KMLM vs DEHP
Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and DIMENSIONAL EMERGING MARKETS HIGH PROFITABILITY ETF (DEHP, ETF).
KMLM vs DEHP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
KMLM vs DEHP - Historical Returns
Returns include dividend reinvestment.
KMLM vs DEHP - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | KMLM | DEHP |
|---|---|---|
| 2026 | +12.64% | +26.78% |
| 2025 | -3.67% | +32.69% |
| 2024 | -1.15% | +5.59% |
| 2023 | -6.25% | +11.16% |
| 2022 | +29.44% | -9.71% |
| 2021 | +7.37% | N/A |
| 2020 | +5.40% | N/A |
KMLM vs DEHP 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 DEHP was -22.89%, occurring on Oct 31, 2022. Recovery took 462 trading sessions.
The current KMLM drawdown is -11.87%. The current DEHP drawdown is -6.90%.
| Rank | KMLM | DEHP |
|---|---|---|
| #1 | -27.61% Oct 14, 2022 - Jun 20, 2025 | -22.89% May 4, 2022 - Mar 7, 2024 |
| #2 | -14.93% Jun 13, 2022 - Sep 26, 2022 | -19.13% Oct 7, 2024 - Jun 10, 2025 |
| #3 | -9.11% May 12, 2021 - Feb 4, 2022 | -17.23% Jun 22, 2026 - Jul 29, 2026 |
| #4 | -6.19% Mar 8, 2022 - Mar 24, 2022 | -13.16% Feb 25, 2026 - Apr 14, 2026 |
| #5 | -6.02% Sep 27, 2022 - Oct 10, 2022 | -9.91% Jul 12, 2024 - Sep 26, 2024 |
| #6 | -5.93% Feb 24, 2021 - Apr 26, 2021 | -9.88% Jun 2, 2026 - Jun 18, 2026 |
| #7 | -4.58% Apr 18, 2022 - May 4, 2022 | -6.50% May 11, 2026 - May 26, 2026 |
| #8 | -3.99% Mar 25, 2022 - Apr 8, 2022 | -4.82% Nov 3, 2025 - Dec 26, 2025 |
| #9 | -3.60% May 6, 2022 - May 17, 2022 | -4.79% Apr 9, 2024 - May 2, 2024 |
| #10 | -3.57% May 17, 2022 - Jun 6, 2022 | -4.64% Jan 28, 2026 - Feb 11, 2026 |
| #11 | -3.46% Jan 5, 2021 - Jan 14, 2021 | -4.14% Oct 8, 2025 - Oct 20, 2025 |
| #12 | -2.85% Feb 24, 2022 - Mar 2, 2022 | -3.21% Jul 23, 2025 - Aug 13, 2025 |
| #13 | -2.05% Jan 14, 2021 - Feb 8, 2021 | -2.97% May 17, 2024 - Jun 17, 2024 |
| #14 | -1.72% Feb 14, 2022 - Feb 23, 2022 | -2.31% Jun 11, 2025 - Jun 24, 2025 |
| #15 | -1.50% Dec 23, 2020 - Dec 29, 2020 | -1.93% Apr 22, 2026 - Apr 24, 2026 |
Correlation
Correlation between KMLM and DEHP is -0.27 which considered as a very weak or no correlation - the stocks move independently of each other.
Dividend Comparison (2021 - 2026)
KMLM vs DEHP dividend yield comparison.
| Year | KMLM | DEHP |
|---|---|---|
| 2026 | 0.00% | 0.57% |
| 2025 | 5.02% | 1.73% |
| 2024 | 0.82% | 2.44% |
| 2023 | 0.00% | 2.84% |
| 2022 | 13.22% | 1.65% |
| 2021 | 6.94% | 0.00% |
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