urlencode() the 'asterisk' (star?) character

I'm testing PHP urlencode() vs. Java java.net.URLEncoder.encode().

Java

String all = "";
for (int i = 32; i < 256; ++i) {
    all += (char) i;
}

System.out.println("All characters:         -||" + all + "||-");
try {
    System.out.println("Encoded characters:     -||" + URLEncoder.encode(all, "utf8") + "||-");
} catch (UnsupportedEncodingException e) {
    e.printStackTrace();
}

PHP

$all = "";
for($i = 32; $i < 256; ++$i)
{
    $all = $all.chr($i);
}

echo($all.PHP_EOL);
echo(urlencode(utf8_encode($all)).PHP_EOL);

All characters seem to be encoded in the same way with both functions, except for the 'asterisk' character that is not encoded by Java, and translated to %2A by PHP. Which behaviour is supposed to be the 'right' one, if any?

Note: I tried with rawurlencode(), too - no luck.