KMLM vs HTAB

Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and HARTFORD SCHRODERS TAX-AWARE BOND ETF (HTAB, ETF).

5-Year PerformanceKMLM has outperformed HTAB, delivering a return of +6.1% compared to +0.6%

KMLM vs HTAB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	KMLM(ETF)	HTAB(ETF)
Net Assets	$298M	$299M
Expense Ratio	0.90%	0.39%
Max Drawdown	36.50%	19.19%
Sharpe Ratio	1.00	0.81
5Y Beta	0.02	0.06
5Y Dividends CAGR	N/A	16.41%

Net Assets

KMLM

$298M

Winner

HTAB

$299M

Expense Ratio

KMLM

0.90%

Winner

HTAB

0.39%

Max Drawdown

KMLM

36.50%

Winner

HTAB

19.19%

Sharpe Ratio

Winner

KMLM

1.00

HTAB

0.81

5Y Beta

Winner

KMLM

0.02

HTAB

0.06

5Y Dividends CAGR

KMLM

N/A

HTAB

16.41%

KMLM vs HTAB - Historical Returns

Returns include dividend reinvestment.

Period	KMLM	HTAB
1 month	+5.22%	-0.62%
3 months	+3.01%	-0.59%
6 months	+12.32%	+0.88%
1 year	+15.10%	+6.69%
5 years(CAGR)	+6.15%	+0.57%
10 years(CAGR)	N/A	+2.17%
Max(CAGR)	+7.48%	+2.17%

Winner

KMLM

+5.22%

HTAB

-0.62%

Winner

KMLM

+3.01%

HTAB

-0.59%

Winner

KMLM

+12.32%

HTAB

+0.88%

Winner

KMLM

+15.10%

HTAB

+6.69%

5Y(CAGR)

Winner

KMLM

+6.15%

HTAB

+0.57%

10Y(CAGR)

KMLM

N/A

HTAB

+2.17%

Max(CAGR)

Winner

KMLM

+7.48%

HTAB

+2.17%

KMLM vs HTAB - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	KMLM	HTAB
2026	+12.80%	+0.70%
2025	-3.67%	+2.48%
2024	-1.15%	+1.91%
2023	-6.25%	+6.61%
2022	+29.44%	-8.20%
2021	+7.37%	-0.12%
2020	+5.40%	+5.26%
2019	N/A	+7.83%
2018	N/A	+1.43%

KMLM vs HTAB 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 HTAB was -14.76%, occurring on Oct 24, 2022. Recovery took 806 trading sessions.

The current KMLM drawdown is -11.75%. The current HTAB drawdown is -1.26%.

Rank	KMLM	HTAB
#1	-27.61% Oct 14, 2022 - Jun 20, 2025	-14.76% Jul 19, 2021 - Oct 1, 2024
#2	-14.93% Jun 13, 2022 - Sep 26, 2022	-8.60% Mar 6, 2020 - May 19, 2020
#3	-9.11% May 12, 2021 - Feb 4, 2022	-6.01% Dec 6, 2024 - Oct 10, 2025
#4	-6.19% Mar 8, 2022 - Mar 24, 2022	-2.85% Feb 27, 2026 - Mar 24, 2026
#5	-6.02% Sep 27, 2022 - Oct 10, 2022	-2.82% Oct 2, 2024 - Nov 29, 2024
#6	-5.93% Feb 24, 2021 - Apr 26, 2021	-1.81% May 29, 2018 - Dec 10, 2018
#7	-4.58% Apr 18, 2022 - May 4, 2022	-1.59% Aug 10, 2020 - Jan 22, 2021
#8	-3.99% Mar 25, 2022 - Apr 8, 2022	-1.58% Feb 9, 2021 - Jun 10, 2021
#9	-3.60% May 6, 2022 - May 17, 2022	-1.29% Jan 4, 2019 - Jan 22, 2019
#10	-3.57% May 17, 2022 - Jun 6, 2022	-1.20% Jan 22, 2019 - Jan 30, 2019
#11	-3.46% Jan 5, 2021 - Jan 14, 2021	-1.15% Aug 29, 2019 - Oct 9, 2019
#12	-2.85% Feb 24, 2022 - Mar 2, 2022	-0.90% Apr 19, 2018 - May 29, 2018
#13	-2.05% Jan 14, 2021 - Feb 8, 2021	-0.78% Oct 9, 2019 - Dec 3, 2019
#14	-1.72% Feb 14, 2022 - Feb 23, 2022	-0.75% Jan 7, 2026 - Feb 4, 2026
#15	-1.50% Dec 23, 2020 - Dec 29, 2020	-0.67% Nov 28, 2025 - Jan 7, 2026

Correlation

Correlation between KMLM and HTAB is -0.57 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.57

-101