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DH2O.L vs. KSTR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DH2O.L vs. KSTR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Water UCITS ETF USD (Dist) (DH2O.L) and KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DH2O.L achieves a 2.64% return, which is significantly lower than KSTR.L's 41.53% return.


DH2O.L

1D
-0.07%
1M
2.85%
6M
0.83%
YTD
2.64%
1Y
6.10%
3Y*
8.88%
5Y*
4.80%
10Y*
9.56%

KSTR.L

1D
-4.62%
1M
3.52%
6M
25.64%
YTD
41.53%
1Y
93.56%
3Y*
21.29%
5Y*
-0.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DH2O.L vs. KSTR.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
2.64%17.60%4.29%13.57%-20.83%14.93%
KSTR.L
KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF
41.53%42.76%5.23%-18.80%-38.16%2.78%

Correlation

The correlation between DH2O.L and KSTR.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.21

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Return for Risk

DH2O.L vs. KSTR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DH2O.L
DH2O.L Risk / Return Rank: 1818
Overall Rank
DH2O.L Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
DH2O.L Sortino Ratio Rank: 1717
Sortino Ratio Rank
DH2O.L Omega Ratio Rank: 1717
Omega Ratio Rank
DH2O.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
DH2O.L Martin Ratio Rank: 1818
Martin Ratio Rank

KSTR.L
KSTR.L Risk / Return Rank: 8484
Overall Rank
KSTR.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
KSTR.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
KSTR.L Omega Ratio Rank: 8282
Omega Ratio Rank
KSTR.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
KSTR.L Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DH2O.L vs. KSTR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Water UCITS ETF USD (Dist) (DH2O.L) and KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DH2O.LKSTR.LDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.10

1.38

-0.29

Calmar ratioReturn relative to maximum drawdown

0.66

4.76

-4.09

Martin ratioReturn relative to average drawdown

1.53

12.21

-10.68

DH2O.L vs. KSTR.L - Sharpe Ratio Comparison

The current DH2O.L Sharpe Ratio is 0.52, which is lower than the KSTR.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of DH2O.L and KSTR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DH2O.L vs. KSTR.L - Drawdown Comparison

The maximum DH2O.L drawdown since its inception was -56.90%, smaller than the maximum KSTR.L drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for DH2O.L and KSTR.L.


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Drawdown Indicators


DH2O.LKSTR.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.90%

-66.67%

+9.77%

Max Drawdown (1Y)

Largest decline over 1 year

-10.53%

-19.42%

+8.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-36.60%

+20.52%

Max Drawdown (5Y)

Largest decline over 5 years

-32.43%

-66.38%

+33.95%

Max Drawdown (10Y)

Largest decline over 10 years

-35.56%

Current Drawdown

Current decline from peak

-5.23%

-18.75%

+13.52%

Average Drawdown

Average peak-to-trough decline

-10.39%

-39.83%

+29.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

7.58%

-3.00%

Volatility

DH2O.L vs. KSTR.L - Volatility Comparison

The current volatility for iShares Global Water UCITS ETF USD (Dist) (DH2O.L) is 4.04%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 19.20%. This indicates that DH2O.L experiences smaller price fluctuations and is considered to be less risky than KSTR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DH2O.LKSTR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

19.20%

-15.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

33.48%

-22.69%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

40.57%

-26.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

34.52%

-17.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.48%

34.46%

-17.98%

DH2O.L vs. KSTR.L - Expense Ratio Comparison

DH2O.L has a 0.65% expense ratio, which is lower than KSTR.L's 0.82% expense ratio.


Dividends

DH2O.L vs. KSTR.L - Dividend Comparison

DH2O.L's dividend yield for the trailing twelve months is around 1.36%, while KSTR.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DH2O.L
iShares Global Water UCITS ETF USD (Dist)
1.36%1.33%1.06%1.18%1.09%1.66%0.94%1.39%1.80%1.46%1.76%1.65%
KSTR.L
KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DH2O.L and KSTR.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DH2O.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DH2O.L is cheaper with a 0.65% expense ratio, compared with 0.82% for KSTR.L.

DH2O.L tracks S&P Global Water Index (NET) (USD), while KSTR.L tracks KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.65% for DH2O.L and 0.82% for KSTR.L.

Portfolio Optimizer

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