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

CSKR.L vs. IJPD.L

Last updated Jun 5, 2026

CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and IJPD.L (iShares MSCI Japan USD Hedged UCITS ETF Accumulating) are both exchange-traded funds - CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD, while IJPD.L is a Japan Equities fund tracking the MSCI Japan 100% Hedged to USD Net TR Index. Both are passively managed. Over the past 10 years, CSKR.L returned 17.00%/yr vs 16.03%/yr for IJPD.L. At a 0.38 correlation, their price movements are largely independent. CSKR.L charges 0.65%/yr vs 0.64%/yr for IJPD.L.

Performance

CSKR.L vs. IJPD.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 MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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 106.37% return, which is significantly higher than IJPD.L's 20.15% return. Over the past 10 years, CSKR.L has outperformed IJPD.L with an annualized return of 17.00%, while IJPD.L has yielded a comparatively lower 16.03% annualized 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%

IJPD.L

1D
-0.42%
1M
6.84%
YTD
20.15%
6M
21.96%
1Y
52.94%
3Y*
28.80%
5Y*
21.08%
10Y*
16.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		106.37%99.44%-22.66%19.75%-28.52%-8.24%44.24%10.58%-19.38%44.22%
IJPD.L
iShares MSCI Japan USD Hedged UCITS ETF Accumulating		20.15%29.04%24.14%35.59%-3.08%12.22%10.80%18.74%-14.26%20.81%

Correlation

The correlation between CSKR.L and IJPD.L is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.48

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

0.36

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

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2014

0.38

The correlation between CSKR.L and IJPD.L shifts across timeframes, from 0.36 (3 years) to 0.48 (1 year), reflecting how their relationship changes across market environments.

CSKR.L vs. IJPD.L - Sectors Allocation Comparison

Sectors
CSKR.L
IJPD.L

Technology

58.7%
19.1%

Industrials

16.9%
26.0%

Financial Services

8.8%
17.5%

Consumer Cyclical

6.4%
12.2%

Healthcare

2.7%
6.3%

Communication Services

2.3%
7.9%

Basic Materials

1.7%
3.0%

Consumer Defensive

1.2%
3.6%

Energy

0.9%
1.1%

Utilities

0.3%
1.1%

Real Estate

-

2.3%

Technology

CSKR.L
58.7%
IJPD.L
19.1%

Industrials

CSKR.L
16.9%
IJPD.L
26.0%

Financial Services

CSKR.L
8.8%
IJPD.L
17.5%

Consumer Cyclical

CSKR.L
6.4%
IJPD.L
12.2%

Healthcare

CSKR.L
2.7%
IJPD.L
6.3%

Communication Services

CSKR.L
2.3%
IJPD.L
7.9%

Basic Materials

CSKR.L
1.7%
IJPD.L
3.0%

Consumer Defensive

CSKR.L
1.2%
IJPD.L
3.6%

Energy

CSKR.L
0.9%
IJPD.L
1.1%

Utilities

CSKR.L
0.3%
IJPD.L
1.1%

Real Estate

CSKR.L

-

IJPD.L
2.3%

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iShares MSCI Korea UCITS ETF (Acc)

iShares MSCI Japan USD Hedged UCITS ETF Accumulating

Often compared with CSKR.L:
CSKR.L vs. TDGB.LCSKR.L vs. EWYCSKR.L vs. BNDCSKR.L vs. IUCD.LCSKR.L vs. FBTU.LCSKR.L vs. AINF.LCSKR.L vs. IEVL.L
Often compared with IJPD.L:
IJPD.L vs. IJPA.LIJPD.L vs. IJPE.LIJPD.L vs. IUVL.LIJPD.L vs. GLDIJPD.L vs. EUNL.DEIJPD.L vs. EUNN.DEIJPD.L vs. SGJP.L

Return for Risk

CSKR.L vs. IJPD.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: 9797
Overall Rank
CSKR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9696
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9696
Martin Ratio Rank
IJPD.L
IJPD.L Risk / Return Rank: 8787
Overall Rank
IJPD.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IJPD.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
IJPD.L Omega Ratio Rank: 8585
Omega Ratio Rank
IJPD.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
IJPD.L Martin Ratio Rank: 8989
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. IJPD.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 MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.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.LIJPD.LDifference
Sharpe ratioReturn per unit of total volatility
5.87
2.68

+3.19

Sortino ratioReturn per unit of downside risk
5.41
3.80

+1.61

Omega ratioGain probability vs. loss probability

1.79

1.51

+0.28

Calmar ratioReturn relative to maximum drawdown

9.97

5.65

+4.32

Martin ratioReturn relative to average drawdown

37.50

19.59

+17.91

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current CSKR.L Sharpe Ratio is 5.87, which is higher than the IJPD.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of CSKR.L and IJPD.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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Sharpe Ratios by Period

CSKR.LIJPD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.87

2.68

+3.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.12

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.85

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.68

-0.13

Drawdowns

CSKR.L vs. IJPD.L - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than IJPD.L's maximum drawdown of -31.09%. Use the drawdown chart below to compare losses from any high point for CSKR.L and IJPD.L.

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Drawdown Indicators

CSKR.LIJPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-31.09%

-19.79%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-9.32%

-13.84%

Max Drawdown (3Y)

Largest decline over 3 years

-29.22%

-21.80%

-7.42%

Max Drawdown (5Y)

Largest decline over 5 years

-49.14%

-21.80%

-27.34%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

-31.09%

-19.79%

Current Drawdown

Current decline from peak

-5.91%

-0.42%

-5.49%

Average Drawdown

Average peak-to-trough decline

-21.48%

-6.71%

-14.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

2.69%

+3.48%

Volatility

CSKR.L vs. IJPD.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 18.32% compared to iShares MSCI Japan USD Hedged UCITS ETF Accumulating (IJPD.L) at 3.69%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than IJPD.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.LIJPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.32%

3.69%

+14.63%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

15.31%

+19.16%

Volatility (1Y)

Calculated over the trailing 1-year period

39.40%

19.71%

+19.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.89%

18.78%

+10.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.26%

18.92%

+10.34%

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

CSKR.L has a 0.65% expense ratio, which is higher than IJPD.L's 0.64% expense ratio.

Dividends

CSKR.L vs. IJPD.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

CSKR.L and IJPD.L have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IJPD.L is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IJPD.L is cheaper with a 0.64% expense ratio, compared with 0.65% for CSKR.L.

CSKR.L is categorized as Asia Pacific Equities, while IJPD.L is Japan Equities. CSKR.L tracks MSCI Korea NR USD, while IJPD.L tracks MSCI Japan 100% Hedged to USD Net TR Index. Their fees differ too: 0.65% for CSKR.L and 0.64% for IJPD.L.

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