CP9U.L vs. CSKR.L

Last updated Jun 27, 2026

CP9U.L (Amundi MSCI Pacific ex Japan UCITS DR) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds - CP9U.L tracks the MSCI Pacific Ex Japan NR USD while CSKR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 5 years, CP9U.L returned 1.31%/yr vs 18.06%/yr for CSKR.L. A 0.63 correlation means they provide meaningful diversification when combined. CP9U.L charges 0.35%/yr vs 0.65%/yr for CSKR.L.

Performance

CP9U.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CP9U.L achieves a 2.78% return, which is significantly lower than CSKR.L's 103.19% return.

CP9U.L

• 1D: 0.21%
• 1M: 0.11%
• YTD: 2.78%
• 6M: 1.86%
• 1Y: 2.18%
• 3Y*: 6.09%
• 5Y*: 1.31%
• 10Y*: —

CSKR.L

• 1D: -1.77%
• 1M: 1.91%
• YTD: 103.19%
• 6M: 112.71%
• 1Y: 190.35%
• 3Y*: 48.68%
• 5Y*: 18.06%
• 10Y*: 17.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CP9U.L vs. CSKR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CP9U.L Amundi MSCI Pacific ex Japan UCITS DR	2.78%	13.66%	-0.75%	5.20%	-11.91%	5.40%	4.01%	17.83%	-6.13%
CSKR.L iShares MSCI Korea UCITS ETF (Acc)	103.19%	99.45%	-22.66%	19.75%	-28.52%	-8.24%	44.24%	10.58%	-20.45%

Correlation

The correlation between CP9U.L and CSKR.L is 0.51, 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Apr 4, 2018	0.63

The correlation between CP9U.L and CSKR.L shifts across timeframes, from 0.51 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.

CP9U.L vs. CSKR.L - Sectors Allocation Comparison

Sectors	CP9U.L	CSKR.L
Financial Services	46.0%	9.0%
Real Estate	15.9%	-
Basic Materials	11.5%	1.5%
Industrials	8.5%	15.4%
Healthcare	5.1%	2.5%
Consumer Cyclical	4.5%	6.4%
Communication Services	3.2%	2.6%
Consumer Defensive	3.1%	1.3%
Technology	1.6%	60.3%
Utilities	0.7%	0.3%
Energy	-	0.8%

Return for Risk

CP9U.L vs. CSKR.L — Risk / Return Rank

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

CP9U.L

CP9U.L Risk / Return Rank: 11
CP9U.L Sharpe Ratio Rank: 11
CP9U.L Sortino Ratio Rank: 10
CP9U.L Omega Ratio Rank: 10
CP9U.L Calmar Ratio Rank: 11
CP9U.L Martin Ratio Rank: 12

CSKR.L

CSKR.L Risk / Return Rank: 96
CSKR.L Sharpe Ratio Rank: 98
CSKR.L Sortino Ratio Rank: 94
CSKR.L Omega Ratio Rank: 95
CSKR.L Calmar Ratio Rank: 96
CSKR.L Martin Ratio Rank: 96

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.

CP9U.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Pacific ex Japan UCITS DR (CP9U.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.

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.

	CP9U.L	CSKR.L	Difference
Sharpe ratio: Return per unit of total volatility	0.15	4.50	-4.35
Sortino ratio: Return per unit of downside risk	0.33	4.29	-3.95
Omega ratio: Gain probability vs. loss probability	1.04	1.64	-0.61
Calmar ratio: Return relative to maximum drawdown	0.24	8.17	-7.93
Martin ratio: Return relative to average drawdown	0.60	28.55	-27.95

CP9U.L vs. CSKR.L - Sharpe Ratio Comparison

The current CP9U.L Sharpe Ratio is 0.15, which is lower than the CSKR.L Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of CP9U.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.

Drawdowns

CP9U.L vs. CSKR.L - Drawdown Comparison

The maximum CP9U.L drawdown since its inception was -38.76%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for CP9U.L and CSKR.L.

Drawdown Indicators

	CP9U.L	CSKR.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.76%	-50.88%	+12.12%
Max Drawdown (1Y) Largest decline over 1 year	-9.19%	-23.16%	+13.97%
Max Drawdown (3Y) Largest decline over 3 years	-19.04%	-29.00%	+9.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.01%	-48.88%	+20.87%
Max Drawdown (10Y) Largest decline over 10 years	—	-50.88%	—
Current Drawdown Current decline from peak	-6.18%	-8.93%	+2.75%
Average Drawdown Average peak-to-trough decline	-7.99%	-18.16%	+10.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.60%	6.64%	-3.04%

Volatility

CP9U.L vs. CSKR.L - Volatility Comparison

The current volatility for Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) is 4.86%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 19.31%. This indicates that CP9U.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.

Volatility by Period

	CP9U.L	CSKR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	19.31%	-14.45%
Volatility (6M) Calculated over the trailing 6-month period	11.71%	38.13%	-26.42%
Volatility (1Y) Calculated over the trailing 1-year period	14.27%	42.00%	-27.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.98%	28.88%	-11.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.07%	26.61%	-8.54%

CP9U.L vs. CSKR.L - Expense Ratio Comparison

CP9U.L has a 0.35% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.

Dividends

CP9U.L vs. CSKR.L - Dividend Comparison

Neither CP9U.L nor CSKR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CP9U.L and CSKR.L in my portfolio?

CP9U.L and CSKR.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CP9U.L or CSKR.L?

On fees, CP9U.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CP9U.L or CSKR.L?

CP9U.L is cheaper with a 0.35% expense ratio, compared with 0.65% for CSKR.L.

What is the main difference between CP9U.L and CSKR.L?

CP9U.L tracks MSCI Pacific Ex Japan NR USD, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.35% for CP9U.L and 0.65% for CSKR.L.