AEI vs. CUKS.L

Last updated Apr 1, 2026

Compare and contrast key facts about Alset EHome International Inc. (AEI) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L).

CUKS.L is a passively managed fund by iShares that tracks the performance of the FTSE Small Cap Ex Invest Trust TR GBP. It was launched on Jul 1, 2009.

Performance

AEI vs. CUKS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alset EHome International Inc. (AEI) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L). The values are adjusted to include any dividend payments, if applicable.

AEI vs. CUKS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AEI Alset EHome International Inc.	-46.51%	237.25%	-0.97%	-55.22%	-79.39%	-90.67%	-14.33%
CUKS.L iShares MSCI UK Small Cap UCITS ETF (Acc)	-6.86%	23.57%	3.98%	15.56%	-31.06%	13.30%	5.79%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, AEI achieves a -46.51% return, which is significantly lower than CUKS.L's -6.86% return.

AEI

• 1D: 12.20%
• 1M: -15.98%
• YTD: -46.51%
• 6M: -27.27%
• 1Y: 85.86%
• 3Y*: 4.99%
• 5Y*: -61.88%
• 10Y*: —

CUKS.L

• 1D: 1.16%
• 1M: -12.81%
• YTD: -6.86%
• 6M: -3.88%
• 1Y: 16.24%
• 3Y*: 10.05%
• 5Y*: -0.25%
• 10Y*: 3.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AEI vs. CUKS.L — Risk / Return Rank

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

AEI

AEI Risk / Return Rank: 70
AEI Sharpe Ratio Rank: 64
AEI Sortino Ratio Rank: 78
AEI Omega Ratio Rank: 75
AEI Calmar Ratio Rank: 68
AEI Martin Ratio Rank: 64

CUKS.L

CUKS.L Risk / Return Rank: 45
CUKS.L Sharpe Ratio Rank: 50
CUKS.L Sortino Ratio Rank: 46
CUKS.L Omega Ratio Rank: 48
CUKS.L Calmar Ratio Rank: 40
CUKS.L Martin Ratio Rank: 41

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.

AEI vs. CUKS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alset EHome International Inc. (AEI) and iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.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.

	AEI	CUKS.L	Difference
Sharpe ratio Return per unit of total volatility	0.61	0.89	-0.28
Sortino ratio Return per unit of downside risk	1.97	1.27	+0.70
Omega ratio Gain probability vs. loss probability	1.25	1.18	+0.07
Calmar ratio Return relative to maximum drawdown	1.23	1.04	+0.19
Martin ratio Return relative to average drawdown	2.53	3.86	-1.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AEI vs. CUKS.L - Sharpe Ratio Comparison

The current AEI Sharpe Ratio is 0.61, which is lower than the CUKS.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of AEI and CUKS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AEI	CUKS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	0.89	-0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.52	-0.01	-0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.16	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.43	0.30	-0.73

Correlation

The correlation between AEI and CUKS.L is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AEI vs. CUKS.L - Dividend Comparison

Neither AEI nor CUKS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AEI vs. CUKS.L - Drawdown Comparison

The maximum AEI drawdown since its inception was -99.92%, which is greater than CUKS.L's maximum drawdown of -49.62%. Use the drawdown chart below to compare losses from any high point for AEI and CUKS.L.

Drawdown Indicators

	AEI	CUKS.L	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-42.42%	-57.50%
Max Drawdown (1Y) Largest decline over 1 year	-63.70%	-12.28%	-51.42%
Max Drawdown (5Y) Largest decline over 5 years	-99.80%	-35.35%	-64.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.42%	—
Current Drawdown Current decline from peak	-99.67%	-11.47%	-88.20%
Average Drawdown Average peak-to-trough decline	-93.01%	-9.33%	-83.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.07%	3.22%	+27.85%

Volatility

AEI vs. CUKS.L - Volatility Comparison

Alset EHome International Inc. (AEI) has a higher volatility of 32.83% compared to iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) at 6.55%. This indicates that AEI's price experiences larger fluctuations and is considered to be riskier than CUKS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AEI	CUKS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	32.83%	6.55%	+26.28%
Volatility (6M) Calculated over the trailing 6-month period	75.55%	10.66%	+64.89%
Volatility (1Y) Calculated over the trailing 1-year period	141.93%	18.28%	+123.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	119.87%	19.75%	+100.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	129.73%	21.34%	+108.39%