FSWD.L vs. KSTR.L
FSWD.L (iShares STOXX World Equity Multifactor UCITS ETF USD (Acc)) and KSTR.L (KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF) are both Global Equities funds - FSWD.L tracks the iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) while KSTR.L tracks the KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. Both are passively managed. Over the past 5 years, FSWD.L returned 11.79%/yr vs 1.08%/yr for KSTR.L. At a 0.17 correlation, their price movements are largely independent. FSWD.L charges 0.30%/yr vs 0.82%/yr for KSTR.L.
Performance
FSWD.L vs. KSTR.L - Performance Comparison
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Different Trading Currencies
FSWD.L is traded in GBp, while KSTR.L is traded in USD. To make them comparable, the KSTR.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, FSWD.L achieves a 12.69% return, which is significantly lower than KSTR.L's 47.78% return.
FSWD.L
- 1D
- -0.09%
- 1M
- 0.20%
- 6M
- 12.10%
- YTD
- 12.69%
- 1Y
- 25.25%
- 3Y*
- 19.01%
- 5Y*
- 11.79%
- 10Y*
- 11.62%
KSTR.L
- 1D
- 0.00%
- 1M
- 7.59%
- 6M
- 30.93%
- YTD
- 47.78%
- 1Y
- 100.79%
- 3Y*
- 21.82%
- 5Y*
- 1.08%
- 10Y*
- —
FSWD.L vs. KSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FSWD.L iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) | 12.69% | 17.16% | 18.87% | 9.04% | -5.40% | 11.10% |
KSTR.L KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF | 47.78% | 32.59% | 7.07% | -22.86% | -30.81% | 7.24% |
Correlation
The correlation between FSWD.L and KSTR.L is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.17 |
The correlation between FSWD.L and KSTR.L shifts across timeframes, from 0.15 (3 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
FSWD.L vs. KSTR.L — Risk / Return Rank
FSWD.L
KSTR.L
FSWD.L vs. KSTR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.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.
| FSWD.L | KSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.42 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.53 | 5.51 | -0.97 |
| Martin ratioReturn relative to average drawdown | 17.41 | 13.88 | +3.53 |
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Drawdowns
FSWD.L vs. KSTR.L - Drawdown Comparison
The maximum FSWD.L drawdown since its inception was -37.43%, smaller than the maximum KSTR.L drawdown of -65.22%. Use the drawdown chart below to compare losses from any high point for FSWD.L and KSTR.L.
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Drawdown Indicators
| FSWD.L | KSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.43% | -65.22% | +27.79% |
Max Drawdown (1Y)Largest decline over 1 year | -5.90% | -18.17% | +12.27% |
Max Drawdown (3Y)Largest decline over 3 years | -19.93% | -38.63% | +18.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.93% | -65.22% | +45.29% |
Max Drawdown (10Y)Largest decline over 10 years | -26.27% | — | — |
Current DrawdownCurrent decline from peak | -0.91% | -16.50% | +15.59% |
Average DrawdownAverage peak-to-trough decline | -7.38% | -35.63% | +28.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.54% | 7.22% | -5.68% |
Volatility
FSWD.L vs. KSTR.L - Volatility Comparison
The current volatility for iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) (FSWD.L) is 2.81%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 18.96%. This indicates that FSWD.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
| FSWD.L | KSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.81% | 18.96% | -16.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.32% | 32.99% | -24.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 39.98% | -28.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.86% | 33.76% | -14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.40% | 33.70% | -16.30% |
FSWD.L vs. KSTR.L - Expense Ratio Comparison
FSWD.L has a 0.30% expense ratio, which is lower than KSTR.L's 0.82% expense ratio.
Dividends
FSWD.L vs. KSTR.L - Dividend Comparison
Neither FSWD.L nor KSTR.L has paid dividends to shareholders.
Frequently Asked Questions
FSWD.L and KSTR.L have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSWD.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSWD.L is cheaper with a 0.30% expense ratio, compared with 0.82% for KSTR.L.
FSWD.L tracks iShares STOXX World Equity Multifactor UCITS ETF USD (Acc), 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: 0.30% for FSWD.L and 0.82% for KSTR.L.
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