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

Performance

CSKR.L vs. IEVL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
31.22%99.44%-22.66%19.75%-28.52%-8.24%44.24%10.58%-19.38%44.22%
IEVL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating
3.31%53.14%3.75%17.14%-9.57%18.05%-0.67%19.39%-17.52%26.03%
Different Trading Currencies

CSKR.L is traded in USD, while IEVL.L is traded in EUR. To make them comparable, the IEVL.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 31.22% return, which is significantly higher than IEVL.L's 3.31% return. Over the past 10 years, CSKR.L has outperformed IEVL.L with an annualized return of 12.52%, while IEVL.L has yielded a comparatively lower 10.50% annualized return.


CSKR.L

1D
10.13%
1M
-11.58%
YTD
31.22%
6M
62.22%
1Y
143.28%
3Y*
31.02%
5Y*
8.77%
10Y*
12.52%

IEVL.L

1D
2.78%
1M
-3.81%
YTD
3.31%
6M
13.58%
1Y
37.16%
3Y*
21.09%
5Y*
13.35%
10Y*
10.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CSKR.L has a 0.65% expense ratio, which is higher than IEVL.L's 0.25% expense ratio.


Return for Risk

CSKR.L vs. IEVL.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: 9898
Overall Rank
CSKR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9898
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9898
Martin Ratio Rank

IEVL.L
IEVL.L Risk / Return Rank: 8282
Overall Rank
IEVL.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IEVL.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
IEVL.L Omega Ratio Rank: 8282
Omega Ratio Rank
IEVL.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
IEVL.L Martin Ratio Rank: 8282
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. IEVL.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 iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.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.LIEVL.LDifference

Sharpe ratio

Return per unit of total volatility

4.28

2.01

+2.27

Sortino ratio

Return per unit of downside risk

4.55

2.52

+2.03

Omega ratio

Gain probability vs. loss probability

1.65

1.39

+0.26

Calmar ratio

Return relative to maximum drawdown

6.24

3.13

+3.11

Martin ratio

Return relative to average drawdown

25.15

11.10

+14.05

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

The current CSKR.L Sharpe Ratio is 4.28, which is higher than the IEVL.L Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of CSKR.L and IEVL.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.


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Sharpe Ratios by Period


CSKR.LIEVL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.28

2.01

+2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.72

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.53

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.41

-0.04

Correlation

The correlation between CSKR.L and IEVL.L is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CSKR.L vs. IEVL.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CSKR.L vs. IEVL.L - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than IEVL.L's maximum drawdown of -46.41%. Use the drawdown chart below to compare losses from any high point for CSKR.L and IEVL.L.


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Drawdown Indicators


CSKR.LIEVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-40.09%

-10.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-13.73%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-49.26%

-19.55%

-29.71%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

-40.09%

-10.79%

Current Drawdown

Current decline from peak

-15.38%

-4.94%

-10.44%

Average Drawdown

Average peak-to-trough decline

-21.80%

-7.60%

-14.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

2.88%

+2.87%

Volatility

CSKR.L vs. IEVL.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 17.75% compared to iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L) at 6.55%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than IEVL.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.LIEVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.75%

6.55%

+11.20%

Volatility (6M)

Calculated over the trailing 6-month period

28.78%

11.18%

+17.60%

Volatility (1Y)

Calculated over the trailing 1-year period

33.34%

18.39%

+14.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.96%

18.42%

+8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.38%

19.71%

+8.67%