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KSTR vs. YANG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSTR vs. YANG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares SSE STAR Market 50 Index ETF (KSTR) and Direxion Daily China 3x Bear Shares (YANG). 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 26.49% return, which is significantly higher than YANG's 5.40% return.


KSTR

1D
-1.30%
1M
-16.50%
6M
12.10%
YTD
26.49%
1Y
66.48%
3Y*
18.43%
5Y*
-2.88%
10Y*
ALL TIME*
-0.96%

YANG

1D
-0.08%
1M
-34.03%
6M
19.25%
YTD
5.40%
1Y
-11.44%
3Y*
-43.40%
5Y*
-39.47%
10Y*
-38.18%
ALL TIME*
-38.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$27.29M$25.28M$18.73M
$20.61M$22.59M$28.35M

KSTR vs. YANG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSTR
KraneShares SSE STAR Market 50 Index ETF
26.49%42.82%6.12%-17.93%-38.51%-2.01%
YANG
Direxion Daily China 3x Bear Shares
5.40%-62.77%-71.41%11.95%-41.34%86.99%

Correlation

The correlation between KSTR and YANG is -0.39, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.39

Correlation (3Y)
Balances recent behavior with more history.

-0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.46

Correlation (All Time)
Calculated using the full available price history since Jan 27, 2021

-0.46

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Return for Risk

KSTR vs. YANG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KSTR
KSTR Risk / Return Rank: 6464
Overall Rank
KSTR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 6363
Sortino Ratio Rank
KSTR Omega Ratio Rank: 6464
Omega Ratio Rank
KSTR Calmar Ratio Rank: 6969
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6161
Martin Ratio Rank

YANG
YANG Risk / Return Rank: 1010
Overall Rank
YANG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
YANG Sortino Ratio Rank: 1313
Sortino Ratio Rank
YANG Omega Ratio Rank: 1212
Omega Ratio Rank
YANG Calmar Ratio Rank: 88
Calmar Ratio Rank
YANG Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KSTR vs. YANG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares SSE STAR Market 50 Index ETF (KSTR) and Direxion Daily China 3x Bear Shares (YANG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


KSTRYANGDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.27

1.03

+0.24

Calmar ratioReturn relative to maximum drawdown

2.38

-0.20

+2.58

Martin ratioReturn relative to average drawdown

7.25

-0.37

+7.62

KSTR vs. YANG - Sharpe Ratio Comparison

The current KSTR Sharpe Ratio is 1.48, which is higher than the YANG Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of KSTR and YANG, 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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Drawdowns

KSTR vs. YANG - Drawdown Comparison

The maximum KSTR drawdown since its inception was -66.46%, smaller than the maximum YANG drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for KSTR and YANG.


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Drawdown Indicators


KSTRYANGDifference

Max Drawdown

Largest peak-to-trough decline

-66.46%

-99.98%

+33.52%

Max Drawdown (1Y)

Largest decline over 1 year

-27.23%

-35.83%

+8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

-94.02%

+52.47%

Max Drawdown (5Y)

Largest decline over 5 years

-65.99%

-97.38%

+31.39%

Max Drawdown (10Y)

Largest decline over 10 years

-99.35%

Current Drawdown

Current decline from peak

-27.23%

-99.98%

+72.75%

Average Drawdown

Average peak-to-trough decline

-37.98%

-90.59%

+52.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.93%

19.03%

-10.10%

Volatility

KSTR vs. YANG - Volatility Comparison

KraneShares SSE STAR Market 50 Index ETF (KSTR) has a higher volatility of 21.43% compared to Direxion Daily China 3x Bear Shares (YANG) at 15.88%. This indicates that KSTR's price experiences larger fluctuations and is considered to be riskier than YANG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSTRYANGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.43%

15.88%

+5.55%

Volatility (6M)

Calculated over the trailing 6-month period

36.10%

43.30%

-7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

43.94%

60.16%

-16.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.83%

93.73%

-53.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.86%

81.91%

-43.05%

KSTR vs. YANG - Expense Ratio Comparison

KSTR has a 0.89% expense ratio, which is lower than YANG's 1.07% expense ratio.


Dividends

KSTR vs. YANG - Dividend Comparison

KSTR has not paid dividends to shareholders, while YANG's dividend yield for the trailing twelve months is around 3.50%.


PositionTTM20252024202320222021202020192018
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%
YANG
Direxion Daily China 3x Bear Shares
3.50%4.03%9.42%3.66%0.00%0.00%0.67%1.54%0.56%

Frequently Asked Questions


KSTR and YANG have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KSTR has higher volatility (21.43%) compared to YANG (15.88%). In terms of maximum drawdown, KSTR dropped -66.46% vs YANG's -99.98%.

On 5-year performance, KSTR leads with -2.88% vs -39.47% for YANG. On fees, KSTR is cheaper at 0.89% per year. On volatility, YANG has been the lower-risk option at 15.88%. 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 -2.88% return vs -39.47%. 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 1.07% for YANG.

YANG has the higher dividend yield at 3.50%, compared with 0.00% for KSTR.

KSTR tracks SSE Science and Technology Innovation Board 50 Index, while YANG tracks FTSE China 50 Index (-300%). They also come from different issuers: KraneShares and Direxion. Their fees differ too: 0.89% for KSTR and 1.07% for YANG.

KSTR currently has the higher Sharpe Ratio (1.48 vs -0.12), 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 KSTR and YANG

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