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

CSKR.L vs. ITWN.L

Last updated Jun 25, 2026

CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and ITWN.L (iShares MSCI Taiwan UCITS ETF) are both Asia Pacific Equities funds from iShares - CSKR.L tracks the MSCI Korea NR USD while ITWN.L tracks the MSCI Taiwan NR USD. Both are passively managed. Over the past 10 years, CSKR.L returned 17.03%/yr vs 22.08%/yr for ITWN.L. A 0.67 correlation means they provide meaningful diversification when combined. CSKR.L charges 0.65%/yr vs 0.74%/yr for ITWN.L.

Performance

CSKR.L vs. ITWN.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 Taiwan UCITS ETF (ITWN.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSKR.L is traded in USD, while ITWN.L is traded in GBp. To make them comparable, the ITWN.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 100.79% return, which is significantly higher than ITWN.L's 65.54% return. Over the past 10 years, CSKR.L has underperformed ITWN.L with an annualized return of 17.03%, while ITWN.L has yielded a comparatively higher 22.08% annualized return.

CSKR.L

1D
0.97%
1M
6.10%
YTD
100.79%
6M
110.20%
1Y
185.38%
3Y*
48.99%
5Y*
17.78%
10Y*
17.03%

ITWN.L

1D
-1.49%
1M
7.02%
YTD
65.54%
6M
69.06%
1Y
101.34%
3Y*
43.38%
5Y*
21.47%
10Y*
22.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		100.79%99.45%-22.66%19.75%-28.52%-8.24%44.24%10.58%-19.38%42.24%
ITWN.L
iShares MSCI Taiwan UCITS ETF		65.54%31.86%23.68%28.27%-29.51%28.66%34.37%35.09%-9.34%27.66%

Correlation

The correlation between CSKR.L and ITWN.L is 0.68, 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

0.68

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

0.64

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

0.67

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

0.68

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2010

0.67

The correlation between CSKR.L and ITWN.L has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.

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

Sectors
CSKR.L
ITWN.L

Technology

60.3%
82.6%

Industrials

15.4%
1.8%

Financial Services

9.0%
10.4%

Consumer Cyclical

6.4%
0.9%

Communication Services

2.6%
1.3%

Healthcare

2.5%
0.5%

Basic Materials

1.5%
1.8%

Consumer Defensive

1.3%
0.7%

Energy

0.8%

-

Utilities

0.3%

-

Real Estate

-

-

Technology

CSKR.L
60.3%
ITWN.L
82.6%

Industrials

CSKR.L
15.4%
ITWN.L
1.8%

Financial Services

CSKR.L
9.0%
ITWN.L
10.4%

Consumer Cyclical

CSKR.L
6.4%
ITWN.L
0.9%

Communication Services

CSKR.L
2.6%
ITWN.L
1.3%

Healthcare

CSKR.L
2.5%
ITWN.L
0.5%

Basic Materials

CSKR.L
1.5%
ITWN.L
1.8%

Consumer Defensive

CSKR.L
1.3%
ITWN.L
0.7%

Energy

CSKR.L
0.8%
ITWN.L

-

Utilities

CSKR.L
0.3%
ITWN.L

-

Real Estate

CSKR.L

-

ITWN.L

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Korea UCITS ETF (Acc)

iShares MSCI Taiwan UCITS ETF

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. 000660.KSCSKR.L vs. AINF.L
Often compared with ITWN.L:
ITWN.L vs. QQQITWN.L vs. SPINXITWN.L vs. TSMITWN.L vs. VTIITWN.L vs. VWCE.DEITWN.L vs. FLXT.DEITWN.L vs. IUIT.L

Return for Risk

CSKR.L vs. ITWN.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: 9595
Overall Rank
CSKR.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9595
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9595
Martin Ratio Rank
ITWN.L
ITWN.L Risk / Return Rank: 9797
Overall Rank
ITWN.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ITWN.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ITWN.L Omega Ratio Rank: 9696
Omega Ratio Rank
ITWN.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
ITWN.L Martin Ratio Rank: 9696
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. ITWN.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 Taiwan UCITS ETF (ITWN.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.LITWN.LDifference
Sharpe ratioReturn per unit of total volatility
4.40
3.87

+0.53

Sortino ratioReturn per unit of downside risk
4.23
4.51

-0.28

Omega ratioGain probability vs. loss probability

1.64

1.61

+0.03

Calmar ratioReturn relative to maximum drawdown

7.95

8.88

-0.93

Martin ratioReturn relative to average drawdown

27.97

25.78

+2.20

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

The current CSKR.L Sharpe Ratio is 4.40, which is comparable to the ITWN.L Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of CSKR.L and ITWN.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. ITWN.L - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, smaller than the maximum ITWN.L drawdown of -79.46%. Use the drawdown chart below to compare losses from any high point for CSKR.L and ITWN.L.

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Drawdown Indicators

CSKR.LITWN.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-79.46%

+28.58%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-11.35%

-11.81%

Max Drawdown (3Y)

Largest decline over 3 years

-29.00%

-28.01%

-0.99%

Max Drawdown (5Y)

Largest decline over 5 years

-49.12%

-41.23%

-7.89%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

-41.23%

-9.65%

Current Drawdown

Current decline from peak

-10.01%

-6.56%

-3.45%

Average Drawdown

Average peak-to-trough decline

-18.16%

-33.60%

+15.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.60%

3.92%

+2.68%

Volatility

CSKR.L vs. ITWN.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 19.29% compared to iShares MSCI Taiwan UCITS ETF (ITWN.L) at 10.93%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than ITWN.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.LITWN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

10.93%

+8.36%

Volatility (6M)

Calculated over the trailing 6-month period

37.98%

22.04%

+15.94%

Volatility (1Y)

Calculated over the trailing 1-year period

42.15%

26.20%

+15.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.85%

23.13%

+5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.62%

21.63%

+4.99%

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

CSKR.L has a 0.65% expense ratio, which is lower than ITWN.L's 0.74% expense ratio.

Dividends

CSKR.L vs. ITWN.L - Dividend Comparison

CSKR.L has not paid dividends to shareholders, while ITWN.L's dividend yield for the trailing twelve months is around 0.89%.

PositionTTM20252024202320222021202020192018201720162015
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITWN.L
iShares MSCI Taiwan UCITS ETF		0.89%1.50%1.37%2.14%3.54%1.33%1.83%2.30%2.72%2.74%2.86%3.21%

Frequently Asked Questions

CSKR.L and ITWN.L have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSKR.L is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSKR.L is cheaper with a 0.65% expense ratio, compared with 0.74% for ITWN.L.

CSKR.L tracks MSCI Korea NR USD, while ITWN.L tracks MSCI Taiwan NR USD. Their fees differ too: 0.65% for CSKR.L and 0.74% for ITWN.L.

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