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Matthews Korea Active ETF (MKOR) Sharpe Ratio: 2.90

ETF · Currency in USD · Last updated Jul 12, 2026

The Matthews Korea Active ETF seeks long-term capital appreciation by investing at least 80% of its net assets in the common and preferred stocks of companies located in South Korea, focusing on those with sustainable growth potential.

MKOR's Sharpe Ratio of 2.90 indicates that for each unit of volatility, it generates 2.90 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 12, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

MKOR Sharpe Ratio Rank

MKOR Sharpe Ratio Rank: 94.595
Exceptional

MKOR ranks above 94.5% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

MKOR Sharpe Ratio Market Positioning

The chart shows MKOR's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.52+
  • Median: 1.38 — half of all investments score higher

How it compares to other similar ETFs

The table compares Matthews Korea Active ETF's Sharpe Ratio with other ETFs in the South Korea Equities, Asia Pacific Equities category across multiple time periods, showing how MKOR's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 12, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KORUDirexion Daily MSCI South Korea Bull 3X Shares3.86
FLTWFranklin FTSE Taiwan ETF3.34
EWTiShares MSCI Taiwan ETF3.18
EWYiShares MSCI South Korea ETF3.13
DXJWisdomTree Japan Hedged Equity Fund3.12
KSTRKraneShares SSE STAR Market 50 Index ETF3.08
FLKRFranklin FTSE South Korea ETF3.07
OPPJWisdomTree Japan Opportunities ETF2.98
MKORMatthews Korea Active ETF2.90
KCAIKraneShares China Alpha Index ETF2.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows MKOR's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when MKOR consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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