KMLM vs BUSA

Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and BRANDES U.S. VALUE ETF (BUSA, ETF).

KMLM vs BUSA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KMLM(ETF)	BUSA(ETF)
Net Assets	$298M	$298M
Expense Ratio	0.90%	0.60%
Max Drawdown	36.50%	14.89%
Sharpe Ratio	1.00	1.39
5Y Beta	0.02	0.66
P/E Ratio	N/A	19.95
Forward P/E	N/A	13.44
PEG Ratio	N/A	0.43
5Y EPS CAGR	N/A	6.98%
Debt to Equity	N/A	34.73%
P/S Ratio	N/A	0.93
P/B Ratio	N/A	2.10

Net Assets

KMLM

$298M

Winner

BUSA

$298M

Expense Ratio

KMLM

0.90%

Winner

BUSA

0.60%

Max Drawdown

KMLM

36.50%

Winner

BUSA

14.89%

Sharpe Ratio

KMLM

1.00

Winner

BUSA

1.39

5Y Beta

Winner

KMLM

0.02

BUSA

0.66

P/E Ratio

KMLM

N/A

BUSA

19.95

Forward P/E

KMLM

N/A

BUSA

13.44

PEG Ratio

KMLM

N/A

BUSA

0.43

5Y EPS CAGR

KMLM

N/A

BUSA

6.98%

Debt to Equity

KMLM

N/A

BUSA

34.73%

P/S Ratio

KMLM

N/A

BUSA

0.93

P/B Ratio

KMLM

N/A

BUSA

2.10

KMLM vs BUSA - Historical Returns

Returns include dividend reinvestment.

Period	KMLM	BUSA
1 month	+5.22%	+3.66%
3 months	+3.01%	+3.71%
6 months	+12.32%	+6.30%
1 year	+15.10%	+22.11%
5 years(CAGR)	+6.15%	N/A
Max(CAGR)	+7.48%	+20.15%

Winner

KMLM

+5.22%

BUSA

+3.66%

KMLM

+3.01%

Winner

BUSA

+3.71%

Winner

KMLM

+12.32%

BUSA

+6.30%

KMLM

+15.10%

Winner

BUSA

+22.11%

5Y(CAGR)

KMLM

+6.15%

BUSA

N/A

Max(CAGR)

KMLM

+7.48%

Winner

BUSA

+20.15%

KMLM vs BUSA - Annual Returns (2020 - 2026)

Returns include dividend reinvestment.

Year	KMLM	BUSA
2026	+12.80%	+9.87%
2025	-3.67%	+17.82%
2024	-1.15%	+15.31%
2023	-6.25%	+10.65%
2022	+29.44%	N/A
2021	+7.37%	N/A
2020	+5.40%	N/A

KMLM vs BUSA Drawdown Comparison

The maximum drawdown for KMLM was -27.61%, occurring on Jun 20, 2025. This drawdown has not yet recovered.

The maximum drawdown for BUSA was -14.19%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.

The current KMLM drawdown is -11.75%. The current BUSA drawdown is -0.75%.

Rank	KMLM	BUSA
#1	-27.61% Oct 14, 2022 - Jun 20, 2025	-14.19% Nov 29, 2024 - Jul 1, 2025
#2	-14.93% Jun 13, 2022 - Sep 26, 2022	-7.61% Feb 6, 2026 - Jun 4, 2026
#3	-9.11% May 12, 2021 - Feb 4, 2022	-6.29% Jul 30, 2024 - Aug 29, 2024
#4	-6.19% Mar 8, 2022 - Mar 24, 2022	-6.02% Oct 17, 2023 - Nov 14, 2023
#5	-6.02% Sep 27, 2022 - Oct 10, 2022	-5.66% Mar 28, 2024 - Jul 16, 2024
#6	-5.93% Feb 24, 2021 - Apr 26, 2021	-4.53% Jul 23, 2025 - Aug 22, 2025
#7	-4.58% Apr 18, 2022 - May 4, 2022	-3.80% Oct 27, 2025 - Nov 25, 2025
#8	-3.99% Mar 25, 2022 - Apr 8, 2022	-3.78% Aug 30, 2024 - Oct 11, 2024
#9	-3.60% May 6, 2022 - May 17, 2022	-3.49% Oct 3, 2025 - Oct 24, 2025
#10	-3.57% May 17, 2022 - Jun 6, 2022	-2.92% Jun 12, 2026 - Jul 2, 2026
#11	-3.46% Jan 5, 2021 - Jan 14, 2021	-2.77% Oct 16, 2024 - Nov 6, 2024
#12	-2.85% Feb 24, 2022 - Mar 2, 2022	-2.44% Nov 11, 2024 - Nov 25, 2024
#13	-2.05% Jan 14, 2021 - Feb 8, 2021	-2.32% Jul 3, 2025 - Jul 23, 2025
#14	-1.72% Feb 14, 2022 - Feb 23, 2022	-2.15% Jan 8, 2024 - Jan 24, 2024
#15	-1.50% Dec 23, 2020 - Dec 29, 2020	-2.03% Jul 17, 2024 - Jul 26, 2024