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TFLO vs. KSTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TFLO vs. KSTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Treasury Floating Rate Bond ETF (TFLO) and KraneShares SSE STAR Market 50 Index ETF (KSTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TFLO achieves a 2.04% return, which is significantly lower than KSTR's 55.51% return.


TFLO

1D
0.02%
1M
0.33%
6M
1.90%
YTD
2.04%
1Y
3.94%
3Y*
4.68%
5Y*
3.73%
10Y*
2.40%

KSTR

1D
1.65%
1M
19.69%
6M
41.17%
YTD
55.51%
1Y
112.25%
3Y*
25.60%
5Y*
1.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TFLO vs. KSTR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TFLO
iShares Treasury Floating Rate Bond ETF
2.04%4.22%5.34%5.12%1.99%-0.05%
KSTR
KraneShares SSE STAR Market 50 Index ETF
55.51%42.82%6.12%-17.93%-38.51%-2.01%

Correlation

The correlation between TFLO and KSTR is -0.13, 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

-0.13

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

-0.04

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

-0.04

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

-0.03

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Return for Risk

TFLO vs. KSTR — Risk / Return Rank

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

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

KSTR
KSTR Risk / Return Rank: 9191
Overall Rank
KSTR Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 8989
Sortino Ratio Rank
KSTR Omega Ratio Rank: 8989
Omega Ratio Rank
KSTR Calmar Ratio Rank: 9595
Calmar Ratio Rank
KSTR Martin Ratio Rank: 8989
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.

TFLO vs. KSTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Treasury Floating Rate Bond ETF (TFLO) 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.

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.


TFLOKSTRDifference
Sharpe ratioReturn per unit of total volatility

+10.91

Sortino ratioReturn per unit of downside risk

+44.13

Omega ratioGain probability vs. loss probability

12.34

1.44

+10.90

Calmar ratioReturn relative to maximum drawdown

199.41

6.38

+193.03

Martin ratioReturn relative to average drawdown

766.50

15.25

+751.25

TFLO vs. KSTR - Sharpe Ratio Comparison

The current TFLO Sharpe Ratio is 13.67, which is higher than the KSTR Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of TFLO 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.


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Drawdowns

TFLO vs. KSTR - Drawdown Comparison

The maximum TFLO drawdown since its inception was -5.01%, smaller than the maximum KSTR drawdown of -66.46%. Use the drawdown chart below to compare losses from any high point for TFLO and KSTR.


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Drawdown Indicators


TFLOKSTRDifference

Max Drawdown

Largest peak-to-trough decline

-5.01%

-66.46%

+61.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-17.70%

+17.68%

Max Drawdown (3Y)

Largest decline over 3 years

-0.04%

-41.55%

+41.51%

Max Drawdown (5Y)

Largest decline over 5 years

-0.13%

-66.31%

+66.18%

Max Drawdown (10Y)

Largest decline over 10 years

-0.16%

Current Drawdown

Current decline from peak

0.00%

-10.54%

+10.54%

Average Drawdown

Average peak-to-trough decline

-0.10%

-38.13%

+38.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

7.39%

-7.38%

Volatility

TFLO vs. KSTR - Volatility Comparison

The current volatility for iShares Treasury Floating Rate Bond ETF (TFLO) is 0.11%, while KraneShares SSE STAR Market 50 Index ETF (KSTR) has a volatility of 20.12%. This indicates that TFLO 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.


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Volatility by Period


TFLOKSTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.11%

20.12%

-20.01%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

33.27%

-33.06%

Volatility (1Y)

Calculated over the trailing 1-year period

0.29%

40.95%

-40.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.36%

39.31%

-38.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.45%

38.43%

-37.98%

TFLO vs. KSTR - Expense Ratio Comparison

TFLO has a 0.15% expense ratio, which is lower than KSTR's 0.89% expense ratio.


Dividends

TFLO vs. KSTR - Dividend Comparison

TFLO's dividend yield for the trailing twelve months is around 3.84%, while KSTR has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.84%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

Frequently Asked Questions


TFLO and KSTR have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KSTR has higher volatility (20.12%) compared to TFLO (0.11%). In terms of maximum drawdown, TFLO dropped -5.01% vs KSTR's -66.46%.

On 5-year performance, TFLO leads with 3.73% vs 1.32% for KSTR. On fees, TFLO is cheaper at 0.15% per year. On volatility, TFLO has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, TFLO has performed better with a 3.73% return vs 1.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TFLO is cheaper with a 0.15% expense ratio, compared with 0.89% for KSTR.

TFLO has the higher dividend yield at 3.84%, compared with 0.00% for KSTR.

TFLO is categorized as Government Bonds, while KSTR is China Equities. TFLO tracks Bloomberg U.S. Treasury Floating Rate 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: 0.15% for TFLO and 0.89% for KSTR.

TFLO currently has the higher Sharpe Ratio (13.67 vs 2.76), 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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