AEJL.L vs. KRWL.L
AEJL.L (Lyxor UCITS MSCI AC Asia-Pacific Ex Japan C-E) and KRWL.L (Lyxor MSCI Korea UCITS ETF - Acc) are both exchange-traded funds - AEJL.L is a Asia Pacific Equities fund tracking the MSCI AC Asia Pac Ex JPN NR USD, while KRWL.L is a South Korea Equities fund tracking the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, AEJL.L returned 68.73%/yr vs 13.74%/yr for KRWL.L. A 0.72 correlation means they provide meaningful diversification when combined. AEJL.L charges 0.60%/yr vs 0.45%/yr for KRWL.L.
Performance
AEJL.L vs. KRWL.L - Performance Comparison
Loading charts...
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%
AEJL.L vs. KRWL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AEJL.L vs. KRWL.L — Risk / Return Rank
AEJL.L
KRWL.L
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.L | KRWL.L | Difference | |
|---|---|---|---|
| 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 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| AEJL.L | KRWL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -12.63% | -26.69% | +14.06% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -16.75% | +4.42% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| AEJL.L | KRWL.L | Difference | |
|---|---|---|---|
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.
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.
Find the right allocation for AEJL.L and KRWL.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer