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KWEB vs. KLIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KWEB vs. KLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares CSI China Internet ETF (KWEB) and KraneShares China Internet and Covered Call Strategy ETF (KLIP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KWEB achieves a -26.43% return, which is significantly lower than KLIP's -12.64% return.


KWEB

1D
-0.75%
1M
-6.91%
YTD
-26.43%
6M
-27.93%
1Y
-20.19%
3Y*
1.48%
5Y*
-15.02%
10Y*
-0.35%

KLIP

1D
-0.80%
1M
-3.96%
YTD
-12.64%
6M
-14.80%
1Y
-5.67%
3Y*
6.07%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KWEB vs. KLIP - Yearly Performance Comparison


2026 (YTD)202520242023
KWEB
KraneShares CSI China Internet ETF
-26.43%23.55%12.01%-21.21%
KLIP
KraneShares China Internet and Covered Call Strategy ETF
-12.64%16.92%3.37%11.11%

Correlation

The correlation between KWEB and KLIP is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2023

0.92

The correlation between KWEB and KLIP has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

KWEB vs. KLIP — Risk / Return Rank

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

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

KLIP
KLIP Risk / Return Rank: 55
Overall Rank
KLIP Sharpe Ratio Rank: 66
Sharpe Ratio Rank
KLIP Sortino Ratio Rank: 55
Sortino Ratio Rank
KLIP Omega Ratio Rank: 55
Omega Ratio Rank
KLIP Calmar Ratio Rank: 66
Calmar Ratio Rank
KLIP Martin Ratio Rank: 55
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. KLIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares CSI China Internet ETF (KWEB) and KraneShares China Internet and Covered Call Strategy ETF (KLIP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KWEBKLIPDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.89

0.95

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.53

-0.32

-0.21

Martin ratioReturn relative to average drawdown

-1.09

-0.76

-0.33

KWEB vs. KLIP - Sharpe Ratio Comparison

The current KWEB Sharpe Ratio is -0.75, which is lower than the KLIP Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of KWEB and KLIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

KWEB vs. KLIP - Drawdown Comparison

The maximum KWEB drawdown since its inception was -80.92%, which is greater than KLIP's maximum drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for KWEB and KLIP.


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Drawdown Indicators


KWEBKLIPDifference

Max Drawdown

Largest peak-to-trough decline

-80.92%

-18.61%

-62.31%

Max Drawdown (1Y)

Largest decline over 1 year

-38.11%

-17.65%

-20.46%

Max Drawdown (3Y)

Largest decline over 3 years

-38.11%

-18.61%

-19.50%

Max Drawdown (5Y)

Largest decline over 5 years

-72.17%

Max Drawdown (10Y)

Largest decline over 10 years

-80.92%

Current Drawdown

Current decline from peak

-71.03%

-17.65%

-53.38%

Average Drawdown

Average peak-to-trough decline

-35.35%

-3.95%

-31.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.53%

7.49%

+11.04%

Volatility

KWEB vs. KLIP - Volatility Comparison

KraneShares CSI China Internet ETF (KWEB) has a higher volatility of 8.24% compared to KraneShares China Internet and Covered Call Strategy ETF (KLIP) at 5.80%. This indicates that KWEB's price experiences larger fluctuations and is considered to be riskier than KLIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KWEBKLIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

5.80%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

13.09%

+7.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.13%

16.12%

+11.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.70%

18.10%

+29.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.01%

18.10%

+21.91%

KWEB vs. KLIP - Expense Ratio Comparison

KWEB has a 0.70% expense ratio, which is lower than KLIP's 0.95% expense ratio.


Dividends

KWEB vs. KLIP - Dividend Comparison

KWEB's dividend yield for the trailing twelve months is around 8.37%, less than KLIP's 29.68% yield.


PositionTTM20252024202320222021202020192018201720162015
KLIP
KraneShares China Internet and Covered Call Strategy ETF
29.68%25.14%54.26%61.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KWEB
KraneShares CSI China Internet ETF
8.37%6.16%3.51%1.71%0.00%7.07%0.29%0.08%3.40%0.58%1.19%0.46%

Frequently Asked Questions


With a correlation of 0.92, KWEB and KLIP move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

KWEB has higher volatility (8.24%) compared to KLIP (5.80%). In terms of maximum drawdown, KWEB dropped -80.92% vs KLIP's -18.61%.

On 3-year performance, KLIP leads with 6.07% vs 1.48% for KWEB. On fees, KWEB is cheaper at 0.70% per year. On volatility, KLIP has been the lower-risk option at 5.80%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, KLIP has performed better with a 6.07% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KWEB is cheaper with a 0.70% expense ratio, compared with 0.95% for KLIP.

KLIP has the higher dividend yield at 29.68%, compared with 8.37% for KWEB.

KWEB is categorized as China Equities, while KLIP is Options Trading. They also come from different issuers: KraneShares and CICC. Their fees differ too: 0.70% for KWEB and 0.95% for KLIP.

KLIP currently has the higher Sharpe Ratio (-0.35 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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