CSKR.L vs. FRXT.L
CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and FRXT.L (Franklin FTSE Taiwan UCITS ETF) are both Asia Pacific Equities funds - CSKR.L tracks the MSCI Korea NR USD while FRXT.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 3 years, CSKR.L returned 49.13%/yr vs 44.94%/yr for FRXT.L. A 0.58 correlation means they provide meaningful diversification when combined. CSKR.L charges 0.65%/yr vs 0.19%/yr for FRXT.L.
Performance
CSKR.L vs. FRXT.L - Performance Comparison
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Different Trading Currencies
CSKR.L is traded in USD, while FRXT.L is traded in GBP. To make them comparable, the FRXT.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CSKR.L achieves a 106.37% return, which is significantly higher than FRXT.L's 67.41% return.
CSKR.L
- 1D
- -4.80%
- 1M
- 15.77%
- YTD
- 106.37%
- 6M
- 126.95%
- 1Y
- 232.60%
- 3Y*
- 49.13%
- 5Y*
- 18.48%
- 10Y*
- 17.00%
FRXT.L
- 1D
- -1.42%
- 1M
- 14.59%
- YTD
- 67.41%
- 6M
- 74.57%
- 1Y
- 119.08%
- 3Y*
- 44.94%
- 5Y*
- —
- 10Y*
- —
CSKR.L vs. FRXT.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 106.37% | 99.44% | -22.66% | 19.75% | -19.72% |
FRXT.L Franklin FTSE Taiwan UCITS ETF | 67.41% | 34.80% | 23.57% | 29.08% | -24.26% |
Correlation
The correlation between CSKR.L and FRXT.L is 0.67, 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 | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022 | 0.58 |
The correlation between CSKR.L and FRXT.L shifts across timeframes, from 0.56 (3 years) to 0.67 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSKR.L vs. FRXT.L — Risk / Return Rank
CSKR.L
FRXT.L
CSKR.L vs. FRXT.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 Taiwan UCITS ETF (FRXT.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.
| CSKR.L | FRXT.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.91 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.77 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 9.97 | 10.55 | -0.57 |
| Martin ratioReturn relative to average drawdown | 37.50 | 33.41 | +4.09 |
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
| CSKR.L | FRXT.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.87 | 4.96 | +0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 1.20 | -0.65 |
Drawdowns
CSKR.L vs. FRXT.L - Drawdown Comparison
The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than FRXT.L's maximum drawdown of -35.76%. Use the drawdown chart below to compare losses from any high point for CSKR.L and FRXT.L.
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Drawdown Indicators
| CSKR.L | FRXT.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.88% | -35.76% | -15.12% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -11.22% | -11.94% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -27.95% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.88% | — | — |
Current DrawdownCurrent decline from peak | -5.91% | -1.88% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -9.28% | -12.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 3.55% | +2.62% |
Volatility
CSKR.L vs. FRXT.L - Volatility Comparison
iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 18.32% compared to Franklin FTSE Taiwan UCITS ETF (FRXT.L) at 9.78%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than FRXT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CSKR.L | FRXT.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.32% | 9.78% | +8.54% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 19.42% | +15.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.40% | 23.89% | +15.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.89% | 22.63% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 22.63% | +6.63% |
CSKR.L vs. FRXT.L - Expense Ratio Comparison
CSKR.L has a 0.65% expense ratio, which is higher than FRXT.L's 0.19% expense ratio.
Dividends
CSKR.L vs. FRXT.L - Dividend Comparison
Neither CSKR.L nor FRXT.L has paid dividends to shareholders.
Frequently Asked Questions
CSKR.L and FRXT.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXT.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXT.L is cheaper with a 0.19% expense ratio, compared with 0.65% for CSKR.L.
CSKR.L tracks MSCI Korea NR USD, while FRXT.L tracks MSCI Taiwan NR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.65% for CSKR.L and 0.19% for FRXT.L.
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