PRF vs. KWIN
PRF (Invesco RAFI US 1000 ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds - PRF tracks the RAFI Fundamental Select US 1000 Index while KWIN tracks the Wahed Alternative Income Index. Both are passively managed. At a 0.05 correlation, their price movements are largely independent. PRF charges 0.34%/yr vs 0.51%/yr for KWIN.
Performance
PRF vs. KWIN - Performance Comparison
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Returns By Period
In the year-to-date period, PRF achieves a 16.80% return, which is significantly higher than KWIN's 1.72% return.
PRF
- 1D
- -0.09%
- 1M
- 0.99%
- 6M
- 13.18%
- YTD
- 16.80%
- 1Y
- 28.96%
- 3Y*
- 20.17%
- 5Y*
- 13.25%
- 10Y*
- 13.51%
KWIN
- 1D
- 0.13%
- 1M
- 0.25%
- 6M
- 1.37%
- YTD
- 1.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PRF vs. KWIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PRF Invesco RAFI US 1000 ETF | 16.80% | 3.97% |
KWIN KraneShares Wahed Alternative Income Index ETF | 1.72% | 0.61% |
Correlation
The correlation between PRF and KWIN is 0.05, 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 | 0.05 |
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Return for Risk
PRF vs. KWIN — Risk / Return Rank
PRF
KWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PRF vs. KWIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) and KraneShares Wahed Alternative Income Index ETF (KWIN). 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.
| PRF | KWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.41 | — | — |
| Martin ratioReturn relative to average drawdown | 18.03 | — | — |
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Drawdowns
PRF vs. KWIN - Drawdown Comparison
The maximum PRF drawdown since its inception was -60.35%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for PRF and KWIN.
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Drawdown Indicators
| PRF | KWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.35% | -1.50% | -58.85% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -15.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -19.72% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.16% | — | — |
Current DrawdownCurrent decline from peak | -0.13% | -1.32% | +1.19% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -0.26% | -6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.61% | — | — |
Volatility
PRF vs. KWIN - Volatility Comparison
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Volatility by Period
| PRF | KWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.85% | 4.15% | +6.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.16% | 4.15% | +11.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.59% | 4.15% | +13.44% |
PRF vs. KWIN - Expense Ratio Comparison
PRF has a 0.34% expense ratio, which is lower than KWIN's 0.51% expense ratio.
Dividends
PRF vs. KWIN - Dividend Comparison
PRF's dividend yield for the trailing twelve months is around 1.36%, while KWIN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KWIN KraneShares Wahed Alternative Income Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRF Invesco RAFI US 1000 ETF | 1.36% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
Frequently Asked Questions
PRF and KWIN have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PRF is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PRF is cheaper with a 0.34% expense ratio, compared with 0.51% for KWIN.
PRF has the higher dividend yield at 1.36%, compared with 0.00% for KWIN.
PRF tracks RAFI Fundamental Select US 1000 Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: Invesco and KraneShares. Their fees differ too: 0.34% for PRF and 0.51% for KWIN.
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