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KWIN vs. CBSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KWIN vs. CBSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Wahed Alternative Income Index ETF (KWIN) and Clough Select Equity ETF (CBSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KWIN achieves a 1.30% return, which is significantly lower than CBSE's 32.79% return.


KWIN

1D
-0.21%
1M
-0.09%
YTD
1.30%
6M
1.11%
1Y
3Y*
5Y*
10Y*

CBSE

1D
1.55%
1M
4.16%
YTD
32.79%
6M
31.87%
1Y
42.99%
3Y*
31.18%
5Y*
12.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KWIN vs. CBSE - Yearly Performance Comparison


Correlation

The correlation between KWIN and CBSE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 5, 2025

0.04

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Return for Risk

KWIN vs. CBSE — Risk / Return Rank

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

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CBSE
CBSE Risk / Return Rank: 6161
Overall Rank
CBSE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CBSE Sortino Ratio Rank: 5454
Sortino Ratio Rank
CBSE Omega Ratio Rank: 5555
Omega Ratio Rank
CBSE Calmar Ratio Rank: 7474
Calmar Ratio Rank
CBSE Martin Ratio Rank: 6060
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.

KWIN vs. CBSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares Wahed Alternative Income Index ETF (KWIN) and Clough Select Equity ETF (CBSE). 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.


KWINCBSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

3.18

Martin ratioReturn relative to average drawdown

9.22

KWIN vs. CBSE - Sharpe Ratio Comparison


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Drawdowns

KWIN vs. CBSE - Drawdown Comparison

The maximum KWIN drawdown since its inception was -0.93%, smaller than the maximum CBSE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for KWIN and CBSE.


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Drawdown Indicators


KWINCBSEDifference

Max Drawdown

Largest peak-to-trough decline

-0.93%

-36.30%

+35.37%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

Max Drawdown (3Y)

Largest decline over 3 years

-29.40%

Max Drawdown (5Y)

Largest decline over 5 years

-36.30%

Current Drawdown

Current decline from peak

-0.27%

-0.47%

+0.20%

Average Drawdown

Average peak-to-trough decline

-0.21%

-12.20%

+11.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

Volatility

KWIN vs. CBSE - Volatility Comparison


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Volatility by Period


KWINCBSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.27%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.31%

24.90%

-21.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

24.52%

-21.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

24.10%

-20.79%

KWIN vs. CBSE - Expense Ratio Comparison

KWIN has a 0.51% expense ratio, which is lower than CBSE's 0.85% expense ratio.


Dividends

KWIN vs. CBSE - Dividend Comparison

KWIN has not paid dividends to shareholders, while CBSE's dividend yield for the trailing twelve months is around 0.26%.


PositionTTM2025202420232022
CBSE
Clough Select Equity ETF
0.26%0.35%0.37%1.50%0.52%
KWIN
KraneShares Wahed Alternative Income Index ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KWIN and CBSE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KWIN is cheaper at 0.51% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KWIN is cheaper with a 0.51% expense ratio, compared with 0.85% for CBSE.

CBSE has the higher dividend yield at 0.26%, compared with 0.00% for KWIN.

They also come from different issuers: KraneShares and Clough. Their fees differ too: 0.51% for KWIN and 0.85% for CBSE.

Portfolio Optimizer

Find the right allocation for KWIN and CBSE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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