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

Performance

KWEB.L vs. KARP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares CSI China Internet ETF (KWEB.L) and KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L). The values are adjusted to include any dividend payments, if applicable.

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KWEB.L vs. KARP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
KWEB.L
KraneShares CSI China Internet ETF
-17.53%25.34%13.46%-9.86%-0.93%
KARP.L
KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD
4.34%43.41%-18.77%-7.63%-21.08%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, KWEB.L achieves a -17.53% return, which is significantly lower than KARP.L's 4.34% return.


KWEB.L

1D
1.76%
1M
-6.64%
YTD
-17.53%
6M
-28.79%
1Y
-14.72%
3Y*
0.65%
5Y*
-15.41%
10Y*

KARP.L

1D
3.01%
1M
-0.82%
YTD
4.34%
6M
3.08%
1Y
49.88%
3Y*
1.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KWEB.L vs. KARP.L - Expense Ratio Comparison

KWEB.L has a 0.75% expense ratio, which is higher than KARP.L's 0.72% expense ratio.


Return for Risk

KWEB.L vs. KARP.L — Risk / Return Rank

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

KWEB.L
KWEB.L Risk / Return Rank: 44
Overall Rank
KWEB.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
KWEB.L Sortino Ratio Rank: 44
Sortino Ratio Rank
KWEB.L Omega Ratio Rank: 44
Omega Ratio Rank
KWEB.L Calmar Ratio Rank: 55
Calmar Ratio Rank
KWEB.L Martin Ratio Rank: 33
Martin Ratio Rank

KARP.L
KARP.L Risk / Return Rank: 8686
Overall Rank
KARP.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
KARP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
KARP.L Omega Ratio Rank: 7878
Omega Ratio Rank
KARP.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
KARP.L Martin Ratio Rank: 8787
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.

KWEB.L vs. KARP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB.L) and KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.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.


KWEB.LKARP.LDifference

Sharpe ratio

Return per unit of total volatility

-0.51

1.92

-2.43

Sortino ratio

Return per unit of downside risk

-0.57

2.42

-2.99

Omega ratio

Gain probability vs. loss probability

0.93

1.33

-0.39

Calmar ratio

Return relative to maximum drawdown

-0.45

4.21

-4.65

Martin ratio

Return relative to average drawdown

-1.15

13.37

-14.51

KWEB.L vs. KARP.L - Sharpe Ratio Comparison

The current KWEB.L Sharpe Ratio is -0.51, which is lower than the KARP.L Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of KWEB.L and KARP.L, 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


KWEB.LKARP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

1.92

-2.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.12

+0.07

Correlation

The correlation between KWEB.L and KARP.L is 0.65, 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

KWEB.L vs. KARP.L - Dividend Comparison

Neither KWEB.L nor KARP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KWEB.L vs. KARP.L - Drawdown Comparison

The maximum KWEB.L drawdown since its inception was -81.20%, which is greater than KARP.L's maximum drawdown of -54.09%. Use the drawdown chart below to compare losses from any high point for KWEB.L and KARP.L.


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Drawdown Indicators


KWEB.LKARP.LDifference

Max Drawdown

Largest peak-to-trough decline

-81.20%

-56.63%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-31.19%

-13.28%

-17.91%

Max Drawdown (5Y)

Largest decline over 5 years

-75.63%

Current Drawdown

Current decline from peak

-67.17%

-26.53%

-40.64%

Average Drawdown

Average peak-to-trough decline

-45.88%

-35.49%

-10.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.12%

3.97%

+8.15%

Volatility

KWEB.L vs. KARP.L - Volatility Comparison

KraneShares CSI China Internet ETF (KWEB.L) has a higher volatility of 9.37% compared to KraneShares Electric Vehicles & Future Mobility ESG Screened UCITS ETF USD (KARP.L) at 6.95%. This indicates that KWEB.L's price experiences larger fluctuations and is considered to be riskier than KARP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWEB.LKARP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.37%

6.95%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

17.79%

17.80%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

28.69%

25.91%

+2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.06%

26.99%

+19.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.33%

26.99%

+15.34%