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KWEB vs. IVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KWEB vs. IVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares CSI China Internet ETF (KWEB) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). The values are adjusted to include any dividend payments, if applicable.

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KWEB vs. IVOL - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
KWEB
KraneShares CSI China Internet ETF
-16.51%23.55%12.01%-9.06%-17.24%-49.01%58.23%8.68%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
-1.46%11.97%-11.07%-5.18%-12.69%-0.31%14.56%3.23%

Returns By Period

In the year-to-date period, KWEB achieves a -16.51% return, which is significantly lower than IVOL's -1.46% return.


KWEB

1D
2.34%
1M
-8.47%
YTD
-16.51%
6M
-28.20%
1Y
-13.60%
3Y*
0.58%
5Y*
-15.40%
10Y*
0.04%

IVOL

1D
-0.05%
1M
-1.70%
YTD
-1.46%
6M
-1.19%
1Y
3.84%
3Y*
-2.83%
5Y*
-4.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KWEB vs. IVOL - Expense Ratio Comparison

KWEB has a 0.76% expense ratio, which is lower than IVOL's 0.99% expense ratio.


Return for Risk

KWEB vs. IVOL — Risk / Return Rank

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

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

IVOL
IVOL Risk / Return Rank: 2323
Overall Rank
IVOL Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IVOL Sortino Ratio Rank: 2323
Sortino Ratio Rank
IVOL Omega Ratio Rank: 2323
Omega Ratio Rank
IVOL Calmar Ratio Rank: 2525
Calmar Ratio Rank
IVOL Martin Ratio Rank: 2020
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 vs. IVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB) and Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL). 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.


KWEBIVOLDifference

Sharpe ratio

Return per unit of total volatility

-0.46

0.37

-0.83

Sortino ratio

Return per unit of downside risk

-0.48

0.64

-1.12

Omega ratio

Gain probability vs. loss probability

0.94

1.08

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.44

0.55

-1.00

Martin ratio

Return relative to average drawdown

-1.16

1.06

-2.22

KWEB vs. IVOL - Sharpe Ratio Comparison

The current KWEB Sharpe Ratio is -0.46, which is lower than the IVOL Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of KWEB and IVOL, 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


KWEBIVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

0.37

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.32

-0.36

+0.04

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

-0.05

+0.12

Correlation

The correlation between KWEB and IVOL is 0.00, 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. IVOL - Dividend Comparison

KWEB's dividend yield for the trailing twelve months is around 7.37%, more than IVOL's 3.73% yield.


TTM20252024202320222021202020192018201720162015
KWEB
KraneShares CSI China Internet ETF
7.37%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%
IVOL
Quadratic Interest Rate Volatility & Inflation Hedge ETF
3.73%3.61%3.83%3.73%3.92%3.93%3.44%2.02%0.00%0.00%0.00%0.00%

Drawdowns

KWEB vs. IVOL - Drawdown Comparison

The maximum KWEB drawdown since its inception was -80.92%, which is greater than IVOL's maximum drawdown of -31.16%. Use the drawdown chart below to compare losses from any high point for KWEB and IVOL.


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Drawdown Indicators


KWEBIVOLDifference

Max Drawdown

Largest peak-to-trough decline

-80.92%

-31.16%

-49.76%

Max Drawdown (1Y)

Largest decline over 1 year

-31.36%

-6.72%

-24.64%

Max Drawdown (5Y)

Largest decline over 5 years

-75.23%

-31.16%

-44.07%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-67.12%

-22.51%

-44.61%

Average Drawdown

Average peak-to-trough decline

-34.80%

-13.02%

-21.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.05%

3.50%

+8.55%

Volatility

KWEB vs. IVOL - Volatility Comparison

KraneShares CSI China Internet ETF (KWEB) has a higher volatility of 8.95% compared to Quadratic Interest Rate Volatility & Inflation Hedge ETF (IVOL) at 2.34%. This indicates that KWEB's price experiences larger fluctuations and is considered to be riskier than IVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWEBIVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

2.34%

+6.61%

Volatility (6M)

Calculated over the trailing 6-month period

19.07%

4.41%

+14.66%

Volatility (1Y)

Calculated over the trailing 1-year period

29.53%

10.40%

+19.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.64%

12.82%

+34.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.87%

12.11%

+27.76%