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OBOR vs. FBDC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OBOR vs. FBDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI One Belt One Road Index ETF (OBOR) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OBOR achieves a 4.26% return, which is significantly higher than FBDC's -6.73% return.


OBOR

1D
1.15%
1M
-1.00%
YTD
4.26%
6M
7.97%
1Y
24.36%
3Y*
12.00%
5Y*
1.31%
10Y*

FBDC

1D
-0.28%
1M
-4.81%
YTD
-6.73%
6M
-6.36%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBOR vs. FBDC - Yearly Performance Comparison


Correlation

The correlation between OBOR and FBDC is 0.08, 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 Jul 1, 2025

0.08

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Return for Risk

OBOR vs. FBDC — Risk / Return Rank

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

OBOR
OBOR Risk / Return Rank: 4242
Overall Rank
OBOR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
OBOR Sortino Ratio Rank: 4040
Sortino Ratio Rank
OBOR Omega Ratio Rank: 4343
Omega Ratio Rank
OBOR Calmar Ratio Rank: 4646
Calmar Ratio Rank
OBOR Martin Ratio Rank: 3838
Martin Ratio Rank

FBDC
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.

OBOR vs. FBDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI One Belt One Road Index ETF (OBOR) and FT Confluence BDC & Specialty Finance Income ETF (FBDC). 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.


OBORFBDCDifference

Sharpe ratio

Return per unit of total volatility

1.52

Sortino ratio

Return per unit of downside risk

2.06

Omega ratio

Gain probability vs. loss probability

1.28

Calmar ratio

Return relative to maximum drawdown

2.33

Martin ratio

Return relative to average drawdown

5.96

OBOR vs. FBDC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


OBORFBDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

-0.55

+0.75

Drawdowns

OBOR vs. FBDC - Drawdown Comparison

The maximum OBOR drawdown since its inception was -41.54%, which is greater than FBDC's maximum drawdown of -20.60%. Use the drawdown chart below to compare losses from any high point for OBOR and FBDC.


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Drawdown Indicators


OBORFBDCDifference

Max Drawdown

Largest peak-to-trough decline

-41.54%

-20.60%

-20.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

Max Drawdown (3Y)

Largest decline over 3 years

-18.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.00%

Current Drawdown

Current decline from peak

-8.01%

-14.70%

+6.69%

Average Drawdown

Average peak-to-trough decline

-15.98%

-10.11%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

Volatility

OBOR vs. FBDC - Volatility Comparison


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Volatility by Period


OBORFBDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

17.83%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.06%

17.83%

-1.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.52%

17.83%

+0.69%

OBOR vs. FBDC - Expense Ratio Comparison

OBOR has a 0.79% expense ratio, which is lower than FBDC's 1.35% expense ratio.


Dividends

OBOR vs. FBDC - Dividend Comparison

OBOR's dividend yield for the trailing twelve months is around 1.86%, less than FBDC's 11.18% yield.


PositionTTM202520242023202220212020201920182017
FBDC
FT Confluence BDC & Specialty Finance Income ETF
11.18%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OBOR
KraneShares MSCI One Belt One Road Index ETF
1.86%1.94%3.87%3.40%4.75%3.26%2.04%4.33%0.02%0.10%

Frequently Asked Questions


OBOR and FBDC have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, OBOR is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

OBOR is cheaper with a 0.79% expense ratio, compared with 1.35% for FBDC.

FBDC has the higher dividend yield at 11.18%, compared with 1.86% for OBOR.

OBOR is categorized as Emerging Markets Equities, while FBDC is Financials Equities. They also come from different issuers: CICC and First Trust. Their fees differ too: 0.79% for OBOR and 1.35% for FBDC.

Portfolio Optimizer

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