KMLM vs ISVL
Comparison between KRANESHARES MOUNT LUCAS MANAGED FUTURES INDEX STRATEGY ETF (KMLM, ETF) and ISHARES INTERNATIONAL DEVELOPED SMALL CAP VALUE FACTOR ETF (ISVL, ETF).
5-Year PerformanceISVL has outperformed KMLM, delivering a return of +10.8% compared to +4.0%
KMLM vs ISVL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
KMLM vs ISVL - Historical Returns
Returns include dividend reinvestment.
KMLM vs ISVL - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | KMLM | ISVL |
|---|---|---|
| 2026 | +7.28% | +10.19% |
| 2025 | -3.67% | +42.77% |
| 2024 | -1.15% | +6.43% |
| 2023 | -6.25% | +17.25% |
| 2022 | +29.44% | -14.03% |
| 2021 | +7.37% | +7.71% |
| 2020 | +5.40% | N/A |
KMLM vs ISVL 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 ISVL was -30.43%, occurring on Sep 27, 2022. Recovery took 629 trading sessions.
The current KMLM drawdown is -16.06%. The current ISVL drawdown is -0.15%.
| Rank | KMLM | ISVL |
|---|---|---|
| #1 | -27.61% Oct 14, 2022 - Jun 20, 2025 | -30.43% Sep 3, 2021 - Mar 7, 2024 |
| #2 | -14.93% Jun 13, 2022 - Sep 26, 2022 | -12.50% Mar 19, 2025 - Apr 24, 2025 |
| #3 | -9.11% May 12, 2021 - Feb 4, 2022 | -12.48% Feb 27, 2026 - Mar 20, 2026 |
| #4 | -6.19% Mar 8, 2022 - Mar 24, 2022 | -10.05% Sep 26, 2024 - Mar 7, 2025 |
| #5 | -6.02% Sep 27, 2022 - Oct 10, 2022 | -7.50% Jul 31, 2024 - Aug 21, 2024 |
| #6 | -5.93% Feb 24, 2021 - Apr 26, 2021 | -6.14% Jun 4, 2021 - Sep 2, 2021 |
| #7 | -4.58% Apr 18, 2022 - May 4, 2022 | -5.40% Oct 27, 2025 - Nov 28, 2025 |
| #8 | -3.99% Mar 25, 2022 - Apr 8, 2022 | -4.38% Apr 8, 2024 - May 9, 2024 |
| #9 | -3.60% May 6, 2022 - May 17, 2022 | -4.07% Aug 23, 2024 - Sep 19, 2024 |
| #10 | -3.57% May 17, 2022 - Jun 6, 2022 | -3.76% Jun 3, 2024 - Jul 12, 2024 |
| #11 | -3.46% Jan 5, 2021 - Jan 14, 2021 | -3.56% Jul 23, 2025 - Aug 8, 2025 |
| #12 | -2.85% Feb 24, 2022 - Mar 2, 2022 | -2.86% May 7, 2021 - May 24, 2021 |
| #13 | -2.05% Jan 14, 2021 - Feb 8, 2021 | -2.80% Jul 16, 2024 - Jul 31, 2024 |
| #14 | -1.72% Feb 14, 2022 - Feb 23, 2022 | -2.54% Oct 6, 2025 - Oct 23, 2025 |
| #15 | -1.50% Dec 23, 2020 - Dec 29, 2020 | -2.28% Mar 7, 2025 - Mar 14, 2025 |
Correlation
Correlation between KMLM and ISVL is -0.16 which considered as a very weak or no correlation - the stocks move independently of each other.
Dividend Comparison (2021 - 2026)
KMLM vs ISVL dividend yield comparison.
| Year | KMLM | ISVL |
|---|---|---|
| 2026 | 0.00% | 1.96% |
| 2025 | 5.02% | 2.69% |
| 2024 | 0.82% | 3.92% |
| 2023 | 0.00% | 3.82% |
| 2022 | 13.22% | 3.37% |
| 2021 | 6.94% | 2.82% |
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