ISVBF vs. KSTR
ISVBF (iShares MSCI China A UCITS ETF) and KSTR (KraneShares SSE STAR Market 50 Index ETF) are both China Equities funds - ISVBF tracks the MSCI China A Inclusion Index while KSTR tracks the SSE Science and Technology Innovation Board 50 Index. Both are passively managed. Over the past 5 years, ISVBF returned -5.16%/yr vs -0.21%/yr for KSTR. At a 0.22 correlation, their price movements are largely independent. ISVBF charges 0.40%/yr vs 0.89%/yr for KSTR.
Performance
ISVBF vs. KSTR - Performance Comparison
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Returns By Period
In the year-to-date period, ISVBF achieves a -6.46% return, which is significantly lower than KSTR's 32.94% return.
ISVBF
- 1D
- -2.03%
- 1M
- -2.58%
- YTD
- -6.46%
- 6M
- -7.93%
- 1Y
- 7.29%
- 3Y*
- 9.94%
- 5Y*
- -5.16%
- 10Y*
- —
KSTR
- 1D
- 1.39%
- 1M
- 7.01%
- YTD
- 32.94%
- 6M
- 38.23%
- 1Y
- 83.76%
- 3Y*
- 16.36%
- 5Y*
- -0.21%
- 10Y*
- —
ISVBF vs. KSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ISVBF iShares MSCI China A UCITS ETF | -6.46% | 30.64% | 18.96% | -9.28% | -23.01% | -22.12% |
KSTR KraneShares SSE STAR Market 50 Index ETF | 32.94% | 42.82% | 6.12% | -17.93% | -38.51% | 8.42% |
Correlation
The correlation between ISVBF and KSTR is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 6, 2021 | 0.22 |
The correlation between ISVBF and KSTR shifts across timeframes, from 0.22 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ISVBF vs. KSTR — Risk / Return Rank
ISVBF
KSTR
ISVBF vs. KSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI China A UCITS ETF (ISVBF) 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.
| ISVBF | KSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.40 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.38 | 4.76 | -4.38 |
| Martin ratioReturn relative to average drawdown | 0.89 | 12.06 | -11.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ISVBF | KSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 2.37 | -2.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.01 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.15 | -0.00 | -0.15 |
Drawdowns
ISVBF vs. KSTR - Drawdown Comparison
The maximum ISVBF drawdown since its inception was -53.78%, smaller than the maximum KSTR drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for ISVBF and KSTR.
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Drawdown Indicators
| ISVBF | KSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.78% | -66.46% | +12.68% |
Max Drawdown (1Y)Largest decline over 1 year | -19.18% | -17.70% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -23.77% | -41.55% | +17.78% |
Max Drawdown (5Y)Largest decline over 5 years | -53.22% | -66.46% | +13.24% |
Current DrawdownCurrent decline from peak | -24.18% | -10.98% | -13.20% |
Average DrawdownAverage peak-to-trough decline | -32.76% | -38.77% | +6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 6.97% | +1.24% |
Volatility
ISVBF vs. KSTR - Volatility Comparison
The current volatility for iShares MSCI China A UCITS ETF (ISVBF) is 10.81%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 15.14%. This indicates that ISVBF 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
| ISVBF | KSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.81% | 15.14% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 26.21% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.57% | 35.48% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.20% | 38.31% | -8.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.21% | 37.68% | -7.47% |
ISVBF vs. KSTR - Expense Ratio Comparison
ISVBF has a 0.40% expense ratio, which is lower than KSTR's 0.89% expense ratio.
Dividends
ISVBF vs. KSTR - Dividend Comparison
Neither ISVBF nor KSTR has paid dividends to shareholders.
Frequently Asked Questions
ISVBF and KSTR have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KSTR has higher volatility (15.14%) compared to ISVBF (10.81%). In terms of maximum drawdown, ISVBF dropped -53.78% vs KSTR's -66.46%.
On 5-year performance, KSTR leads with -0.21% vs -5.16% for ISVBF. On fees, ISVBF is cheaper at 0.40% per year. On volatility, ISVBF has been the lower-risk option at 10.81%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, KSTR has performed better with a -0.21% return vs -5.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISVBF is cheaper with a 0.40% expense ratio, compared with 0.89% for KSTR.
ISVBF and KSTR have nearly identical dividend yields, around 0.00%.
ISVBF tracks MSCI China A Inclusion Index, while KSTR tracks SSE Science and Technology Innovation Board 50 Index. They also come from different issuers: iShares and KraneShares. Their fees differ too: 0.40% for ISVBF and 0.89% for KSTR.
KSTR currently has the higher Sharpe Ratio (2.37 vs 0.24), 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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