KyberSwap vs Uniswap
Neutral on-chain benchmarking of slippage, revert rates, and overall execution quality.
KyberSwap shows tighter execution than Uniswap on ClearTrace's on-chain slippage benchmark, 91.5 vs 88.8 out of 100 (a 2.7-point edge), measured across 45,504 and 1,265,229 benchmarked trades. Slippage, revert rate, and MEV exposure are scored separately. (data as of July 15, 2026)
Protocol Scorecard
| KyberSwap | Uniswap | |
|---|---|---|
| Slippage Score (0-100) | 91.5 | 88.8 |
| Trades Analyzed | 45,504 | 1,265,229 |
KyberSwap is a DEX aggregator that routes and splits orders across many venues, while Uniswap is a single automated market maker (AMM) trading against its own pools. The practical question is whether KyberSwap's routing and MEV-aware order flow actually beats trading directly on Uniswap. Note that KyberSwap can itself route through Uniswap pools, so this measures the value of aggregation, not rival liquidity.
Across the trades ClearTrace benchmarked, KyberSwap posted a slippage score of 91.5/100 versus 88.8/100 for Uniswap — a meaningful but not decisive edge of 2.7 points. The score reflects realized slippage only — derived from median slippage versus a 1-minute VWAP, where a higher number means lower slippage. MEV exposure and revert rates are tracked as separate metrics. KyberSwap was measured over 45,504 trades and Uniswap over 1,265,229.
The sample sizes differ substantially (Uniswap: 1,265,229 trades; KyberSwap: 45,504), so KyberSwap's score reflects a narrower slice of activity and may move as more volume is observed.
On this data, KyberSwap holds the stronger slippage score, but the gap reflects routing and slippage differences rather than one venue being universally better — results shift with trade size, token pair, and market conditions, and MEV exposure and revert rates are separate considerations. Scores update on each data refresh; see our methodology for the full approach.
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Frequently Asked Questions
Which has better execution quality, KyberSwap or Uniswap?
Based on ClearTrace's slippage score (median slippage vs a VWAP baseline), KyberSwap edges out Uniswap, 91.5/100 versus 88.8/100 (a 2.7-point gap).
Does KyberSwap or Uniswap offer better MEV protection?
ClearTrace publishes a slippage-based score and per-aggregator revert rates — not a per-aggregator MEV-protection score. On slippage, KyberSwap was tighter (~8.5 bps vs ~11.2 bps). For MEV specifically, the dashboard surfaces detected sandwich activity as a separate metric.
Is KyberSwap or Uniswap better for large trades?
For large orders, aggregators such as KyberSwap can split a trade across multiple pools to reduce price impact, which often helps on size. The right venue still depends on the specific pair and amount — the live dashboard tracks current execution quality.