CSKR.L vs. IUCD.L
Compare and contrast key facts about iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L).
CSKR.L and IUCD.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. IUCD.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Consumer Discretionary Index. It was launched on Nov 20, 2015. Both CSKR.L and IUCD.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. IUCD.L - Performance Comparison
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CSKR.L vs. IUCD.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% |
IUCD.L iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating | -8.22% | 6.62% | 30.82% | 43.62% | -37.19% | 24.43% | 33.47% | 26.85% | 0.18% | 21.18% |
Returns By Period
In the year-to-date period, CSKR.L achieves a 31.22% return, which is significantly higher than IUCD.L's -8.22% return. Both investments have delivered pretty close results over the past 10 years, with CSKR.L having a 12.52% annualized return and IUCD.L not far ahead at 13.08%.
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%
IUCD.L
- 1D
- 2.54%
- 1M
- -3.24%
- YTD
- -8.22%
- 6M
- -7.46%
- 1Y
- 12.10%
- 3Y*
- 16.84%
- 5Y*
- 6.69%
- 10Y*
- 13.08%
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CSKR.L vs. IUCD.L - Expense Ratio Comparison
CSKR.L has a 0.65% expense ratio, which is higher than IUCD.L's 0.15% expense ratio.
Return for Risk
CSKR.L vs. IUCD.L — Risk / Return Rank
CSKR.L
IUCD.L
CSKR.L vs. IUCD.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 S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.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 | IUCD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.28 | 0.56 | +3.72 |
Sortino ratioReturn per unit of downside risk | 4.55 | 0.95 | +3.60 |
Omega ratioGain probability vs. loss probability | 1.65 | 1.12 | +0.53 |
Calmar ratioReturn relative to maximum drawdown | 6.24 | 0.77 | +5.47 |
Martin ratioReturn relative to average drawdown | 25.15 | 2.55 | +22.60 |
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 | IUCD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.28 | 0.56 | +3.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.29 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.66 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.59 | -0.22 |
Correlation
The correlation between CSKR.L and IUCD.L is 0.40, 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. IUCD.L - Dividend Comparison
Neither CSKR.L nor IUCD.L has paid dividends to shareholders.
Drawdowns
CSKR.L vs. IUCD.L - Drawdown Comparison
The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than IUCD.L's maximum drawdown of -40.70%. Use the drawdown chart below to compare losses from any high point for CSKR.L and IUCD.L.
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Drawdown Indicators
| CSKR.L | IUCD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.88% | -40.70% | -10.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -14.86% | -8.30% |
Max Drawdown (5Y)Largest decline over 5 years | -49.26% | -40.70% | -8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -50.88% | -40.70% | -10.18% |
Current DrawdownCurrent decline from peak | -15.38% | -11.67% | -3.71% |
Average DrawdownAverage peak-to-trough decline | -21.80% | -9.82% | -11.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.75% | 4.46% | +1.29% |
Volatility
CSKR.L vs. IUCD.L - Volatility Comparison
iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 17.75% compared to iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) at 7.51%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than IUCD.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 | IUCD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.75% | 7.51% | +10.24% |
Volatility (6M)Calculated over the trailing 6-month period | 28.78% | 13.00% | +15.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.34% | 21.61% | +11.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.96% | 22.75% | +4.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.38% | 22.60% | +5.78% |