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KWBE.L vs. BKCG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KWBE.L vs. BKCG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KWBE.L is traded in EUR, while BKCG.L is traded in GBP. To make them comparable, the BKCG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, KWBE.L achieves a -19.57% return, which is significantly lower than BKCG.L's 36.98% return.


KWBE.L

1D
-0.47%
1M
-6.01%
YTD
-19.57%
6M
-22.95%
1Y
-16.70%
3Y*
1.88%
5Y*
-13.07%
10Y*

BKCG.L

1D
-3.60%
1M
-0.39%
YTD
36.98%
6M
14.69%
1Y
94.28%
3Y*
56.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KWBE.L vs. BKCG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
KWBE.L
KraneShares CSI China Internet UCITS ETF EUR
-19.57%10.85%20.30%-13.19%-9.62%
BKCG.L
Global X Blockchain UCITS ETF USD Accumulating
36.98%16.73%12.14%316.89%-78.63%

Correlation

The correlation between KWBE.L and BKCG.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2022

0.32

The correlation between KWBE.L and BKCG.L shifts across timeframes, from 0.25 (3 years) to 0.36 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

KWBE.L vs. BKCG.L — Risk / Return Rank

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

KWBE.L
KWBE.L Risk / Return Rank: 44
Overall Rank
KWBE.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KWBE.L Sortino Ratio Rank: 44
Sortino Ratio Rank
KWBE.L Omega Ratio Rank: 44
Omega Ratio Rank
KWBE.L Calmar Ratio Rank: 55
Calmar Ratio Rank
KWBE.L Martin Ratio Rank: 55
Martin Ratio Rank

BKCG.L
BKCG.L Risk / Return Rank: 3838
Overall Rank
BKCG.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BKCG.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
BKCG.L Omega Ratio Rank: 3939
Omega Ratio Rank
BKCG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
BKCG.L Martin Ratio Rank: 2626
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.

KWBE.L vs. BKCG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) and Global X Blockchain UCITS ETF USD Accumulating (BKCG.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.


KWBE.LBKCG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.10

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

0.91

1.24

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.47

1.83

-2.30

Martin ratioReturn relative to average drawdown

-0.97

3.33

-4.30

KWBE.L vs. BKCG.L - Sharpe Ratio Comparison

The current KWBE.L Sharpe Ratio is -0.63, which is lower than the BKCG.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of KWBE.L and BKCG.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


KWBE.LBKCG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

1.47

-2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.15

-0.43

Drawdowns

KWBE.L vs. BKCG.L - Drawdown Comparison

The maximum KWBE.L drawdown since its inception was -76.64%, smaller than the maximum BKCG.L drawdown of -83.43%. Use the drawdown chart below to compare losses from any high point for KWBE.L and BKCG.L.


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Drawdown Indicators


KWBE.LBKCG.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.64%

-83.43%

+6.79%

Max Drawdown (1Y)

Largest decline over 1 year

-34.30%

-54.35%

+20.05%

Max Drawdown (3Y)

Largest decline over 3 years

-34.30%

-58.96%

+24.66%

Max Drawdown (5Y)

Largest decline over 5 years

-65.36%

Current Drawdown

Current decline from peak

-66.72%

-25.38%

-41.34%

Average Drawdown

Average peak-to-trough decline

-59.87%

-44.13%

-15.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.76%

29.93%

-13.17%

Volatility

KWBE.L vs. BKCG.L - Volatility Comparison

The current volatility for KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) is 11.65%, while Global X Blockchain UCITS ETF USD Accumulating (BKCG.L) has a volatility of 19.17%. This indicates that KWBE.L experiences smaller price fluctuations and is considered to be less risky than BKCG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWBE.LBKCG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.65%

19.17%

-7.52%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

46.25%

-27.09%

Volatility (1Y)

Calculated over the trailing 1-year period

25.79%

67.67%

-41.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.99%

74.83%

-29.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.53%

74.83%

-29.30%

KWBE.L vs. BKCG.L - Expense Ratio Comparison

KWBE.L has a 0.75% expense ratio, which is higher than BKCG.L's 0.50% expense ratio.


Dividends

KWBE.L vs. BKCG.L - Dividend Comparison

Neither KWBE.L nor BKCG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KWBE.L and BKCG.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BKCG.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BKCG.L is cheaper with a 0.50% expense ratio, compared with 0.75% for KWBE.L.

Both ETFs track MSCI World/Information Tech NR USD. They also come from different issuers: Waystone Management and Global X. Their fees differ too: 0.75% for KWBE.L and 0.50% for BKCG.L.

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