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PIEQ vs. KEMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PIEQ vs. KEMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal International Equity ETF (PIEQ) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PIEQ achieves a 10.07% return, which is significantly lower than KEMX's 29.19% return.


PIEQ

1D
-0.55%
1M
2.25%
6M
5.01%
YTD
10.07%
1Y
27.27%
3Y*
5Y*
10Y*
ALL TIME*
25.17%

KEMX

1D
0.26%
1M
-4.84%
6M
16.27%
YTD
29.19%
1Y
54.76%
3Y*
23.72%
5Y*
12.35%
10Y*
ALL TIME*
12.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$479.51K$502.15K$570.21K
$1.59M$1.39M$4.05M

PIEQ vs. KEMX - Yearly Performance Comparison


2026 (YTD)20252024
PIEQ
Principal International Equity ETF
10.07%38.10%-2.98%
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
29.19%38.28%-6.74%

Correlation

The correlation between PIEQ and KEMX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2024

0.76

The correlation between PIEQ and KEMX has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

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Return for Risk

PIEQ vs. KEMX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PIEQ
PIEQ Risk / Return Rank: 7171
Overall Rank
PIEQ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
PIEQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
PIEQ Omega Ratio Rank: 6666
Omega Ratio Rank
PIEQ Calmar Ratio Rank: 7878
Calmar Ratio Rank
PIEQ Martin Ratio Rank: 7979
Martin Ratio Rank

KEMX
KEMX Risk / Return Rank: 8383
Overall Rank
KEMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 7979
Sortino Ratio Rank
KEMX Omega Ratio Rank: 8484
Omega Ratio Rank
KEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
KEMX Martin Ratio Rank: 8181
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.

PIEQ vs. KEMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal International Equity ETF (PIEQ) and KraneShares MSCI Emerging Markets ex China Index ETF (KEMX). 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.


PIEQKEMXDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.40

Omega ratioGain probability vs. loss probability

1.28

1.36

-0.08

Calmar ratioReturn relative to maximum drawdown

2.80

3.37

-0.57

Martin ratioReturn relative to average drawdown

10.22

10.68

-0.46

PIEQ vs. KEMX - Sharpe Ratio Comparison

The current PIEQ Sharpe Ratio is 1.54, which is comparable to the KEMX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of PIEQ and KEMX, 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

PIEQ vs. KEMX - Drawdown Comparison

The maximum PIEQ drawdown since its inception was -15.17%, smaller than the maximum KEMX drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for PIEQ and KEMX.


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Drawdown Indicators


PIEQKEMXDifference

Max Drawdown

Largest peak-to-trough decline

-15.17%

-38.80%

+23.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-16.11%

+6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

Current Drawdown

Current decline from peak

-0.87%

-12.07%

+11.20%

Average Drawdown

Average peak-to-trough decline

-2.00%

-8.82%

+6.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

5.07%

-2.47%

Volatility

PIEQ vs. KEMX - Volatility Comparison

The current volatility for Principal International Equity ETF (PIEQ) is 4.74%, while KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a volatility of 9.57%. This indicates that PIEQ experiences smaller price fluctuations and is considered to be less risky than KEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PIEQKEMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.74%

9.57%

-4.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.19%

24.95%

-9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

26.95%

-9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.69%

19.41%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.69%

21.51%

-3.82%

PIEQ vs. KEMX - Expense Ratio Comparison

PIEQ has a 0.48% expense ratio, which is higher than KEMX's 0.25% expense ratio.


Dividends

PIEQ vs. KEMX - Dividend Comparison

PIEQ's dividend yield for the trailing twelve months is around 1.17%, less than KEMX's 2.54% yield.


PositionTTM2025202420232022202120202019
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
2.54%3.28%3.39%2.00%4.10%4.79%1.69%2.77%
PIEQ
Principal International Equity ETF
1.17%1.28%0.10%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PIEQ and KEMX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEMX has higher volatility (9.57%) compared to PIEQ (4.74%). In terms of maximum drawdown, PIEQ dropped -15.17% vs KEMX's -38.80%.

On 1-year performance, KEMX leads with 54.76% vs 27.27% for PIEQ. On fees, KEMX is cheaper at 0.25% per year. On volatility, PIEQ has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KEMX has performed better with a 54.76% return vs 27.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KEMX is cheaper with a 0.25% expense ratio, compared with 0.48% for PIEQ.

KEMX has the higher dividend yield at 2.54%, compared with 1.17% for PIEQ.

PIEQ is categorized as Foreign Large Cap Equities, while KEMX is Emerging Markets Equities. They also come from different issuers: Principal and CICC. Their fees differ too: 0.48% for PIEQ and 0.25% for KEMX.

KEMX currently has the higher Sharpe Ratio (2.01 vs 1.54), 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.

Portfolio Optimizer

Find the right allocation for PIEQ and KEMX

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