ARKI.L vs. MKUW.L
ARKI.L (ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation) and MKUW.L (Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc) are both Technology Equities funds. ARKI.L is actively managed, while MKUW.L is passively managed. Over the past year, ARKI.L returned 20.46% vs 4.11% for MKUW.L. At a 0.22 correlation, their price movements are largely independent. ARKI.L charges 0.75%/yr vs 0.50%/yr for MKUW.L.
Performance
ARKI.L vs. MKUW.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ARKI.L achieves a 7.36% return, which is significantly higher than MKUW.L's 0.89% return.
ARKI.L
- 1D
- 0.00%
- 1M
- -2.18%
- 6M
- 0.41%
- YTD
- 7.36%
- 1Y
- 20.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MKUW.L
- 1D
- 1.09%
- 1M
- -1.83%
- 6M
- 1.55%
- YTD
- 0.89%
- 1Y
- 4.11%
- 3Y*
- 8.26%
- 5Y*
- 7.35%
- 10Y*
- —
ARKI.L vs. MKUW.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ARKI.L ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation | 7.36% | 38.42% | 59.31% |
MKUW.L Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc | 0.89% | 25.35% | 7.44% |
Correlation
The correlation between ARKI.L and MKUW.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2024 | 0.22 |
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
ARKI.L vs. MKUW.L — Risk / Return Rank
ARKI.L
MKUW.L
ARKI.L vs. MKUW.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) and Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc (MKUW.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.
| ARKI.L | MKUW.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.10 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | 0.70 | +0.14 |
| Martin ratioReturn relative to average drawdown | 2.09 | 1.63 | +0.47 |
Loading charts...
Drawdowns
ARKI.L vs. MKUW.L - Drawdown Comparison
The maximum ARKI.L drawdown since its inception was -30.97%, smaller than the maximum MKUW.L drawdown of -37.76%. Use the drawdown chart below to compare losses from any high point for ARKI.L and MKUW.L.
Loading charts...
Drawdown Indicators
| ARKI.L | MKUW.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.97% | -37.76% | +6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -24.05% | -7.47% | -16.58% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.16% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.13% | — |
Current DrawdownCurrent decline from peak | -7.64% | -2.89% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -9.42% | +2.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.76% | 3.24% | +6.52% |
Volatility
ARKI.L vs. MKUW.L - Volatility Comparison
ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) has a higher volatility of 8.70% compared to Invesco Markets PLC - Invesco MSCI Kuwait UCITS ETF USD Acc (MKUW.L) at 2.12%. This indicates that ARKI.L's price experiences larger fluctuations and is considered to be riskier than MKUW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ARKI.L | MKUW.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 2.12% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 22.01% | 8.09% | +13.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.86% | 10.37% | +19.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.04% | 12.77% | +18.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.04% | 16.50% | +14.54% |
ARKI.L vs. MKUW.L - Expense Ratio Comparison
ARKI.L has a 0.75% expense ratio, which is higher than MKUW.L's 0.50% expense ratio.
Dividends
ARKI.L vs. MKUW.L - Dividend Comparison
Neither ARKI.L nor MKUW.L has paid dividends to shareholders.
Frequently Asked Questions
ARKI.L and MKUW.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MKUW.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MKUW.L is cheaper with a 0.50% expense ratio, compared with 0.75% for ARKI.L.
They also come from different issuers: ARK and Invesco. Their fees differ too: 0.75% for ARKI.L and 0.50% for MKUW.L.
Find the right allocation for ARKI.L and MKUW.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