ISAC.L vs. KSTR.L
ISAC.L (iShares MSCI ACWI UCITS ETF USD (Acc)) and KSTR.L (KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF) are both Global Equities funds - ISAC.L tracks the MSCI All Country World Index (Net) while KSTR.L tracks the KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF. Both are passively managed. Over the past 5 years, ISAC.L returned 11.12%/yr vs -0.22%/yr for KSTR.L. At a 0.29 correlation, their price movements are largely independent. ISAC.L charges 0.20%/yr vs 0.82%/yr for KSTR.L.
Performance
ISAC.L vs. KSTR.L - Performance Comparison
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Returns By Period
In the year-to-date period, ISAC.L achieves a 11.18% return, which is significantly lower than KSTR.L's 41.53% return.
ISAC.L
- 1D
- 0.12%
- 1M
- -0.60%
- 6M
- 9.67%
- YTD
- 11.18%
- 1Y
- 23.73%
- 3Y*
- 19.02%
- 5Y*
- 11.12%
- 10Y*
- 12.44%
KSTR.L
- 1D
- -4.62%
- 1M
- 3.52%
- 6M
- 25.64%
- YTD
- 41.53%
- 1Y
- 93.56%
- 3Y*
- 21.29%
- 5Y*
- -0.22%
- 10Y*
- —
ISAC.L vs. KSTR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISAC.L iShares MSCI ACWI UCITS ETF USD (Acc) | 11.18% | 22.36% | 17.81% | 22.57% | -18.16% | 7.72% |
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 ISAC.L and KSTR.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.29 |
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Return for Risk
ISAC.L vs. KSTR.L — Risk / Return Rank
ISAC.L
KSTR.L
ISAC.L vs. KSTR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.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.
| ISAC.L | KSTR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.38 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.76 | -2.06 |
| Martin ratioReturn relative to average drawdown | 10.76 | 12.21 | -1.45 |
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Drawdowns
ISAC.L vs. KSTR.L - Drawdown Comparison
The maximum ISAC.L drawdown since its inception was -33.82%, smaller than the maximum KSTR.L drawdown of -66.67%. Use the drawdown chart below to compare losses from any high point for ISAC.L and KSTR.L.
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Drawdown Indicators
| ISAC.L | KSTR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.82% | -66.67% | +32.85% |
Max Drawdown (1Y)Largest decline over 1 year | -8.77% | -19.42% | +10.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.56% | -36.60% | +20.04% |
Max Drawdown (5Y)Largest decline over 5 years | -26.07% | -66.38% | +40.31% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | — | — |
Current DrawdownCurrent decline from peak | -1.03% | -18.75% | +17.72% |
Average DrawdownAverage peak-to-trough decline | -4.62% | -39.83% | +35.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 7.58% | -5.38% |
Volatility
ISAC.L vs. KSTR.L - Volatility Comparison
The current volatility for iShares MSCI ACWI UCITS ETF USD (Acc) (ISAC.L) is 3.18%, while KraneShares ICBCCS SSE Star Market 50 Index UCITS ETF (KSTR.L) has a volatility of 19.20%. This indicates that ISAC.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
| ISAC.L | KSTR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.18% | 19.20% | -16.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.57% | 33.48% | -22.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.88% | 40.57% | -27.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 34.52% | -18.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 34.46% | -18.64% |
ISAC.L vs. KSTR.L - Expense Ratio Comparison
ISAC.L has a 0.20% expense ratio, which is lower than KSTR.L's 0.82% expense ratio.
Dividends
ISAC.L vs. KSTR.L - Dividend Comparison
Neither ISAC.L nor KSTR.L has paid dividends to shareholders.
Frequently Asked Questions
ISAC.L and KSTR.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ISAC.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ISAC.L is cheaper with a 0.20% expense ratio, compared with 0.82% for KSTR.L.
ISAC.L tracks MSCI All Country World Index (Net), 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: 0.20% for ISAC.L and 0.82% for KSTR.L.
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