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KSTR vs. FXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSTR vs. FXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares SSE STAR Market 50 Index ETF (KSTR) and ProShares UltraShort FTSE China 50 (FXP). 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 32.94% return, which is significantly higher than FXP's 13.64% return.


KSTR

1D
1.39%
1M
7.01%
YTD
32.94%
6M
38.23%
1Y
83.76%
3Y*
16.36%
5Y*
-0.21%
10Y*

FXP

1D
4.65%
1M
5.53%
YTD
13.64%
6M
16.82%
1Y
-6.43%
3Y*
-30.22%
5Y*
-16.52%
10Y*
-23.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSTR vs. FXP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSTR
KraneShares SSE STAR Market 50 Index ETF
32.94%42.82%6.12%-17.93%-38.51%-1.70%
FXP
ProShares UltraShort FTSE China 50
13.64%-45.32%-52.46%12.74%-11.73%48.71%

Correlation

The correlation between KSTR and FXP is -0.50, 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

-0.50

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

-0.52

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

-0.47

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

-0.48

The correlation between KSTR and FXP has been stable across timeframes, ranging from -0.52 to -0.47 - a consistent structural relationship.

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Return for Risk

KSTR vs. FXP — Risk / Return Rank

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

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

FXP
FXP Risk / Return Rank: 77
Overall Rank
FXP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 88
Sortino Ratio Rank
FXP Omega Ratio Rank: 88
Omega Ratio Rank
FXP Calmar Ratio Rank: 77
Calmar Ratio Rank
FXP Martin Ratio Rank: 77
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. FXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares SSE STAR Market 50 Index ETF (KSTR) and ProShares UltraShort FTSE China 50 (FXP). 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.


KSTRFXPDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+2.98

Omega ratioGain probability vs. loss probability

1.40

1.00

+0.39

Calmar ratioReturn relative to maximum drawdown

4.76

-0.24

+4.99

Martin ratioReturn relative to average drawdown

12.06

-0.40

+12.46

KSTR vs. FXP - Sharpe Ratio Comparison

The current KSTR Sharpe Ratio is 2.37, which is higher than the FXP Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of KSTR and FXP, 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


KSTRFXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

-0.16

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

-0.26

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

-0.44

+0.44

Drawdowns

KSTR vs. FXP - Drawdown Comparison

The maximum KSTR drawdown since its inception was -66.46%, smaller than the maximum FXP drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for KSTR and FXP.


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Drawdown Indicators


KSTRFXPDifference

Max Drawdown

Largest peak-to-trough decline

-66.46%

-99.94%

+33.48%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-27.21%

+9.51%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

-82.34%

+40.79%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-87.85%

+21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-94.71%

Current Drawdown

Current decline from peak

-10.98%

-99.92%

+88.94%

Average Drawdown

Average peak-to-trough decline

-38.77%

-94.15%

+55.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.97%

17.66%

-10.69%

Volatility

KSTR vs. FXP - Volatility Comparison

KraneShares SSE STAR Market 50 Index ETF (KSTR) and ProShares UltraShort FTSE China 50 (FXP) have volatilities of 15.14% and 15.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSTRFXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

15.06%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

26.21%

28.87%

-2.66%

Volatility (1Y)

Calculated over the trailing 1-year period

35.48%

39.29%

-3.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.31%

63.12%

-24.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.68%

54.91%

-17.23%

KSTR vs. FXP - Expense Ratio Comparison

KSTR has a 0.89% expense ratio, which is lower than FXP's 0.95% expense ratio.


Dividends

KSTR vs. FXP - Dividend Comparison

KSTR has not paid dividends to shareholders, while FXP's dividend yield for the trailing twelve months is around 4.12%.


PositionTTM20252024202320222021202020192018
FXP
ProShares UltraShort FTSE China 50
4.12%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%
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%

Frequently Asked Questions


KSTR and FXP have a correlation of -0.50, 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 FXP (15.06%). In terms of maximum drawdown, KSTR dropped -66.46% vs FXP's -99.94%.

On 5-year performance, KSTR leads with -0.21% vs -16.52% for FXP. On fees, KSTR is cheaper at 0.89% per year. Their volatility is very similar. 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 -16.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KSTR is cheaper with a 0.89% expense ratio, compared with 0.95% for FXP.

FXP has the higher dividend yield at 4.12%, compared with 0.00% for KSTR.

KSTR is categorized as China Equities, while FXP is Leveraged Equities. KSTR tracks SSE Science and Technology Innovation Board 50 Index, while FXP tracks FTSE China 50 Net Tax USD (TR) (-200%). They also come from different issuers: KraneShares and ProShares. Their fees differ too: 0.89% for KSTR and 0.95% for FXP.

KSTR currently has the higher Sharpe Ratio (2.37 vs -0.16), 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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