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iShares MSCI Korea UCITS ETF (Acc) (CSKR.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B5W4TY14
WKNA1C1H3
IssueriShares
Inception DateAug 24, 2010
CategoryAsia Pacific Equities
Index TrackedMSCI Korea NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Korea UCITS ETF (Acc) has a high expense ratio of 0.65%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.65%

Share Price Chart


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iShares MSCI Korea UCITS ETF (Acc)

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Korea UCITS ETF (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.00%
15.74%
CSKR.L (iShares MSCI Korea UCITS ETF (Acc))
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Korea UCITS ETF (Acc) had a return of -4.20% year-to-date (YTD) and 3.37% in the last 12 months. Over the past 10 years, iShares MSCI Korea UCITS ETF (Acc) had an annualized return of 2.00%, while the S&P 500 had an annualized return of 10.53%, indicating that iShares MSCI Korea UCITS ETF (Acc) did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.20%6.12%
1 month-2.81%-1.08%
6 months11.01%15.73%
1 year3.37%22.34%
5 years (annualized)1.87%11.82%
10 years (annualized)2.00%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-9.18%6.33%5.50%
2023-4.90%-7.14%15.12%7.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CSKR.L is 22, indicating that it is in the bottom 22% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CSKR.L is 2222
iShares MSCI Korea UCITS ETF (Acc)(CSKR.L)
The Sharpe Ratio Rank of CSKR.L is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of CSKR.L is 2222Sortino Ratio Rank
The Omega Ratio Rank of CSKR.L is 2222Omega Ratio Rank
The Calmar Ratio Rank of CSKR.L is 2121Calmar Ratio Rank
The Martin Ratio Rank of CSKR.L is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CSKR.L
Sharpe ratio
The chart of Sharpe ratio for CSKR.L, currently valued at 0.15, compared to the broader market0.002.004.000.15
Sortino ratio
The chart of Sortino ratio for CSKR.L, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.38
Omega ratio
The chart of Omega ratio for CSKR.L, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for CSKR.L, currently valued at 0.08, compared to the broader market0.002.004.006.008.0010.0012.000.08
Martin ratio
The chart of Martin ratio for CSKR.L, currently valued at 0.43, compared to the broader market0.0020.0040.0060.0080.000.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares MSCI Korea UCITS ETF (Acc) Sharpe ratio is 0.15. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.15
1.89
CSKR.L (iShares MSCI Korea UCITS ETF (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares MSCI Korea UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-32.33%
-3.66%
CSKR.L (iShares MSCI Korea UCITS ETF (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Korea UCITS ETF (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Korea UCITS ETF (Acc) was 50.88%, occurring on Sep 30, 2022. The portfolio has not yet recovered.

The current iShares MSCI Korea UCITS ETF (Acc) drawdown is 32.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.88%Jan 15, 2021430Sep 30, 2022
-46.07%Jan 26, 2018546Mar 23, 2020164Nov 13, 2020710
-33.7%Jul 31, 2014270Aug 24, 2015429May 8, 2017699
-33.23%May 4, 201140Sep 23, 2011381Jul 29, 2014421
-8.6%Jul 25, 201714Aug 11, 201741Oct 11, 201755

Volatility

Volatility Chart

The current iShares MSCI Korea UCITS ETF (Acc) volatility is 8.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
8.29%
3.44%
CSKR.L (iShares MSCI Korea UCITS ETF (Acc))
Benchmark (^GSPC)