FTFX.L vs. KSTR.L
FTFX.L (First Trust FactorFX UCITS ETF Class A USD) and KSTR.L (KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF) are both Global Equities funds - FTFX.L tracks the First Trust FactorFX UCITS ETF Class A USD while KSTR.L tracks the KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. Both are passively managed. Over the past 5 years, FTFX.L returned 5.92%/yr vs -0.22%/yr for KSTR.L. At a 0.05 correlation, their price movements are largely independent.
Performance
FTFX.L vs. KSTR.L - Performance Comparison
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Returns By Period
In the year-to-date period, FTFX.L achieves a 6.72% return, which is significantly lower than KSTR.L's 41.53% return.
FTFX.L
- 1D
- 0.81%
- 1M
- 2.12%
- 6M
- 6.59%
- YTD
- 6.72%
- 1Y
- 10.31%
- 3Y*
- 6.78%
- 5Y*
- 5.92%
- 10Y*
- —
KSTR.L
- 1D
- -4.62%
- 1M
- 3.52%
- 6M
- 25.64%
- YTD
- 41.53%
- 1Y
- 93.56%
- 3Y*
- 21.29%
- 5Y*
- -0.22%
- 10Y*
- —
FTFX.L vs. KSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FTFX.L First Trust FactorFX UCITS ETF Class A USD | 6.72% | 8.14% | 7.93% | 9.97% | -1.13% | -2.82% |
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 FTFX.L and KSTR.L is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.05 |
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Return for Risk
FTFX.L vs. KSTR.L — Risk / Return Rank
FTFX.L
KSTR.L
FTFX.L vs. KSTR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust FactorFX UCITS ETF Class A USD (FTFX.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.
| FTFX.L | KSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.38 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.30 | 4.76 | -1.46 |
| Martin ratioReturn relative to average drawdown | 10.01 | 12.21 | -2.19 |
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Drawdowns
FTFX.L vs. KSTR.L - Drawdown Comparison
The maximum FTFX.L drawdown since its inception was -8.13%, smaller than the maximum KSTR.L drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for FTFX.L and KSTR.L.
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Drawdown Indicators
| FTFX.L | KSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.13% | -66.67% | +58.54% |
Max Drawdown (1Y)Largest decline over 1 year | -2.97% | -19.42% | +16.45% |
Max Drawdown (3Y)Largest decline over 3 years | -6.92% | -36.60% | +29.68% |
Max Drawdown (5Y)Largest decline over 5 years | -6.92% | -66.38% | +59.46% |
Current DrawdownCurrent decline from peak | 0.00% | -18.75% | +18.75% |
Average DrawdownAverage peak-to-trough decline | -2.08% | -39.83% | +37.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 7.58% | -6.60% |
Volatility
FTFX.L vs. KSTR.L - Volatility Comparison
The current volatility for First Trust FactorFX UCITS ETF Class A USD (FTFX.L) is 1.26%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 19.20%. This indicates that FTFX.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
| FTFX.L | KSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 19.20% | -17.94% |
Volatility (6M)Calculated over the trailing 6-month period | 4.37% | 33.48% | -29.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.34% | 40.57% | -34.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.33% | 34.52% | -27.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.18% | 34.46% | -28.28% |
Dividends
FTFX.L vs. KSTR.L - Dividend Comparison
Neither FTFX.L nor KSTR.L has paid dividends to shareholders.
Frequently Asked Questions
FTFX.L and KSTR.L have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FTFX.L tracks First Trust FactorFX UCITS ETF Class A USD, while KSTR.L tracks KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. They also come from different issuers: First Trust and KraneShares.
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