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AASG.L vs. CSKR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AASG.L vs. CSKR.L

Last updated Jun 4, 2026

AASG.L (Amundi MSCI Emerging Markets Asia UCITS ETF USD) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds - AASG.L tracks the MSCI AC Asia Ex Japan NR USD while CSKR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, AASG.L returned 12.54%/yr vs 19.23%/yr for CSKR.L. A 0.59 correlation means they provide meaningful diversification when combined. AASG.L charges 0.20%/yr vs 0.65%/yr for CSKR.L.

Performance

AASG.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AASG.L is traded in GBp, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AASG.L achieves a 32.89% return, which is significantly lower than CSKR.L's 117.58% return. Over the past 10 years, AASG.L has underperformed CSKR.L with an annualized return of 12.54%, while CSKR.L has yielded a comparatively higher 19.23% annualized return.

AASG.L

1D
-0.95%
1M
13.19%
YTD
32.89%
6M
35.83%
1Y
64.11%
3Y*
23.54%
5Y*
9.38%
10Y*
12.54%

CSKR.L

1D
-0.90%
1M
31.40%
YTD
117.58%
6M
136.23%
1Y
260.66%
3Y*
47.90%
5Y*
20.93%
10Y*
19.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AASG.L vs. CSKR.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
AASG.L
Amundi MSCI Emerging Markets Asia UCITS ETF USD		32.89%23.83%14.04%0.69%-11.51%-4.50%24.04%14.10%-10.84%30.20%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		117.58%85.24%-21.31%13.76%-20.02%-7.37%40.01%6.37%-15.31%31.58%

Correlation

The correlation between AASG.L and CSKR.L is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

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

0.60

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.59

The correlation between AASG.L and CSKR.L shifts across timeframes, from 0.59 (5 years) to 0.72 (1 year), reflecting how their relationship changes across market environments.

AASG.L vs. CSKR.L - Sectors Allocation Comparison

Sectors
AASG.L
CSKR.L

Technology

44.9%
58.7%

Financial Services

14.8%
8.8%

Consumer Cyclical

10.6%
6.4%

Industrials

7.8%
16.9%

Communication Services

7.1%
2.3%

Basic Materials

3.9%
1.7%

Healthcare

3.2%
2.7%

Energy

2.9%
0.9%

Consumer Defensive

2.5%
1.2%

Utilities

1.5%
0.3%

Real Estate

0.7%

-

Technology

AASG.L
44.9%
CSKR.L
58.7%

Financial Services

AASG.L
14.8%
CSKR.L
8.8%

Consumer Cyclical

AASG.L
10.6%
CSKR.L
6.4%

Industrials

AASG.L
7.8%
CSKR.L
16.9%

Communication Services

AASG.L
7.1%
CSKR.L
2.3%

Basic Materials

AASG.L
3.9%
CSKR.L
1.7%

Healthcare

AASG.L
3.2%
CSKR.L
2.7%

Energy

AASG.L
2.9%
CSKR.L
0.9%

Consumer Defensive

AASG.L
2.5%
CSKR.L
1.2%

Utilities

AASG.L
1.5%
CSKR.L
0.3%

Real Estate

AASG.L
0.7%
CSKR.L

-

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Amundi MSCI Emerging Markets Asia UCITS ETF USD

iShares MSCI Korea UCITS ETF (Acc)

Often compared with AASG.L:
AASG.L vs. TQQQAASG.L vs. HMXJ.LAASG.L vs. MPXG.LAASG.L vs. IAPD.LAASG.L vs. ASDV.LAASG.L vs. XKS2.LAASG.L vs. 500U.L
Often compared with CSKR.L:
CSKR.L vs. TDGB.LCSKR.L vs. EWYCSKR.L vs. BNDCSKR.L vs. IUCD.LCSKR.L vs. FBTU.LCSKR.L vs. AINF.LCSKR.L vs. IEVL.L

Return for Risk

AASG.L vs. CSKR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AASG.L
AASG.L Risk / Return Rank: 9191
Overall Rank
AASG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AASG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
AASG.L Omega Ratio Rank: 9292
Omega Ratio Rank
AASG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
AASG.L Martin Ratio Rank: 8888
Martin Ratio Rank
CSKR.L
CSKR.L Risk / Return Rank: 9797
Overall Rank
CSKR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9797
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9797
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.

AASG.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). 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.

AASG.LCSKR.LDifference
Sharpe ratioReturn per unit of total volatility
3.50
6.89

-3.39

Sortino ratioReturn per unit of downside risk
4.42
6.06

-1.64

Omega ratioGain probability vs. loss probability

1.62

1.90

-0.28

Calmar ratioReturn relative to maximum drawdown

5.56

11.95

-6.39

Martin ratioReturn relative to average drawdown

19.24

42.58

-23.34

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AASG.L vs. CSKR.L - Sharpe Ratio Comparison

The current AASG.L Sharpe Ratio is 3.50, which is lower than the CSKR.L Sharpe Ratio of 6.89. The chart below compares the historical Sharpe Ratios of AASG.L and CSKR.L, 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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Sharpe Ratios by Period

AASG.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.50

6.89

-3.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.78

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.83

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.68

+0.02

Drawdowns

AASG.L vs. CSKR.L - Drawdown Comparison

The maximum AASG.L drawdown since its inception was -34.12%, smaller than the maximum CSKR.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for AASG.L and CSKR.L.

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Drawdown Indicators

AASG.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-44.32%

+10.20%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-21.66%

+10.20%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-28.94%

+11.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.57%

-41.04%

+12.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

-44.32%

+10.20%

Current Drawdown

Current decline from peak

-0.95%

-0.90%

-0.05%

Average Drawdown

Average peak-to-trough decline

-11.03%

-17.90%

+6.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

6.09%

-2.77%

Volatility

AASG.L vs. CSKR.L - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) is 8.31%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.76%. This indicates that AASG.L experiences smaller price fluctuations and is considered to be less risky than CSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

AASG.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

17.76%

-9.45%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

32.75%

-17.33%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

37.57%

-19.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

27.59%

-9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

28.18%

-9.63%

AASG.L vs. CSKR.L - Expense Ratio Comparison

AASG.L has a 0.20% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.

Dividends

AASG.L vs. CSKR.L - Dividend Comparison

Neither AASG.L nor CSKR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

AASG.L and CSKR.L have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AASG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AASG.L is cheaper with a 0.20% expense ratio, compared with 0.65% for CSKR.L.

AASG.L tracks MSCI AC Asia Ex Japan NR USD, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AASG.L and 0.65% for CSKR.L.

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