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CEA1.L vs. CSKR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CEA1.L vs. CSKR.L

Last updated Jun 5, 2026

CEA1.L (iShares MSCI EM Asia UCITS ETF (Acc)) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds from iShares - CEA1.L tracks the MSCI AC Asia Ex Japan NR USD while CSKR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, CEA1.L returned 12.09%/yr vs 17.87%/yr for CSKR.L. A 0.60 correlation means they provide meaningful diversification when combined. CEA1.L charges 0.20%/yr vs 0.65%/yr for CSKR.L.

Performance

CEA1.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CEA1.L is traded in GBp, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CEA1.L achieves a 30.56% return, which is significantly lower than CSKR.L's 107.20% return. Over the past 10 years, CEA1.L has underperformed CSKR.L with an annualized return of 12.09%, while CSKR.L has yielded a comparatively higher 17.87% annualized return.

CEA1.L

1D
-1.69%
1M
8.28%
YTD
30.56%
6M
33.05%
1Y
59.80%
3Y*
23.16%
5Y*
9.12%
10Y*
12.09%

CSKR.L

1D
-4.80%
1M
16.83%
YTD
107.20%
6M
125.38%
1Y
235.82%
3Y*
45.39%
5Y*
19.76%
10Y*
17.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEA1.L vs. CSKR.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CEA1.L
iShares MSCI EM Asia UCITS ETF (Acc)		30.56%25.23%13.67%0.79%-11.96%-4.22%23.90%13.81%-10.88%29.65%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		107.20%85.24%-21.31%13.76%-20.02%-7.37%40.01%6.37%-15.31%31.58%

Correlation

The correlation between CEA1.L and CSKR.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.78

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

0.63

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

0.61

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

0.61

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2014

0.60

The correlation between CEA1.L and CSKR.L shifts across timeframes, from 0.60 (all time) to 0.78 (1 year), reflecting how their relationship changes across market environments.

CEA1.L vs. CSKR.L - Sectors Allocation Comparison

Sectors
CEA1.L
CSKR.L

Technology

49.6%
58.7%

Financial Services

13.7%
8.8%

Consumer Cyclical

9.9%
6.4%

Industrials

7.2%
16.9%

Communication Services

6.5%
2.3%

Basic Materials

3.4%
1.7%

Healthcare

3.0%
2.7%

Energy

2.5%
0.9%

Consumer Defensive

2.2%
1.2%

Utilities

1.4%
0.3%

Real Estate

0.7%

-

Technology

CEA1.L
49.6%
CSKR.L
58.7%

Financial Services

CEA1.L
13.7%
CSKR.L
8.8%

Consumer Cyclical

CEA1.L
9.9%
CSKR.L
6.4%

Industrials

CEA1.L
7.2%
CSKR.L
16.9%

Communication Services

CEA1.L
6.5%
CSKR.L
2.3%

Basic Materials

CEA1.L
3.4%
CSKR.L
1.7%

Healthcare

CEA1.L
3.0%
CSKR.L
2.7%

Energy

CEA1.L
2.5%
CSKR.L
0.9%

Consumer Defensive

CEA1.L
2.2%
CSKR.L
1.2%

Utilities

CEA1.L
1.4%
CSKR.L
0.3%

Real Estate

CEA1.L
0.7%
CSKR.L

-

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iShares MSCI EM Asia UCITS ETF (Acc)

iShares MSCI Korea UCITS ETF (Acc)

Often compared with CEA1.L:
CEA1.L vs. ADIVCEA1.L vs. EMV.LCEA1.L vs. XCX5.LCEA1.L vs. EMIM.LCEA1.L vs. IPACCEA1.L vs. IWDA.LCEA1.L vs. SPY
Often compared with CSKR.L:
CSKR.L vs. TDGB.LCSKR.L vs. EWYCSKR.L vs. BNDCSKR.L vs. IUCD.LCSKR.L vs. FBTU.LCSKR.L vs. AINF.LCSKR.L vs. IEVL.L

Return for Risk

CEA1.L vs. CSKR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CEA1.L
CEA1.L Risk / Return Rank: 8989
Overall Rank
CEA1.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CEA1.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
CEA1.L Omega Ratio Rank: 9191
Omega Ratio Rank
CEA1.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
CEA1.L Martin Ratio Rank: 8686
Martin Ratio Rank
CSKR.L
CSKR.L Risk / Return Rank: 9797
Overall Rank
CSKR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9696
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9696
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.

CEA1.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.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.

CEA1.LCSKR.LDifference
Sharpe ratioReturn per unit of total volatility
3.23
6.19

-2.96

Sortino ratioReturn per unit of downside risk
4.12
5.62

-1.51

Omega ratioGain probability vs. loss probability

1.58

1.83

-0.25

Calmar ratioReturn relative to maximum drawdown

5.09

10.81

-5.72

Martin ratioReturn relative to average drawdown

17.73

38.46

-20.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CEA1.L vs. CSKR.L - Sharpe Ratio Comparison

The current CEA1.L Sharpe Ratio is 3.23, which is lower than the CSKR.L Sharpe Ratio of 6.19. The chart below compares the historical Sharpe Ratios of CEA1.L and CSKR.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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Sharpe Ratios by Period

CEA1.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

6.19

-2.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.73

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.77

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.65

-0.13

Drawdowns

CEA1.L vs. CSKR.L - Drawdown Comparison

The maximum CEA1.L drawdown since its inception was -33.94%, smaller than the maximum CSKR.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for CEA1.L and CSKR.L.

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Drawdown Indicators

CEA1.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.94%

-44.32%

+10.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.68%

-21.66%

+9.98%

Max Drawdown (3Y)

Largest decline over 3 years

-17.35%

-28.94%

+11.59%

Max Drawdown (5Y)

Largest decline over 5 years

-28.87%

-41.04%

+12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-33.94%

-44.32%

+10.38%

Current Drawdown

Current decline from peak

-2.67%

-5.57%

+2.90%

Average Drawdown

Average peak-to-trough decline

-11.09%

-17.89%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

6.10%

-2.74%

Volatility

CEA1.L vs. CSKR.L - Volatility Comparison

The current volatility for iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) is 8.22%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.72%. This indicates that CEA1.L experiences smaller price fluctuations and is considered to be less risky than CSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CEA1.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

17.72%

-9.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

33.18%

-17.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.45%

37.90%

-19.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

27.66%

-9.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.53%

28.22%

-9.69%

CEA1.L vs. CSKR.L - Expense Ratio Comparison

CEA1.L has a 0.20% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.

Dividends

CEA1.L vs. CSKR.L - Dividend Comparison

Neither CEA1.L nor CSKR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CEA1.L and CSKR.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEA1.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEA1.L is cheaper with a 0.20% expense ratio, compared with 0.65% for CSKR.L.

CEA1.L tracks MSCI AC Asia Ex Japan NR USD, while CSKR.L tracks MSCI Korea NR USD. Their fees differ too: 0.20% for CEA1.L and 0.65% for CSKR.L.

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