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KWIN vs. KLIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KWIN vs. KLIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares Wahed Alternative Income Index ETF (KWIN) 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, KWIN achieves a 1.91% return, which is significantly higher than KLIP's -6.93% return.


KWIN

1D
-0.14%
1M
0.36%
6M
1.35%
YTD
1.91%
1Y
3Y*
5Y*
10Y*
ALL TIME*

KLIP

1D
-0.53%
1M
5.12%
6M
-7.87%
YTD
-6.93%
1Y
-4.60%
3Y*
6.28%
5Y*
10Y*
ALL TIME*
6.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$655.62K$558.41K$985.39K
$326.79K$276.65K$438.06K

KWIN vs. KLIP - Yearly Performance Comparison


Correlation

The correlation between KWIN and KLIP is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.06

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Return for Risk

KWIN vs. KLIP — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


KLIP
KLIP Risk / Return Rank: 77
Overall Rank
KLIP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
KLIP Sortino Ratio Rank: 77
Sortino Ratio Rank
KLIP Omega Ratio Rank: 66
Omega Ratio Rank
KLIP Calmar Ratio Rank: 77
Calmar Ratio Rank
KLIP Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KWIN vs. KLIP - Risk-Adjusted Trends Comparison

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


KWINKLIPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.96

Calmar ratioReturn relative to maximum drawdown

-0.21

Martin ratioReturn relative to average drawdown

-0.50

KWIN vs. KLIP - Sharpe Ratio Comparison


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Drawdowns

KWIN vs. KLIP - Drawdown Comparison

The maximum KWIN drawdown since its inception was -1.58%, smaller than the maximum KLIP drawdown of -21.48%. Use the drawdown chart below to compare losses from any high point for KWIN and KLIP.


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Drawdown Indicators


KWINKLIPDifference

Max Drawdown

Largest peak-to-trough decline

-1.58%

-21.48%

+19.90%

Max Drawdown (1Y)

Largest decline over 1 year

-21.48%

Max Drawdown (3Y)

Largest decline over 3 years

-21.48%

Current Drawdown

Current decline from peak

-1.14%

-12.27%

+11.13%

Average Drawdown

Average peak-to-trough decline

-0.35%

-4.34%

+3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.28%

Volatility

KWIN vs. KLIP - Volatility Comparison


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Volatility by Period


KWINKLIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.01%

16.54%

-12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.01%

17.96%

-13.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.01%

17.96%

-13.95%

KWIN vs. KLIP - Expense Ratio Comparison

KWIN has a 0.51% expense ratio, which is lower than KLIP's 0.95% expense ratio.


Dividends

KWIN vs. KLIP - Dividend Comparison

KWIN has not paid dividends to shareholders, while KLIP's dividend yield for the trailing twelve months is around 27.58%.


PositionTTM202520242023
KLIP
KraneShares China Internet and Covered Call Strategy ETF
27.58%25.14%54.26%61.22%
KWIN
KraneShares Wahed Alternative Income Index ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


KWIN and KLIP have a correlation of 0.06, 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 0.95% for KLIP.

KLIP has the higher dividend yield at 27.58%, compared with 0.00% for KWIN.

KWIN is categorized as Large Cap Value Equities, while KLIP is China Equities. Their fees differ too: 0.51% for KWIN and 0.95% for KLIP.

Portfolio Optimizer

Find the right allocation for KWIN and KLIP

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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