VLUE vs. KWIN
VLUE (iShares MSCI USA Value Factor ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds - VLUE tracks the MSCI USA Enhanced Value Index while KWIN tracks the Wahed Alternative Income Index. Both are passively managed. At a 0.02 correlation, their price movements are largely independent. VLUE charges 0.15%/yr vs 0.51%/yr for KWIN.
Performance
VLUE vs. KWIN - Performance Comparison
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Returns By Period
In the year-to-date period, VLUE achieves a 43.96% return, which is significantly higher than KWIN's 1.72% return.
VLUE
- 1D
- 0.78%
- 1M
- -1.21%
- 6M
- 37.01%
- YTD
- 43.96%
- 1Y
- 73.16%
- 3Y*
- 30.51%
- 5Y*
- 16.58%
- 10Y*
- 14.70%
KWIN
- 1D
- 0.13%
- 1M
- 0.25%
- 6M
- 1.37%
- YTD
- 1.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLUE vs. KWIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VLUE iShares MSCI USA Value Factor ETF | 43.96% | 7.23% |
KWIN KraneShares Wahed Alternative Income Index ETF | 1.72% | 0.61% |
Correlation
The correlation between VLUE and KWIN is 0.02, 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 | 0.02 |
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Return for Risk
VLUE vs. KWIN — Risk / Return Rank
VLUE
KWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VLUE vs. KWIN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor ETF (VLUE) 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.
| VLUE | KWIN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.63 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 8.14 | — | — |
| Martin ratioReturn relative to average drawdown | 30.87 | — | — |
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Drawdowns
VLUE vs. KWIN - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for VLUE and KWIN.
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Drawdown Indicators
| VLUE | KWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.47% | -1.50% | -37.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | — | — |
Current DrawdownCurrent decline from peak | -4.54% | -1.32% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -0.26% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.38% | — | — |
Volatility
VLUE vs. KWIN - Volatility Comparison
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Volatility by Period
| VLUE | KWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.79% | 4.15% | +15.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.27% | 4.15% | +14.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.97% | 4.15% | +15.82% |
VLUE vs. KWIN - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is lower than KWIN's 0.51% expense ratio.
Dividends
VLUE vs. KWIN - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 1.43%, 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% |
VLUE iShares MSCI USA Value Factor ETF | 1.43% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
VLUE and KWIN have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VLUE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.51% for KWIN.
VLUE has the higher dividend yield at 1.43%, compared with 0.00% for KWIN.
VLUE tracks MSCI USA Enhanced Value Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.15% for VLUE and 0.51% for KWIN.
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