VTV vs. KWIN

Last updated Jul 15, 2026

VTV (Vanguard Value ETF) and KWIN (KraneShares Wahed Alternative Income Index ETF) are both Large Cap Value Equities funds - VTV tracks the CRSP US Large Cap Value Index while KWIN tracks the Wahed Alternative Income Index. Both are passively managed. At a 0.11 correlation, their price movements are largely independent. VTV charges 0.04%/yr vs 0.51%/yr for KWIN.

Performance

VTV vs. KWIN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value ETF (VTV) and KraneShares Wahed Alternative Income Index ETF (KWIN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTV achieves a 15.66% return, which is significantly higher than KWIN's 1.72% return.

VTV

• 1D: -0.35%
• 1M: 1.19%
• 6M: 12.36%
• YTD: 15.66%
• 1Y: 25.06%
• 3Y*: 17.92%
• 5Y*: 12.28%
• 10Y*: 12.39%

KWIN

• 1D: 0.13%
• 1M: 0.25%
• 6M: 1.37%
• YTD: 1.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTV vs. KWIN - Yearly Performance Comparison

	2026 (YTD)	2025
VTV Vanguard Value ETF	15.66%	4.16%
KWIN KraneShares Wahed Alternative Income Index ETF	1.72%	0.61%

Correlation

The correlation between VTV and KWIN is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.11

Return for Risk

VTV vs. KWIN — Risk / Return Rank

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

VTV

VTV Risk / Return Rank: 89
VTV Sharpe Ratio Rank: 91
VTV Sortino Ratio Rank: 91
VTV Omega Ratio Rank: 89
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 88

KWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VTV vs. KWIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) 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.

	VTV	KWIN	Difference
Sharpe ratio: Return per unit of total volatility	2.43	—	—
Sortino ratio: Return per unit of downside risk	3.50	—	—
Omega ratio: Gain probability vs. loss probability	1.44	—	—
Calmar ratio: Return relative to maximum drawdown	3.96	—	—
Martin ratio: Return relative to average drawdown	15.04	—	—

Drawdowns

VTV vs. KWIN - Drawdown Comparison

The maximum VTV drawdown since its inception was -59.27%, which is greater than KWIN's maximum drawdown of -1.50%. Use the drawdown chart below to compare losses from any high point for VTV and KWIN.

Drawdown Indicators

	VTV	KWIN	Difference
Max Drawdown Largest peak-to-trough decline	-59.27%	-1.50%	-57.77%
Max Drawdown (1Y) Largest decline over 1 year	-6.35%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.52%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.78%	—	—
Current Drawdown Current decline from peak	-0.44%	-1.32%	+0.88%
Average Drawdown Average peak-to-trough decline	-7.83%	-0.26%	-7.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.67%	—	—

Volatility

Volatility by Period

	VTV	KWIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.36%	4.15%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	4.15%	+9.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.61%	4.15%	+12.46%

VTV vs. KWIN - Expense Ratio Comparison

VTV has a 0.04% expense ratio, which is lower than KWIN's 0.51% expense ratio.

Dividends

VTV vs. KWIN - Dividend Comparison

VTV's dividend yield for the trailing twelve months is around 1.87%, 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%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both VTV and KWIN in my portfolio?

VTV and KWIN have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VTV or KWIN?

On fees, VTV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VTV or KWIN?

VTV is cheaper with a 0.04% expense ratio, compared with 0.51% for KWIN.

Which ETF pays a higher dividend yield, VTV or KWIN?

VTV has the higher dividend yield at 1.87%, compared with 0.00% for KWIN.

What is the main difference between VTV and KWIN?

VTV tracks CRSP US Large Cap Value Index, while KWIN tracks Wahed Alternative Income Index. They also come from different issuers: Vanguard and KraneShares. Their fees differ too: 0.04% for VTV and 0.51% for KWIN.