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KTEC vs. ^HSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

KTEC vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Hang Seng TECH Index ETF (KTEC) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KTEC is traded in USD, while ^HSI is traded in HKD. To make them comparable, the ^HSI values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KTEC achieves a -21.33% return, which is significantly lower than ^HSI's -7.93% return.


KTEC

1D
-2.22%
1M
-7.85%
YTD
-21.33%
6M
-21.98%
1Y
-19.03%
3Y*
3.17%
5Y*
-12.60%
10Y*

^HSI

1D
0.00%
1M
-7.21%
YTD
-7.93%
6M
-8.50%
1Y
0.48%
3Y*
7.92%
5Y*
-4.01%
10Y*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KTEC vs. ^HSI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KTEC
KraneShares Hang Seng TECH Index ETF
-21.33%21.01%16.13%-10.41%-26.12%-29.98%
^HSI
Hang Seng Index
-7.95%27.55%18.27%-13.81%-15.60%-19.08%

Correlation

The correlation between KTEC and ^HSI is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.53

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2021

0.51

The correlation between KTEC and ^HSI has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.

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Return for Risk

KTEC vs. ^HSI — Risk / Return Rank

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

KTEC
KTEC Risk / Return Rank: 44
Overall Rank
KTEC Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KTEC Sortino Ratio Rank: 44
Sortino Ratio Rank
KTEC Omega Ratio Rank: 44
Omega Ratio Rank
KTEC Calmar Ratio Rank: 44
Calmar Ratio Rank
KTEC Martin Ratio Rank: 44
Martin Ratio Rank

^HSI
^HSI Risk / Return Rank: 1111
Overall Rank
^HSI Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
^HSI Sortino Ratio Rank: 1010
Sortino Ratio Rank
^HSI Omega Ratio Rank: 1010
Omega Ratio Rank
^HSI Calmar Ratio Rank: 1212
Calmar Ratio Rank
^HSI Martin Ratio Rank: 1212
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.

KTEC vs. ^HSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Hang Seng TECH Index ETF (KTEC) and Hang Seng Index (^HSI). 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.


KTEC^HSIDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.90

1.02

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.55

0.03

-0.58

Martin ratioReturn relative to average drawdown

-1.08

0.08

-1.16

KTEC vs. ^HSI - Sharpe Ratio Comparison

The current KTEC Sharpe Ratio is -0.69, which is lower than the ^HSI Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of KTEC and ^HSI, 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

KTEC vs. ^HSI - Drawdown Comparison

The maximum KTEC drawdown since its inception was -66.90%, roughly equal to the maximum ^HSI drawdown of -65.19%. Use the drawdown chart below to compare losses from any high point for KTEC and ^HSI.


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Drawdown Indicators


KTEC^HSIDifference

Max Drawdown

Largest peak-to-trough decline

-66.90%

-65.19%

-1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-34.76%

-15.37%

-19.39%

Max Drawdown (3Y)

Largest decline over 3 years

-34.76%

-25.67%

-9.09%

Max Drawdown (5Y)

Largest decline over 5 years

-66.90%

-50.41%

-16.49%

Max Drawdown (10Y)

Largest decline over 10 years

-55.87%

Current Drawdown

Current decline from peak

-50.35%

-28.49%

-21.86%

Average Drawdown

Average peak-to-trough decline

-43.97%

-28.67%

-15.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.67%

5.94%

+11.73%

Volatility

KTEC vs. ^HSI - Volatility Comparison

KraneShares Hang Seng TECH Index ETF (KTEC) has a higher volatility of 8.17% compared to Hang Seng Index (^HSI) at 5.31%. This indicates that KTEC's price experiences larger fluctuations and is considered to be riskier than ^HSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KTEC^HSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.17%

5.31%

+2.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.90%

13.95%

+6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

27.88%

18.54%

+9.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.21%

25.47%

+17.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.05%

22.03%

+21.02%

Frequently Asked Questions


KTEC and ^HSI have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KTEC has higher volatility (8.17%) compared to ^HSI (5.31%). In terms of maximum drawdown, KTEC dropped -66.90% vs ^HSI's -65.19%.

^HSI currently has the higher Sharpe Ratio (0.03 vs -0.69), 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 KTEC and ^HSI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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