CP9U.L vs. IKOR.L

Last updated Apr 3, 2026

Compare and contrast key facts about Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) and iShares MSCI Korea UCITS ETF (Dist) (IKOR.L).

CP9U.L and IKOR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CP9U.L is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Feb 14, 2018. IKOR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Nov 18, 2005. Both CP9U.L and IKOR.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

CP9U.L vs. IKOR.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 (Dist) (IKOR.L). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
CP9U.L Amundi MSCI Pacific ex Japan UCITS DR	2.20%	12.86%	-0.05%	5.20%	-12.47%	7.60%	1.98%	8.52%
IKOR.L iShares MSCI Korea UCITS ETF (Dist)	25.24%	97.49%	-23.67%	17.79%	-29.19%	-9.31%	41.67%	24.74%

Different Trading Currencies

CP9U.L is traded in USD, while IKOR.L is traded in GBp. To make them comparable, the IKOR.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CP9U.L achieves a 2.20% return, which is significantly lower than IKOR.L's 25.24% return.

CP9U.L

• 1D: -0.39%
• 1M: -1.66%
• YTD: 2.20%
• 6M: 0.71%
• 1Y: 13.52%
• 3Y*: 5.68%
• 5Y*: 2.27%
• 10Y*: —

IKOR.L

• 1D: -3.62%
• 1M: -6.67%
• YTD: 25.24%
• 6M: 52.59%
• 1Y: 131.19%
• 3Y*: 28.43%
• 5Y*: 6.76%
• 10Y*: 10.25%

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

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

CP9U.L has a 0.35% expense ratio, which is lower than IKOR.L's 0.74% expense ratio.

IKOR.L

iShares MSCI Korea UCITS ETF (Dist)

CP9U.L

Amundi MSCI Pacific ex Japan UCITS DR

Return for Risk

CP9U.L vs. IKOR.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: 40
CP9U.L Sharpe Ratio Rank: 41
CP9U.L Sortino Ratio Rank: 39
CP9U.L Omega Ratio Rank: 41
CP9U.L Calmar Ratio Rank: 40
CP9U.L Martin Ratio Rank: 39

IKOR.L

IKOR.L Risk / Return Rank: 98
IKOR.L Sharpe Ratio Rank: 98
IKOR.L Sortino Ratio Rank: 98
IKOR.L Omega Ratio Rank: 97
IKOR.L Calmar Ratio Rank: 97
IKOR.L Martin Ratio Rank: 97

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. IKOR.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 (Dist) (IKOR.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.

	CP9U.L	IKOR.L	Difference
Sharpe ratio Return per unit of total volatility	0.82	3.92	-3.10
Sortino ratio Return per unit of downside risk	1.20	4.25	-3.05
Omega ratio Gain probability vs. loss probability	1.17	1.59	-0.41
Calmar ratio Return relative to maximum drawdown	1.35	5.89	-4.54
Martin ratio Return relative to average drawdown	4.69	23.38	-18.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CP9U.L Sharpe Ratio is 0.82, which is lower than the IKOR.L Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of CP9U.L and IKOR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CP9U.L	IKOR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.82	3.92	-3.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.26	-0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.41	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.19	+0.09

Correlation

The correlation between CP9U.L and IKOR.L is 0.33, 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

CP9U.L vs. IKOR.L - Dividend Comparison

CP9U.L has not paid dividends to shareholders, while IKOR.L's dividend yield for the trailing twelve months is around 0.01%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CP9U.L Amundi MSCI Pacific ex Japan UCITS DR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IKOR.L iShares MSCI Korea UCITS ETF (Dist)	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.01%	0.00%

Drawdowns

CP9U.L vs. IKOR.L - Drawdown Comparison

The maximum CP9U.L drawdown since its inception was -38.03%, smaller than the maximum IKOR.L drawdown of -72.79%. Use the drawdown chart below to compare losses from any high point for CP9U.L and IKOR.L.

Drawdown Indicators

	CP9U.L	IKOR.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.03%	-61.99%	+23.96%
Max Drawdown (1Y) Largest decline over 1 year	-9.96%	-21.71%	+11.75%
Max Drawdown (5Y) Largest decline over 5 years	-25.90%	-44.05%	+18.15%
Max Drawdown (10Y) Largest decline over 10 years	—	-47.08%	—
Current Drawdown Current decline from peak	-5.71%	-17.75%	+12.04%
Average Drawdown Average peak-to-trough decline	-7.43%	-16.71%	+9.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.97%	5.77%	-2.80%

Volatility

CP9U.L vs. IKOR.L - Volatility Comparison

The current volatility for Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) is 5.94%, while iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) has a volatility of 16.97%. This indicates that CP9U.L experiences smaller price fluctuations and is considered to be less risky than IKOR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CP9U.L	IKOR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.94%	16.97%	-11.03%
Volatility (6M) Calculated over the trailing 6-month period	9.84%	28.82%	-18.98%
Volatility (1Y) Calculated over the trailing 1-year period	16.48%	33.25%	-16.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.16%	25.68%	-3.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.51%	25.35%	+2.16%