KWEB vs. ISVBF
Compare and contrast key facts about KraneShares CSI China Internet ETF (KWEB) and iShares MSCI China A UCITS ETF (ISVBF).
KWEB and ISVBF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KWEB is a passively managed fund by CICC that tracks the performance of the CSI Overseas China Internet. It was launched on Jul 31, 2013. ISVBF is a passively managed fund by iShares that tracks the performance of the MSCI China A Inclusion Index. It was launched on Apr 8, 2015. Both KWEB and ISVBF 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
KWEB vs. ISVBF - Performance Comparison
Loading graphics...
KWEB vs. ISVBF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KWEB KraneShares CSI China Internet ETF | -16.89% | 23.55% | 12.01% | -9.06% | -17.24% | -46.05% |
ISVBF iShares MSCI China A UCITS ETF | -6.48% | 30.64% | 18.96% | -9.28% | -23.01% | -22.12% |
Returns By Period
In the year-to-date period, KWEB achieves a -16.89% return, which is significantly lower than ISVBF's -6.48% return.
KWEB
- 1D
- -0.46%
- 1M
- -7.67%
- YTD
- -16.89%
- 6M
- -29.25%
- 1Y
- -14.27%
- 3Y*
- 0.43%
- 5Y*
- -15.48%
- 10Y*
- -0.00%
ISVBF
- 1D
- 0.60%
- 1M
- -4.98%
- YTD
- -6.48%
- 6M
- -13.49%
- 1Y
- 6.38%
- 3Y*
- 8.03%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
KWEB vs. ISVBF - Expense Ratio Comparison
KWEB has a 0.76% expense ratio, which is higher than ISVBF's 0.40% expense ratio.
Return for Risk
KWEB vs. ISVBF — Risk / Return Rank
KWEB
ISVBF
KWEB vs. ISVBF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB) and iShares MSCI China A UCITS ETF (ISVBF). 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 | ISVBF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.48 | 0.20 | -0.69 |
Sortino ratioReturn per unit of downside risk | -0.52 | 0.49 | -1.00 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.07 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.45 | 0.33 | -0.78 |
Martin ratioReturn relative to average drawdown | -1.15 | 0.98 | -2.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| KWEB | ISVBF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.48 | 0.20 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | -0.16 | +0.23 |
Correlation
The correlation between KWEB and ISVBF is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KWEB vs. ISVBF - Dividend Comparison
KWEB's dividend yield for the trailing twelve months is around 7.41%, while ISVBF has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KWEB KraneShares CSI China Internet ETF | 7.41% | 6.16% | 3.51% | 1.71% | 0.00% | 7.07% | 0.29% | 0.08% | 3.40% | 0.58% | 1.19% | 0.46% |
ISVBF iShares MSCI China A UCITS ETF | 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. ISVBF - Drawdown Comparison
The maximum KWEB drawdown since its inception was -80.92%, which is greater than ISVBF's maximum drawdown of -53.78%. Use the drawdown chart below to compare losses from any high point for KWEB and ISVBF.
Loading graphics...
Drawdown Indicators
| KWEB | ISVBF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.92% | -53.78% | -27.14% |
Max Drawdown (1Y)Largest decline over 1 year | -31.36% | -19.18% | -12.18% |
Max Drawdown (5Y)Largest decline over 5 years | -75.23% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -80.92% | — | — |
Current DrawdownCurrent decline from peak | -67.27% | -24.20% | -43.07% |
Average DrawdownAverage peak-to-trough decline | -34.81% | -33.12% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.20% | 6.49% | +5.71% |
Volatility
KWEB vs. ISVBF - Volatility Comparison
The current volatility for KraneShares CSI China Internet ETF (KWEB) is 8.58%, while iShares MSCI China A UCITS ETF (ISVBF) has a volatility of 17.49%. This indicates that KWEB experiences smaller price fluctuations and is considered to be less risky than ISVBF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| KWEB | ISVBF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.58% | 17.49% | -8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.06% | 24.96% | -5.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.53% | 31.35% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.62% | 30.03% | +17.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.87% | 30.03% | +9.84% |