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DRGN vs. KSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRGN vs. KSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes China Generative Artificial Intelligence ETF (DRGN) and KraneShares SSE STAR Market 50 Index ETF (KSTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRGN achieves a 8.73% return, which is significantly lower than KSTR's 26.49% return.


DRGN

1D
3.34%
1M
-0.11%
6M
-2.24%
YTD
8.73%
1Y
34.63%
3Y*
5Y*
10Y*
ALL TIME*
36.21%

KSTR

1D
-1.30%
1M
-16.50%
6M
12.10%
YTD
26.49%
1Y
66.48%
3Y*
18.43%
5Y*
-2.88%
10Y*
ALL TIME*
-0.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$390.32K$398.54K$552.05K
$27.29M$25.28M$18.73M

DRGN vs. KSTR - Yearly Performance Comparison


Correlation

The correlation between DRGN and KSTR is 0.81, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.81

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.80

The correlation between DRGN and KSTR has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

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Return for Risk

DRGN vs. KSTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DRGN
DRGN Risk / Return Rank: 3737
Overall Rank
DRGN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DRGN Sortino Ratio Rank: 3838
Sortino Ratio Rank
DRGN Omega Ratio Rank: 3535
Omega Ratio Rank
DRGN Calmar Ratio Rank: 4343
Calmar Ratio Rank
DRGN Martin Ratio Rank: 3333
Martin Ratio Rank

KSTR
KSTR Risk / Return Rank: 6464
Overall Rank
KSTR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 6363
Sortino Ratio Rank
KSTR Omega Ratio Rank: 6464
Omega Ratio Rank
KSTR Calmar Ratio Rank: 6969
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DRGN vs. KSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes China Generative Artificial Intelligence ETF (DRGN) and KraneShares SSE STAR Market 50 Index ETF (KSTR). 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.


DRGNKSTRDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.17

1.27

-0.10

Calmar ratioReturn relative to maximum drawdown

1.55

2.38

-0.83

Martin ratioReturn relative to average drawdown

3.10

7.25

-4.15

DRGN vs. KSTR - Sharpe Ratio Comparison

The current DRGN Sharpe Ratio is 0.88, which is lower than the KSTR Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of DRGN and KSTR, 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

DRGN vs. KSTR - Drawdown Comparison

The maximum DRGN drawdown since its inception was -20.86%, smaller than the maximum KSTR drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for DRGN and KSTR.


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Drawdown Indicators


DRGNKSTRDifference

Max Drawdown

Largest peak-to-trough decline

-20.86%

-66.46%

+45.60%

Max Drawdown (1Y)

Largest decline over 1 year

-20.86%

-27.23%

+6.37%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

Max Drawdown (5Y)

Largest decline over 5 years

-65.99%

Current Drawdown

Current decline from peak

-13.29%

-27.23%

+13.94%

Average Drawdown

Average peak-to-trough decline

-8.39%

-37.98%

+29.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.42%

8.93%

+1.49%

Volatility

DRGN vs. KSTR - Volatility Comparison

The current volatility for Themes China Generative Artificial Intelligence ETF (DRGN) is 12.89%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 21.43%. This indicates that DRGN experiences smaller price fluctuations and is considered to be less risky than KSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGNKSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.89%

21.43%

-8.54%

Volatility (6M)

Calculated over the trailing 6-month period

25.82%

36.10%

-10.28%

Volatility (1Y)

Calculated over the trailing 1-year period

36.63%

43.94%

-7.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.03%

39.83%

-3.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.03%

38.86%

-2.83%

DRGN vs. KSTR - Expense Ratio Comparison

DRGN has a 0.39% expense ratio, which is lower than KSTR's 0.89% expense ratio.


Dividends

DRGN vs. KSTR - Dividend Comparison

DRGN's dividend yield for the trailing twelve months is around 1.12%, while KSTR has not paid dividends to shareholders.


Frequently Asked Questions


DRGN and KSTR have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KSTR has higher volatility (21.43%) compared to DRGN (12.89%). In terms of maximum drawdown, DRGN dropped -20.86% vs KSTR's -66.46%.

On 1-year performance, KSTR leads with 66.48% vs 34.63% for DRGN. On fees, DRGN is cheaper at 0.39% per year. On volatility, DRGN has been the lower-risk option at 12.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, KSTR has performed better with a 66.48% return vs 34.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DRGN is cheaper with a 0.39% expense ratio, compared with 0.89% for KSTR.

DRGN has the higher dividend yield at 1.12%, compared with 0.00% for KSTR.

DRGN is categorized as Artificial Intelligence, while KSTR is China Equities. DRGN tracks BITA China Generative AI Select Index, while KSTR tracks SSE Science and Technology Innovation Board 50 Index. They also come from different issuers: Themes and KraneShares. Their fees differ too: 0.39% for DRGN and 0.89% for KSTR.

KSTR currently has the higher Sharpe Ratio (1.48 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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