CSKR.L vs. IEVL.L
Compare and contrast key facts about iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR Accumulating (IEVL.L).
CSKR.L and IEVL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSKR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Aug 24, 2010. IEVL.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe Enhanced Value Index. It was launched on Feb 23, 2018. Both CSKR.L and IEVL.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
CSKR.L vs. IEVL.L - Performance Comparison
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CSKR.L vs. IEVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
CSKR.L
IEVL.L
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.L | IEVL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.28 | 2.01 | +2.27 |
Sortino ratioReturn per unit of downside risk | 4.55 | 2.52 | +2.03 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.39 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 6.24 | 3.13 | +3.11 |
Martin ratioReturn relative to average drawdown | 25.15 | 11.10 | +14.05 |
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 | IEVL.L | Difference | |
|---|---|---|---|
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.
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.L | IEVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -15.38% | -4.94% | -10.44% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -7.60% | -14.20% |
Ulcer IndexDepth 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.L | IEVL.L | Difference | |
|---|---|---|---|
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% |