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

Performance

KURE.L vs. XGES.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 Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KURE.L is traded in USD, while XGES.L is traded in GBP. To make them comparable, the XGES.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, KURE.L achieves a -10.68% return, which is significantly lower than XGES.L's -1.06% return.


KURE.L

1D
-2.87%
1M
-12.38%
YTD
-10.68%
6M
-19.51%
1Y
-10.89%
3Y*
5Y*
10Y*

XGES.L

1D
4.27%
1M
5.84%
YTD
-1.06%
6M
-3.71%
1Y
24.80%
3Y*
4.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between KURE.L and XGES.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2025

0.42

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Return for Risk

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

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

KURE.L
KURE.L Risk / Return Rank: 66
Overall Rank
KURE.L Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KURE.L Sortino Ratio Rank: 66
Sortino Ratio Rank
KURE.L Omega Ratio Rank: 66
Omega Ratio Rank
KURE.L Calmar Ratio Rank: 66
Calmar Ratio Rank
KURE.L Martin Ratio Rank: 66
Martin Ratio Rank

XGES.L
XGES.L Risk / Return Rank: 3737
Overall Rank
XGES.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XGES.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
XGES.L Omega Ratio Rank: 3838
Omega Ratio Rank
XGES.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
XGES.L Martin Ratio Rank: 2929
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. XGES.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 Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.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.


KURE.LXGES.LDifference
Sharpe ratioReturn per unit of total volatility

-1.64

Sortino ratioReturn per unit of downside risk

-2.27

Omega ratioGain probability vs. loss probability

0.97

1.23

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.29

1.60

-1.88

Martin ratioReturn relative to average drawdown

-0.58

3.83

-4.41

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

The current KURE.L Sharpe Ratio is -0.33, which is lower than the XGES.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of KURE.L and XGES.L, 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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Sharpe Ratios by Period


KURE.LXGES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

1.32

-1.64

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.04

-0.05

Drawdowns

KURE.L vs. XGES.L - Drawdown Comparison

The maximum KURE.L drawdown since its inception was -30.31%, smaller than the maximum XGES.L drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for KURE.L and XGES.L.


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Drawdown Indicators


KURE.LXGES.LDifference

Max Drawdown

Largest peak-to-trough decline

-30.31%

-32.16%

+1.85%

Max Drawdown (1Y)

Largest decline over 1 year

-30.31%

-15.47%

-14.84%

Max Drawdown (3Y)

Largest decline over 3 years

-25.76%

Current Drawdown

Current decline from peak

-30.31%

-7.39%

-22.92%

Average Drawdown

Average peak-to-trough decline

-11.49%

-14.32%

+2.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.98%

6.46%

+8.52%

Volatility

KURE.L vs. XGES.L - Volatility Comparison

KraneShares MSCI All China Health Care Index UCITS ETF USD (KURE.L) has a higher volatility of 7.23% compared to Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1C (XGES.L) at 6.66%. This indicates that KURE.L's price experiences larger fluctuations and is considered to be riskier than XGES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KURE.LXGES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

6.66%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

18.31%

14.54%

+3.77%

Volatility (1Y)

Calculated over the trailing 1-year period

26.92%

18.82%

+8.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.64%

19.93%

+6.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

19.93%

+6.71%

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

KURE.L has a 0.65% expense ratio, which is higher than XGES.L's 0.35% expense ratio.


Dividends

KURE.L vs. XGES.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


KURE.L and XGES.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XGES.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGES.L is cheaper with a 0.35% expense ratio, compared with 0.65% for KURE.L.

Both ETFs track MSCI World/Health Care NR USD. They also come from different issuers: MLC Management and DWS. Their fees differ too: 0.65% for KURE.L and 0.35% for XGES.L.

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