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AEJL.L vs. KRWL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEJL.L vs. KRWL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AEJL.L achieves a 15.41% return, which is significantly lower than KRWL.L's 66.19% return. Over the past 10 years, AEJL.L has outperformed KRWL.L with an annualized return of 68.73%, while KRWL.L has yielded a comparatively lower 13.74% annualized return.


AEJL.L

1D
-2.72%
1M
-9.91%
6M
9.63%
YTD
15.41%
1Y
27.43%
3Y*
16.92%
5Y*
6.34%
10Y*
68.73%

KRWL.L

1D
-1.62%
1M
-22.79%
6M
44.51%
YTD
66.19%
1Y
134.20%
3Y*
35.87%
5Y*
14.86%
10Y*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEJL.L vs. KRWL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AEJL.L
Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E
15.41%20.45%11.91%0.03%-8.06%-2.60%18.01%10,128.27%-10.40%19.27%
KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc
66.19%86.86%-21.27%13.04%-19.64%-7.54%38.43%7.15%-16.77%32.35%

Correlation

The correlation between AEJL.L and KRWL.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.75

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

0.74

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.72

The correlation between AEJL.L and KRWL.L shifts across timeframes, from 0.72 (all time) to 0.83 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AEJL.L vs. KRWL.L — Risk / Return Rank

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

AEJL.L
AEJL.L Risk / Return Rank: 5454
Overall Rank
AEJL.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
AEJL.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
AEJL.L Omega Ratio Rank: 5656
Omega Ratio Rank
AEJL.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
AEJL.L Martin Ratio Rank: 5656
Martin Ratio Rank

KRWL.L
KRWL.L Risk / Return Rank: 9292
Overall Rank
KRWL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KRWL.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
KRWL.L Omega Ratio Rank: 9191
Omega Ratio Rank
KRWL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
KRWL.L Martin Ratio Rank: 9292
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.

AEJL.L vs. KRWL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) and Lyxor MSCI Korea UCITS ETF - Acc (KRWL.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AEJL.LKRWL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-1.35

Omega ratioGain probability vs. loss probability

1.27

1.46

-0.19

Calmar ratioReturn relative to maximum drawdown

2.16

5.00

-2.84

Martin ratioReturn relative to average drawdown

7.29

16.95

-9.66

AEJL.L vs. KRWL.L - Sharpe Ratio Comparison

The current AEJL.L Sharpe Ratio is 1.41, which is lower than the KRWL.L Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of AEJL.L and KRWL.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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Drawdowns

AEJL.L vs. KRWL.L - Drawdown Comparison

The maximum AEJL.L drawdown since its inception was -55.23%, smaller than the maximum KRWL.L drawdown of -99.01%. Use the drawdown chart below to compare losses from any high point for AEJL.L and KRWL.L.


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Drawdown Indicators


AEJL.LKRWL.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.23%

-99.01%

+43.78%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-26.69%

+14.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-28.42%

+11.29%

Max Drawdown (5Y)

Largest decline over 5 years

-22.10%

-39.01%

+16.91%

Max Drawdown (10Y)

Largest decline over 10 years

-28.13%

-99.01%

+70.88%

Current Drawdown

Current decline from peak

-12.63%

-26.69%

+14.06%

Average Drawdown

Average peak-to-trough decline

-12.33%

-16.75%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.75%

7.89%

-4.14%

Volatility

AEJL.L vs. KRWL.L - Volatility Comparison

The current volatility for Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E (AEJL.L) is 8.93%, while Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a volatility of 19.23%. This indicates that AEJL.L experiences smaller price fluctuations and is considered to be less risky than KRWL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEJL.LKRWL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.93%

19.23%

-10.30%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

39.37%

-22.14%

Volatility (1Y)

Calculated over the trailing 1-year period

19.33%

43.21%

-23.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.59%

27.29%

-8.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,741.82%

2,803.18%

-61.36%

AEJL.L vs. KRWL.L - Expense Ratio Comparison

AEJL.L has a 0.60% expense ratio, which is higher than KRWL.L's 0.45% expense ratio.


Dividends

AEJL.L vs. KRWL.L - Dividend Comparison

Neither AEJL.L nor KRWL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AEJL.L and KRWL.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KRWL.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KRWL.L is cheaper with a 0.45% expense ratio, compared with 0.60% for AEJL.L.

AEJL.L is categorized as Asia Pacific Equities, while KRWL.L is South Korea Equities. AEJL.L tracks MSCI AC Asia Pac Ex JPN NR USD, while KRWL.L tracks MSCI Korea NR USD. Their fees differ too: 0.60% for AEJL.L and 0.45% for KRWL.L.

Portfolio Optimizer

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