KWBE.L vs. G1CE.DE
Compare and contrast key facts about KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) and Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE).
KWBE.L and G1CE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KWBE.L is a passively managed fund by Waystone Management that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Sep 30, 2020. G1CE.DE is a passively managed fund by Invesco that tracks the performance of the WilderHill New Energy Global Innovation. It was launched on Mar 1, 2021. Both KWBE.L and G1CE.DE 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
KWBE.L vs. G1CE.DE - Performance Comparison
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KWBE.L vs. G1CE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KWBE.L KraneShares CSI China Internet UCITS ETF EUR | -16.05% | 10.85% | 20.30% | -13.19% | -12.04% | -54.54% |
G1CE.DE Invesco Global Clean Energy UCITS ETF Acc | 12.60% | 27.39% | -22.23% | -13.46% | -25.42% | -5.12% |
Returns By Period
In the year-to-date period, KWBE.L achieves a -16.05% return, which is significantly lower than G1CE.DE's 12.60% return.
KWBE.L
- 1D
- 1.24%
- 1M
- -5.74%
- YTD
- -16.05%
- 6M
- -27.83%
- 1Y
- -20.28%
- 3Y*
- -1.72%
- 5Y*
- -13.89%
- 10Y*
- —
G1CE.DE
- 1D
- 1.91%
- 1M
- -0.72%
- YTD
- 12.60%
- 6M
- 19.35%
- 1Y
- 62.62%
- 3Y*
- -3.15%
- 5Y*
- -9.32%
- 10Y*
- —
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KWBE.L vs. G1CE.DE - Expense Ratio Comparison
KWBE.L has a 0.75% expense ratio, which is higher than G1CE.DE's 0.60% expense ratio.
Return for Risk
KWBE.L vs. G1CE.DE — Risk / Return Rank
KWBE.L
G1CE.DE
KWBE.L vs. G1CE.DE - 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 Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE). 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.L | G1CE.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.72 | 2.71 | -3.43 |
Sortino ratioReturn per unit of downside risk | -0.92 | 3.32 | -4.24 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.45 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | -0.64 | 5.41 | -6.05 |
Martin ratioReturn relative to average drawdown | -1.57 | 19.75 | -21.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KWBE.L | G1CE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | 2.71 | -3.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | -0.35 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | -0.27 | 0.00 |
Correlation
The correlation between KWBE.L and G1CE.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
KWBE.L vs. G1CE.DE - Dividend Comparison
Neither KWBE.L nor G1CE.DE has paid dividends to shareholders.
Drawdowns
KWBE.L vs. G1CE.DE - Drawdown Comparison
The maximum KWBE.L drawdown since its inception was -76.64%, which is greater than G1CE.DE's maximum drawdown of -68.84%. Use the drawdown chart below to compare losses from any high point for KWBE.L and G1CE.DE.
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Drawdown Indicators
| KWBE.L | G1CE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.64% | -68.84% | -7.80% |
Max Drawdown (1Y)Largest decline over 1 year | -30.06% | -15.08% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -70.40% | -68.84% | -1.56% |
Current DrawdownCurrent decline from peak | -65.26% | -40.16% | -25.10% |
Average DrawdownAverage peak-to-trough decline | -59.68% | -38.69% | -20.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.26% | 3.20% | +9.06% |
Volatility
KWBE.L vs. G1CE.DE - Volatility Comparison
KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) has a higher volatility of 8.57% compared to Invesco Global Clean Energy UCITS ETF Acc (G1CE.DE) at 5.96%. This indicates that KWBE.L's price experiences larger fluctuations and is considered to be riskier than G1CE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KWBE.L | G1CE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.96% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.18% | 16.11% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.18% | 22.98% | +5.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.52% | 26.22% | +19.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.88% | 26.40% | +19.48% |