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KSTR vs. FXP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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KSTR vs. FXP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSTR
KraneShares SSE STAR Market 50 Index ETF
-1.77%42.82%6.12%-17.93%-38.51%-1.70%
FXP
ProShares UltraShort FTSE China 50
11.77%-45.32%-52.46%12.74%-11.73%48.71%

Returns By Period

In the year-to-date period, KSTR achieves a -1.77% return, which is significantly lower than FXP's 11.77% return.


KSTR

1D
0.49%
1M
-13.81%
YTD
-1.77%
6M
-9.10%
1Y
31.42%
3Y*
2.49%
5Y*
-3.10%
10Y*

FXP

1D
-5.19%
1M
7.12%
YTD
11.77%
6M
25.78%
1Y
-12.70%
3Y*
-27.68%
5Y*
-16.72%
10Y*
-23.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KSTR vs. FXP - Expense Ratio Comparison

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


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: 5858
Overall Rank
KSTR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 5959
Sortino Ratio Rank
KSTR Omega Ratio Rank: 5656
Omega Ratio Rank
KSTR Calmar Ratio Rank: 7070
Calmar Ratio Rank
KSTR Martin Ratio Rank: 5050
Martin Ratio Rank

FXP
FXP Risk / Return Rank: 88
Overall Rank
FXP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
FXP Sortino Ratio Rank: 99
Sortino Ratio Rank
FXP Omega Ratio Rank: 99
Omega Ratio Rank
FXP Calmar Ratio Rank: 88
Calmar Ratio Rank
FXP Martin Ratio Rank: 1010
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 ratio

Return per unit of total volatility

0.97

-0.27

+1.24

Sortino ratio

Return per unit of downside risk

1.49

-0.07

+1.56

Omega ratio

Gain probability vs. loss probability

1.20

0.99

+0.21

Calmar ratio

Return relative to maximum drawdown

1.76

-0.24

+2.01

Martin ratio

Return relative to average drawdown

4.72

-0.30

+5.02

KSTR vs. FXP - Sharpe Ratio Comparison

The current KSTR Sharpe Ratio is 0.97, which is higher than the FXP Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of KSTR and FXP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KSTRFXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

-0.27

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.27

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.44

+0.29

Correlation

The correlation between KSTR and FXP is -0.49. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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 4.18%.


TTM20252024202320222021202020192018
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%
FXP
ProShares UltraShort FTSE China 50
4.18%9.57%3.55%2.20%0.06%0.00%0.06%1.20%0.16%

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%

-52.42%

+34.72%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-87.85%

+21.39%

Max Drawdown (10Y)

Largest decline over 10 years

-95.29%

Current Drawdown

Current decline from peak

-34.22%

-99.92%

+65.70%

Average Drawdown

Average peak-to-trough decline

-39.46%

-94.10%

+54.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

42.47%

-35.85%

Volatility

KSTR vs. FXP - Volatility Comparison

The current volatility for KraneShares SSE STAR Market 50 Index ETF (KSTR) is 11.77%, while ProShares UltraShort FTSE China 50 (FXP) has a volatility of 13.95%. This indicates that KSTR experiences smaller price fluctuations and is considered to be less risky than FXP based on this measure. 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

11.77%

13.95%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

22.37%

28.87%

-6.50%

Volatility (1Y)

Calculated over the trailing 1-year period

32.49%

47.71%

-15.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.45%

63.04%

-25.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.24%

54.96%

-17.72%