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

Performance

KWBE.L vs. KWEB - 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 KraneShares CSI China Internet ETF (KWEB). The values are adjusted to include any dividend payments, if applicable.

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KWBE.L vs. KWEB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KWBE.L
KraneShares CSI China Internet UCITS ETF EUR
-16.90%10.85%20.30%-13.19%-12.04%-43.71%8.17%
KWEB
KraneShares CSI China Internet ETF
-16.01%8.88%19.41%-11.78%-12.11%-45.20%8.78%
Different Trading Currencies

KWBE.L is traded in EUR, while KWEB is traded in USD. To make them comparable, the KWEB 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 -16.90% return, which is significantly lower than KWEB's -16.01% return.


KWBE.L

1D
-1.01%
1M
-4.44%
YTD
-16.90%
6M
-29.90%
1Y
-20.06%
3Y*
-1.55%
5Y*
-14.06%
10Y*

KWEB

1D
-0.29%
1M
-5.16%
YTD
-16.01%
6M
-29.50%
1Y
-19.99%
3Y*
-1.62%
5Y*
-15.26%
10Y*
-0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KWBE.L vs. KWEB - Expense Ratio Comparison

KWBE.L has a 0.75% expense ratio, which is lower than KWEB's 0.76% expense ratio.


Return for Risk

KWBE.L vs. KWEB — 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: 22
Overall Rank
KWBE.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
KWBE.L Sortino Ratio Rank: 22
Sortino Ratio Rank
KWBE.L Omega Ratio Rank: 22
Omega Ratio Rank
KWBE.L Calmar Ratio Rank: 33
Calmar Ratio Rank
KWBE.L Martin Ratio Rank: 11
Martin Ratio Rank

KWEB
KWEB Risk / Return Rank: 44
Overall Rank
KWEB Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KWEB Sortino Ratio Rank: 44
Sortino Ratio Rank
KWEB Omega Ratio Rank: 44
Omega Ratio Rank
KWEB Calmar Ratio Rank: 44
Calmar Ratio Rank
KWEB Martin Ratio Rank: 22
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. KWEB - 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 KraneShares CSI China Internet ETF (KWEB). 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.LKWEBDifference

Sharpe ratio

Return per unit of total volatility

-0.71

-0.67

-0.04

Sortino ratio

Return per unit of downside risk

-0.91

-0.82

-0.09

Omega ratio

Gain probability vs. loss probability

0.89

0.90

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.57

-0.68

+0.11

Martin ratio

Return relative to average drawdown

-1.43

-1.59

+0.15

KWBE.L vs. KWEB - Sharpe Ratio Comparison

The current KWBE.L Sharpe Ratio is -0.71, which is comparable to the KWEB Sharpe Ratio of -0.67. The chart below compares the historical Sharpe Ratios of KWBE.L and KWEB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KWBE.LKWEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.71

-0.67

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.33

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

0.10

-0.37

Correlation

The correlation between KWBE.L and KWEB is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KWBE.L vs. KWEB - Dividend Comparison

KWBE.L has not paid dividends to shareholders, while KWEB's dividend yield for the trailing twelve months is around 7.46%.


TTM20252024202320222021202020192018201720162015
KWBE.L
KraneShares CSI China Internet UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
7.46%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Drawdowns

KWBE.L vs. KWEB - Drawdown Comparison

The maximum KWBE.L drawdown since its inception was -76.64%, roughly equal to the maximum KWEB drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for KWBE.L and KWEB.


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Drawdown Indicators


KWBE.LKWEBDifference

Max Drawdown

Largest peak-to-trough decline

-76.64%

-80.92%

+4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-30.06%

-31.36%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-70.40%

-75.23%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-65.62%

-67.51%

+1.89%

Average Drawdown

Average peak-to-trough decline

-59.69%

-34.82%

-24.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.04%

12.34%

-0.30%

Volatility

KWBE.L vs. KWEB - Volatility Comparison

KraneShares CSI China Internet UCITS ETF EUR (KWBE.L) and KraneShares CSI China Internet ETF (KWEB) have volatilities of 8.48% and 8.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWBE.LKWEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

8.16%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

19.03%

-1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

28.16%

30.09%

-1.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.50%

46.17%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.87%

39.10%

+6.77%