PortfoliosLab logoPortfoliosLab logo
ISVBF vs. KSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISVBF vs. KSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI China A UCITS ETF (ISVBF) and KraneShares SSE STAR Market 50 Index ETF (KSTR). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISVBF vs. KSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ISVBF vs. KSTR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ISVBF
ISVBF Risk / Return Rank: 1313
Overall Rank
ISVBF Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISVBF Sortino Ratio Rank: 1313
Sortino Ratio Rank
ISVBF Omega Ratio Rank: 1313
Omega Ratio Rank
ISVBF Calmar Ratio Rank: 1313
Calmar Ratio Rank
ISVBF Martin Ratio Rank: 1313
Martin Ratio Rank

KSTR
KSTR Risk / Return Rank: 7171
Overall Rank
KSTR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 6464
Sortino Ratio Rank
KSTR Omega Ratio Rank: 6565
Omega Ratio Rank
KSTR Calmar Ratio Rank: 8686
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


ISVBFKSTRDifference
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

ISVBF vs. KSTR - Sharpe Ratio Comparison

The current ISVBF Sharpe Ratio is 0.24, which is lower than the KSTR Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of ISVBF 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.


Loading charts...

Sharpe Ratios by Period


ISVBFKSTRDifference

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.


Loading charts...

Drawdown Indicators


ISVBFKSTRDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-24.18%

-10.98%

-13.20%

Average Drawdown

Average peak-to-trough decline

-32.76%

-38.77%

+6.01%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


ISVBFKSTRDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for ISVBF and KSTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer