AUAD.L vs. XKS2.L
Compare and contrast key facts about UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L).
AUAD.L and XKS2.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUAD.L is a passively managed fund by UBS that tracks the performance of the MSCI Australia NR USD. It was launched on Sep 18, 2017. XKS2.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Korea NR USD. It was launched on Jul 5, 2007. Both AUAD.L and XKS2.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUAD.L vs. XKS2.L - Performance Comparison
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AUAD.L vs. XKS2.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AUAD.L UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis | 8.10% | 6.19% | 3.38% | 7.37% | 5.97% | 8.63% | 40.70% |
XKS2.L Xtrackers MSCI Korea UCITS ETF 1C | 32.59% | 85.79% | -21.66% | 13.44% | -19.57% | -7.21% | 64.11% |
Returns By Period
In the year-to-date period, AUAD.L achieves a 8.10% return, which is significantly lower than XKS2.L's 32.59% return.
AUAD.L
- 1D
- 2.07%
- 1M
- -4.90%
- YTD
- 8.10%
- 6M
- 7.26%
- 1Y
- 19.09%
- 3Y*
- 8.28%
- 5Y*
- 7.76%
- 10Y*
- —
XKS2.L
- 1D
- 8.88%
- 1M
- -11.50%
- YTD
- 32.59%
- 6M
- 64.35%
- 1Y
- 135.97%
- 3Y*
- 27.67%
- 5Y*
- 9.68%
- 10Y*
- 12.64%
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AUAD.L vs. XKS2.L - Expense Ratio Comparison
AUAD.L has a 0.40% expense ratio, which is lower than XKS2.L's 0.65% expense ratio.
Return for Risk
AUAD.L vs. XKS2.L — Risk / Return Rank
AUAD.L
XKS2.L
AUAD.L vs. XKS2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.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.
| AUAD.L | XKS2.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.16 | 4.37 | -3.21 |
Sortino ratioReturn per unit of downside risk | 1.59 | 4.66 | -3.08 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.66 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | 1.64 | 6.45 | -4.81 |
Martin ratioReturn relative to average drawdown | 6.27 | 24.37 | -18.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUAD.L | XKS2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 4.37 | -3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.42 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.98 | 0.29 | +0.69 |
Correlation
The correlation between AUAD.L and XKS2.L is 0.40, 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
AUAD.L vs. XKS2.L - Dividend Comparison
AUAD.L's dividend yield for the trailing twelve months is around 2.97%, while XKS2.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AUAD.L UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis | 2.97% | 3.22% | 3.57% | 4.16% | 3.95% | 2.50% | 3.10% | 0.00% | 0.00% |
XKS2.L Xtrackers MSCI Korea UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AUAD.L vs. XKS2.L - Drawdown Comparison
The maximum AUAD.L drawdown since its inception was -21.75%, smaller than the maximum XKS2.L drawdown of -62.63%. Use the drawdown chart below to compare losses from any high point for AUAD.L and XKS2.L.
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Drawdown Indicators
| AUAD.L | XKS2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.75% | -62.63% | +40.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -21.33% | +9.11% |
Max Drawdown (5Y)Largest decline over 5 years | -21.75% | -41.55% | +19.80% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.01% | — |
Current DrawdownCurrent decline from peak | -5.37% | -14.35% | +8.98% |
Average DrawdownAverage peak-to-trough decline | -5.15% | -15.88% | +10.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 5.65% | -2.42% |
Volatility
AUAD.L vs. XKS2.L - Volatility Comparison
The current volatility for UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) is 5.40%, while Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) has a volatility of 15.95%. This indicates that AUAD.L experiences smaller price fluctuations and is considered to be less risky than XKS2.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUAD.L | XKS2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.40% | 15.95% | -10.55% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 26.95% | -16.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 31.02% | -14.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.01% | 23.21% | -6.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.44% | 23.33% | -4.89% |