CSKR.L vs. IUAA.L
CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and IUAA.L (iShares US Aggregate Bond UCITS ETF USD Acc) are both exchange-traded funds - CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD, while IUAA.L is a Total Bond Market fund tracking the Bloomberg US Aggregate Bond Index. Both are passively managed. Over the past 5 years, CSKR.L returned 18.48%/yr vs -0.05%/yr for IUAA.L. At a 0.05 correlation, their price movements are largely independent. CSKR.L charges 0.65%/yr vs 0.25%/yr for IUAA.L.
Performance
CSKR.L vs. IUAA.L - Performance Comparison
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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 IUAA.L's -0.10% 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%
IUAA.L
- 1D
- 0.33%
- 1M
- 0.12%
- YTD
- -0.10%
- 6M
- 0.49%
- 1Y
- 4.66%
- 3Y*
- 3.74%
- 5Y*
- -0.05%
- 10Y*
- —
CSKR.L vs. IUAA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 26.37% |
IUAA.L iShares US Aggregate Bond UCITS ETF USD Acc | -0.10% | 7.27% | 1.28% | 4.87% | -12.82% | -2.02% | 7.08% | 8.70% | -0.38% | 1.62% |
Correlation
The correlation between CSKR.L and IUAA.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2017 | 0.05 |
The correlation between CSKR.L and IUAA.L shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSKR.L vs. IUAA.L — Risk / Return Rank
CSKR.L
IUAA.L
CSKR.L vs. IUAA.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 US Aggregate Bond UCITS ETF USD Acc (IUAA.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 | IUAA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.68 | ||
| Sortino ratioReturn per unit of downside risk | +3.65 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.21 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 9.97 | 1.53 | +8.44 |
| Martin ratioReturn relative to average drawdown | 37.50 | 4.92 | +32.59 |
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 | IUAA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.87 | 1.19 | +4.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | -0.01 | +0.67 |
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 | 0.28 | +0.26 |
Drawdowns
CSKR.L vs. IUAA.L - Drawdown Comparison
The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than IUAA.L's maximum drawdown of -19.02%. Use the drawdown chart below to compare losses from any high point for CSKR.L and IUAA.L.
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Drawdown Indicators
| CSKR.L | IUAA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.88% | -19.02% | -31.86% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -3.03% | -20.13% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -5.90% | -23.32% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -18.11% | -31.03% |
Max Drawdown (10Y)Largest decline over 10 years | -50.88% | — | — |
Current DrawdownCurrent decline from peak | -5.91% | -3.38% | -2.53% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -5.58% | -15.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 0.95% | +5.22% |
Volatility
CSKR.L vs. IUAA.L - Volatility Comparison
iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 18.32% compared to iShares US Aggregate Bond UCITS ETF USD Acc (IUAA.L) at 1.61%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than IUAA.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 | IUAA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.32% | 1.61% | +16.71% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 2.95% | +31.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.40% | 3.91% | +35.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.89% | 5.99% | +22.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 5.30% | +23.96% |
CSKR.L vs. IUAA.L - Expense Ratio Comparison
CSKR.L has a 0.65% expense ratio, which is higher than IUAA.L's 0.25% expense ratio.
Dividends
CSKR.L vs. IUAA.L - Dividend Comparison
Neither CSKR.L nor IUAA.L has paid dividends to shareholders.
Frequently Asked Questions
CSKR.L and IUAA.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUAA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUAA.L is cheaper with a 0.25% expense ratio, compared with 0.65% for CSKR.L.
CSKR.L is categorized as Asia Pacific Equities, while IUAA.L is Total Bond Market. CSKR.L tracks MSCI Korea NR USD, while IUAA.L tracks Bloomberg US Aggregate Bond Index. Their fees differ too: 0.65% for CSKR.L and 0.25% for IUAA.L.
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