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KURE.L vs. EDOC.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KURE.L vs. EDOC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L) and Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L). The values are adjusted to include any dividend payments, if applicable.

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KURE.L vs. EDOC.L - Yearly Performance Comparison


Returns By Period

In the year-to-date period, KURE.L achieves a 0.18% return, which is significantly higher than EDOC.L's -12.32% return.


KURE.L

1D
1.67%
1M
-1.56%
YTD
0.18%
6M
-18.71%
1Y
3Y*
5Y*
10Y*

EDOC.L

1D
3.12%
1M
-6.08%
YTD
-12.32%
6M
-18.14%
1Y
1.07%
3Y*
-6.64%
5Y*
-13.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KURE.L vs. EDOC.L - Expense Ratio Comparison

KURE.L has a 0.65% expense ratio, which is lower than EDOC.L's 0.68% expense ratio.


Return for Risk

KURE.L vs. EDOC.L — Risk / Return Rank

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

KURE.L

EDOC.L
EDOC.L Risk / Return Rank: 1212
Overall Rank
EDOC.L Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EDOC.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
EDOC.L Omega Ratio Rank: 1212
Omega Ratio Rank
EDOC.L Calmar Ratio Rank: 1212
Calmar Ratio Rank
EDOC.L 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.

KURE.L vs. EDOC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L) and Global X Telemedicine & Digital Health UCITS ETF Acc USD (EDOC.L). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KURE.L vs. EDOC.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KURE.LEDOC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

-0.49

+0.97

Correlation

The correlation between KURE.L and EDOC.L is 0.22, 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.


Dividends

KURE.L vs. EDOC.L - Dividend Comparison

Neither KURE.L nor EDOC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KURE.L vs. EDOC.L - Drawdown Comparison

The maximum KURE.L drawdown since its inception was -25.69%, smaller than the maximum EDOC.L drawdown of -64.69%. Use the drawdown chart below to compare losses from any high point for KURE.L and EDOC.L.


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Drawdown Indicators


KURE.LEDOC.LDifference

Max Drawdown

Largest peak-to-trough decline

-25.69%

-64.69%

+39.00%

Max Drawdown (1Y)

Largest decline over 1 year

-23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-60.23%

Current Drawdown

Current decline from peak

-21.84%

-58.22%

+36.38%

Average Drawdown

Average peak-to-trough decline

-9.53%

-44.78%

+35.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.05%

Volatility

KURE.L vs. EDOC.L - Volatility Comparison


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Volatility by Period


KURE.LEDOC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

Volatility (6M)

Calculated over the trailing 6-month period

15.00%

Volatility (1Y)

Calculated over the trailing 1-year period

26.80%

22.85%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.80%

27.51%

-0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.80%

27.64%

-0.84%