% | -3.89% | 22.92% |
ILCB iShares Morningstar U.S. Equity ETF | -4.57% | 17.70% | 24.96% | 26.91% | -19.48% | 24.07% | 19.40% | 32.68% | -8.51% | 22.09% |
Returns By Period
In the year-to-date period, KRMA achieves a -4.32% return, which is significantly higher than ILCB's -4.57% return.
KRMA
- 1D
- 2.81%
- 1M
- -4.37%
- YTD
- -4.32%
- 6M
- -1.58%
- 1Y
- 14.39%
- 3Y*
- 13.88%
- 5Y*
- 8.58%
- 10Y*
- —
ILCB
- 1D
- 2.92%
- 1M
- -4.96%
- YTD
- -4.57%
- 6M
- -2.23%
- 1Y
- 17.62%
- 3Y*
- 18.30%
- 5Y*
- 11.15%
- 10Y*
- 13.49%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KRMA vs. ILCB - Expense Ratio Comparison
KRMA has a 0.43% expense ratio, which is higher than ILCB's 0.03% expense ratio.
Return for Risk
KRMA vs. ILCB — Risk / Return Rank
KRMA
ILCB
KRMA vs. ILCB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Conscious Companies ETF (KRMA) and iShares Morningstar U.S. Equity ETF (ILCB). 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.
| KRMA | ILCB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.79 | 0.96 | -0.17 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.47 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.51 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.56 | 7.11 | -1.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| KRMA | ILCB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.96 | -0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.65 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.75 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.60 | +0.07 |
Correlation
The correlation between KRMA and ILCB is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
KRMA vs. ILCB - Dividend Comparison
KRMA's dividend yield for the trailing twelve months is around 2.71%, more than ILCB's 1.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRMA Global X Conscious Companies ETF | 2.71% | 2.59% | 0.91% | 1.16% | 0.86% | 1.07% | 0.96% | 1.52% | 1.82% | 1.21% | 0.96% | 0.00% |
ILCB iShares Morningstar U.S. Equity ETF | 1.13% | 1.11% | 1.19% | 1.43% | 1.65% | 1.16% | 1.26% | 2.25% | 2.17% | 1.81% | 1.97% | 2.44% |
Drawdowns
KRMA vs. ILCB - Drawdown Comparison
The maximum KRMA drawdown since its inception was -36.16%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for KRMA and ILCB.
Loading graphics...
Drawdown Indicators
| KRMA | ILCB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -51.53% | +15.37% |
Max Drawdown (1Y)Largest decline over 1 year | -12.43% | -12.07% | -0.36% |
Max Drawdown (5Y)Largest decline over 5 years | -26.12% | -25.47% | -0.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -6.05% | -6.44% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -6.28% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.72% | 2.57% | +0.15% |
Volatility
KRMA vs. ILCB - Volatility Comparison
Global X Conscious Companies ETF (KRMA) and iShares Morningstar U.S. Equity ETF (ILCB) have volatilities of 5.12% and 5.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| KRMA | ILCB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.12% | 5.34% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 9.62% | +0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.31% | 18.41% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.22% | 17.13% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 18.14% | +0.46% |