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KSTR vs. BIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSTR vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares SSE STAR Market 50 Index ETF (KSTR) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KSTR achieves a 31.11% return, which is significantly higher than BIL's 1.46% return.


KSTR

1D
2.65%
1M
4.77%
YTD
31.11%
6M
35.86%
1Y
82.70%
3Y*
15.82%
5Y*
-0.07%
10Y*

BIL

1D
-0.01%
1M
0.28%
YTD
1.46%
6M
1.76%
1Y
3.87%
3Y*
4.63%
5Y*
3.41%
10Y*
2.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSTR vs. BIL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSTR
KraneShares SSE STAR Market 50 Index ETF
31.11%42.82%6.12%-17.93%-38.51%-1.70%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
1.46%4.15%5.19%4.94%1.40%-0.09%

Correlation

The correlation between KSTR and BIL is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.00

The correlation between KSTR and BIL shifts across timeframes, from -0.14 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KSTR vs. BIL — Risk / Return Rank

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

KSTR
KSTR Risk / Return Rank: 7070
Overall Rank
KSTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 6464
Sortino Ratio Rank
KSTR Omega Ratio Rank: 6565
Omega Ratio Rank
KSTR Calmar Ratio Rank: 8585
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6565
Martin Ratio Rank

BIL
BIL Risk / Return Rank: 100100
Overall Rank
BIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
BIL Omega Ratio Rank: 100100
Omega Ratio Rank
BIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
BIL Martin Ratio Rank: 100100
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.

KSTR vs. BIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares SSE STAR Market 50 Index ETF (KSTR) and SPDR Bloomberg 1-3 Month T-Bill ETF (BIL). 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.


KSTRBILDifference

Sharpe ratio

Return per unit of total volatility

2.34

19.71

-17.36

Sortino ratio

Return per unit of downside risk

2.99

174.16

-171.17

Omega ratio

Gain probability vs. loss probability

1.39

87.91

-86.51

Calmar ratio

Return relative to maximum drawdown

4.71

355.62

-350.90

Martin ratio

Return relative to average drawdown

12.00

2,825.49

-2,813.49

KSTR vs. BIL - Sharpe Ratio Comparison

The current KSTR Sharpe Ratio is 2.34, which is lower than the BIL Sharpe Ratio of 19.71. The chart below compares the historical Sharpe Ratios of KSTR and BIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KSTRBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

19.71

-17.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

13.15

-13.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

8.52

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

2.77

-2.78

Drawdowns

KSTR vs. BIL - Drawdown Comparison

The maximum KSTR drawdown since its inception was -66.46%, which is greater than BIL's maximum drawdown of -0.78%. Use the drawdown chart below to compare losses from any high point for KSTR and BIL.


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Drawdown Indicators


KSTRBILDifference

Max Drawdown

Largest peak-to-trough decline

-66.46%

-0.78%

-65.68%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-0.01%

-17.69%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

-0.01%

-41.54%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-0.10%

-66.36%

Max Drawdown (10Y)

Largest decline over 10 years

-0.21%

Current Drawdown

Current decline from peak

-12.20%

-0.01%

-12.19%

Average Drawdown

Average peak-to-trough decline

-38.79%

-0.26%

-38.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

0.00%

+6.95%

Volatility

KSTR vs. BIL - Volatility Comparison

KraneShares SSE STAR Market 50 Index ETF (KSTR) has a higher volatility of 15.14% compared to SPDR Bloomberg 1-3 Month T-Bill ETF (BIL) at 0.05%. This indicates that KSTR's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSTRBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

0.05%

+15.09%

Volatility (6M)

Calculated over the trailing 6-month period

26.19%

0.13%

+26.06%

Volatility (1Y)

Calculated over the trailing 1-year period

35.46%

0.20%

+35.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.31%

0.26%

+38.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.69%

0.26%

+37.43%

KSTR vs. BIL - Expense Ratio Comparison

KSTR has a 0.89% expense ratio, which is higher than BIL's 0.14% expense ratio.


Dividends

KSTR vs. BIL - Dividend Comparison

KSTR has not paid dividends to shareholders, while BIL's dividend yield for the trailing twelve months is around 3.86%.


PositionTTM2025202420232022202120202019201820172016
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%
KSTR
KraneShares SSE STAR Market 50 Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


KSTR and BIL have a correlation of -0.14, 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 BIL (0.05%). In terms of maximum drawdown, KSTR dropped -66.46% vs BIL's -0.78%.

On 5-year performance, BIL leads with 3.41% vs -0.07% for KSTR. On fees, BIL is cheaper at 0.14% per year. On volatility, BIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BIL has performed better with a 3.41% return vs -0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BIL is cheaper with a 0.14% expense ratio, compared with 0.89% for KSTR.

BIL has the higher dividend yield at 3.86%, compared with 0.00% for KSTR.

KSTR is categorized as China Equities, while BIL is Government Bonds. KSTR tracks SSE Science and Technology Innovation Board 50 Index, while BIL tracks Bloomberg 1-3 Month U.S. Treasury Bill Index. They also come from different issuers: KraneShares and State Street. Their fees differ too: 0.89% for KSTR and 0.14% for BIL.

BIL currently has the higher Sharpe Ratio (19.71 vs 2.34), 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

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