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

Performance

CSKR.L vs. FLXK.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, CSKR.L achieves a 66.06% return, which is significantly lower than FLXK.L's 71.91% return.


CSKR.L

1D
-1.80%
1M
-23.00%
6M
44.64%
YTD
66.06%
1Y
133.25%
3Y*
36.95%
5Y*
14.03%
10Y*
14.10%

FLXK.L

1D
-2.04%
1M
-22.39%
6M
50.11%
YTD
71.91%
1Y
137.12%
3Y*
38.47%
5Y*
15.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
66.06%99.45%-22.66%19.75%-28.52%-8.24%44.24%14.31%
FLXK.L
Franklin FTSE Korea UCITS ETF USD (Acc)
71.91%94.79%-21.63%20.77%-28.01%-6.85%47.31%13.27%

Correlation

The correlation between CSKR.L and FLXK.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.98

The correlation between CSKR.L and FLXK.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

CSKR.L
CSKR.L Risk / Return Rank: 9191
Overall Rank
CSKR.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 8989
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9191
Martin Ratio Rank

FLXK.L
FLXK.L Risk / Return Rank: 9292
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9191
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.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.


CSKR.LFLXK.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.45

1.45

0.00

Calmar ratioReturn relative to maximum drawdown

5.18

5.32

-0.14

Martin ratioReturn relative to average drawdown

16.66

17.39

-0.73

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

The current CSKR.L Sharpe Ratio is 2.96, which is comparable to the FLXK.L Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of CSKR.L and FLXK.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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Drawdowns

CSKR.L vs. FLXK.L - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, roughly equal to the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for CSKR.L and FLXK.L.


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Drawdown Indicators


CSKR.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-49.43%

-1.45%

Max Drawdown (1Y)

Largest decline over 1 year

-25.57%

-25.64%

+0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-28.54%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-47.87%

-47.00%

-0.87%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

Current Drawdown

Current decline from peak

-25.57%

-25.64%

+0.07%

Average Drawdown

Average peak-to-trough decline

-18.15%

-20.23%

+2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.97%

7.86%

+0.11%

Volatility

CSKR.L vs. FLXK.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.L) have volatilities of 18.92% and 18.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSKR.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.92%

18.88%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

40.89%

41.57%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

44.82%

45.12%

-0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.67%

29.63%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.01%

29.60%

-2.59%

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

CSKR.L has a 0.65% expense ratio, which is higher than FLXK.L's 0.09% expense ratio.


Dividends

CSKR.L vs. FLXK.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, CSKR.L and FLXK.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, FLXK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.65% for CSKR.L.

CSKR.L tracks MSCI Korea NR USD, while FLXK.L tracks FTSE Korea 30/18 Capped Index (Net Return). They also come from different issuers: iShares and Franklin. Their fees differ too: 0.65% for CSKR.L and 0.09% for FLXK.L.

Portfolio Optimizer

Find the right allocation for CSKR.L and FLXK.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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