VTV vs. KWIN
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. Their 0.12 correlation means their historical movements had little consistent relationship. VTV charges 0.04%/yr vs 0.51%/yr for KWIN.
Performance
VTV vs. KWIN - Performance Comparison
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Returns By Period
In the year-to-date period, VTV achieves a 18.44% return, which is significantly higher than KWIN's 2.05% return.
VTV
- 1D
- 1.30%
- 1M
- 2.14%
- 6M
- 11.73%
- YTD
- 18.44%
- 1Y
- 28.99%
- 3Y*
- 18.34%
- 5Y*
- 12.61%
- 10Y*
- 12.61%
- ALL TIME*
- 9.75%
KWIN
- 1D
- 0.04%
- 1M
- -1.00%
- 6M
- 1.58%
- YTD
- 2.05%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $331.04K | $313.65K | $441.61K | |
| $668.29M | $673.37M | $627.33M |
VTV vs. KWIN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VTV Vanguard Value ETF | 18.44% | 4.16% |
KWIN KraneShares Wahed Alternative Income Index ETF | 2.05% | 0.61% |
Correlation
The correlation between VTV and KWIN is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.12 |
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Return for Risk
VTV vs. KWIN — Risk / Return Rank
VTV
KWIN
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.51 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.59 | — | — |
| Martin ratioReturn relative to average drawdown | 17.73 | — | — |
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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 -1.58%. Use the drawdown chart below to compare losses from any high point for VTV and KWIN.
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Drawdown Indicators
| VTV | KWIN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -1.58% | -57.69% |
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 DrawdownCurrent decline from peak | 0.00% | -1.00% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -7.81% | -0.34% | -7.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | — | — |
Volatility
VTV vs. KWIN - Volatility Comparison
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Volatility by Period
| VTV | KWIN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.78% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.34% | 4.02% | +6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.82% | 4.02% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.62% | 4.02% | +12.60% |
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 1.83%, 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 | 1.83% | 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
VTV and KWIN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
VTV is cheaper with a 0.04% expense ratio, compared with 0.51% for KWIN.
VTV has the higher dividend yield at 1.83%, compared with 0.00% for 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.
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