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KWEB vs. FDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KWEB and FDN is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

KWEB vs. FDN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares CSI China Internet ETF (KWEB) and First Trust Dow Jones Internet Index (FDN). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
47.95%
351.30%
KWEB
FDN

Key characteristics

Sharpe Ratio

KWEB:

0.58

FDN:

0.65

Sortino Ratio

KWEB:

1.13

FDN:

1.04

Omega Ratio

KWEB:

1.14

FDN:

1.14

Calmar Ratio

KWEB:

0.34

FDN:

0.61

Martin Ratio

KWEB:

1.59

FDN:

2.21

Ulcer Index

KWEB:

15.63%

FDN:

7.45%

Daily Std Dev

KWEB:

42.55%

FDN:

25.38%

Max Drawdown

KWEB:

-80.92%

FDN:

-61.55%

Current Drawdown

KWEB:

-65.04%

FDN:

-15.21%

Returns By Period

In the year-to-date period, KWEB achieves a 9.68% return, which is significantly higher than FDN's -6.91% return. Over the past 10 years, KWEB has underperformed FDN with an annualized return of -0.52%, while FDN has yielded a comparatively higher 12.76% annualized return.


KWEB

YTD

9.68%

1M

-8.81%

6M

4.31%

1Y

18.64%

5Y*

-5.34%

10Y*

-0.52%

FDN

YTD

-6.91%

1M

-5.10%

6M

4.34%

1Y

14.58%

5Y*

9.57%

10Y*

12.76%

*Annualized

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KWEB vs. FDN - Expense Ratio Comparison

KWEB has a 0.76% expense ratio, which is higher than FDN's 0.52% expense ratio.


Expense ratio chart for KWEB: current value is 0.76%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KWEB: 0.76%
Expense ratio chart for FDN: current value is 0.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FDN: 0.52%

Risk-Adjusted Performance

KWEB vs. FDN — Risk-Adjusted Performance Rank

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

KWEB
The Risk-Adjusted Performance Rank of KWEB is 6262
Overall Rank
The Sharpe Ratio Rank of KWEB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KWEB is 7272
Sortino Ratio Rank
The Omega Ratio Rank of KWEB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of KWEB is 5151
Calmar Ratio Rank
The Martin Ratio Rank of KWEB is 5454
Martin Ratio Rank

FDN
The Risk-Adjusted Performance Rank of FDN is 6868
Overall Rank
The Sharpe Ratio Rank of FDN is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FDN is 6969
Sortino Ratio Rank
The Omega Ratio Rank of FDN is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FDN is 7070
Calmar Ratio Rank
The Martin Ratio Rank of FDN is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KWEB vs. FDN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB) and First Trust Dow Jones Internet Index (FDN). 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.


The chart of Sharpe ratio for KWEB, currently valued at 0.58, compared to the broader market-1.000.001.002.003.004.00
KWEB: 0.58
FDN: 0.65
The chart of Sortino ratio for KWEB, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.00
KWEB: 1.13
FDN: 1.04
The chart of Omega ratio for KWEB, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
KWEB: 1.14
FDN: 1.14
The chart of Calmar ratio for KWEB, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
KWEB: 0.34
FDN: 0.61
The chart of Martin ratio for KWEB, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
KWEB: 1.59
FDN: 2.21

The current KWEB Sharpe Ratio is 0.58, which is comparable to the FDN Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of KWEB and FDN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.58
0.65
KWEB
FDN

Dividends

KWEB vs. FDN - Dividend Comparison

KWEB's dividend yield for the trailing twelve months is around 3.20%, while FDN has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KWEB
KraneShares CSI China Internet ETF
3.20%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%0.89%
FDN
First Trust Dow Jones Internet Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KWEB vs. FDN - Drawdown Comparison

The maximum KWEB drawdown since its inception was -80.92%, which is greater than FDN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for KWEB and FDN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-65.04%
-15.21%
KWEB
FDN

Volatility

KWEB vs. FDN - Volatility Comparison

KraneShares CSI China Internet ETF (KWEB) and First Trust Dow Jones Internet Index (FDN) have volatilities of 16.01% and 16.40%, 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.01%
16.40%
KWEB
FDN