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PQDI vs. KPRO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PQDI vs. KPRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Spectrum Preferred and Income ETF (PQDI) and KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO). The values are adjusted to include any dividend payments, if applicable.

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PQDI vs. KPRO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, PQDI achieves a -0.68% return, which is significantly higher than KPRO's -3.52% return.


PQDI

1D
0.88%
1M
-2.06%
YTD
-0.68%
6M
0.73%
1Y
6.50%
3Y*
8.85%
5Y*
3.26%
10Y*

KPRO

1D
0.63%
1M
-2.42%
YTD
-3.52%
6M
-9.99%
1Y
-0.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PQDI vs. KPRO - Expense Ratio Comparison

PQDI has a 0.60% expense ratio, which is lower than KPRO's 0.95% expense ratio.


Return for Risk

PQDI vs. KPRO — Risk / Return Rank

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

PQDI
PQDI Risk / Return Rank: 8686
Overall Rank
PQDI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
PQDI Sortino Ratio Rank: 9393
Sortino Ratio Rank
PQDI Omega Ratio Rank: 9494
Omega Ratio Rank
PQDI Calmar Ratio Rank: 7575
Calmar Ratio Rank
PQDI Martin Ratio Rank: 8080
Martin Ratio Rank

KPRO
KPRO Risk / Return Rank: 1111
Overall Rank
KPRO Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
KPRO Sortino Ratio Rank: 1010
Sortino Ratio Rank
KPRO Omega Ratio Rank: 1010
Omega Ratio Rank
KPRO Calmar Ratio Rank: 1212
Calmar Ratio Rank
KPRO Martin Ratio Rank: 1111
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.

PQDI vs. KPRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Spectrum Preferred and Income ETF (PQDI) and KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO). 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.


PQDIKPRODifference

Sharpe ratio

Return per unit of total volatility

2.03

-0.04

+2.07

Sortino ratio

Return per unit of downside risk

2.75

0.00

+2.74

Omega ratio

Gain probability vs. loss probability

1.43

1.00

+0.43

Calmar ratio

Return relative to maximum drawdown

1.93

-0.03

+1.96

Martin ratio

Return relative to average drawdown

8.63

-0.09

+8.72

PQDI vs. KPRO - Sharpe Ratio Comparison

The current PQDI Sharpe Ratio is 2.03, which is higher than the KPRO Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of PQDI and KPRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


PQDIKPRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.03

-0.04

+2.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.99

0.00

Correlation

The correlation between PQDI and KPRO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PQDI vs. KPRO - Dividend Comparison

PQDI's dividend yield for the trailing twelve months is around 5.16%, more than KPRO's 2.75% yield.


TTM202520242023202220212020
PQDI
Principal Spectrum Preferred and Income ETF
5.16%5.02%4.93%5.35%5.60%5.21%2.69%
KPRO
KraneShares 100% KWEB Defined Outcome January 2026 ETF
2.75%2.65%3.70%0.00%0.00%0.00%0.00%

Drawdowns

PQDI vs. KPRO - Drawdown Comparison

The maximum PQDI drawdown since its inception was -17.41%, which is greater than KPRO's maximum drawdown of -11.01%. Use the drawdown chart below to compare losses from any high point for PQDI and KPRO.


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Drawdown Indicators


PQDIKPRODifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-11.01%

-6.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.31%

-11.01%

+7.70%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-2.46%

-10.43%

+7.97%

Average Drawdown

Average peak-to-trough decline

-3.59%

-1.73%

-1.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

4.09%

-3.35%

Volatility

PQDI vs. KPRO - Volatility Comparison

The current volatility for Principal Spectrum Preferred and Income ETF (PQDI) is 1.87%, while KraneShares 100% KWEB Defined Outcome January 2026 ETF (KPRO) has a volatility of 2.26%. This indicates that PQDI experiences smaller price fluctuations and is considered to be less risky than KPRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PQDIKPRODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

2.26%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

7.75%

-5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

8.51%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

7.84%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.57%

7.84%

-3.27%