CSKR.L vs. VDPA.L
CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and VDPA.L (Vanguard USD Corporate Bond UCITS ETF USD Accumulation) are both exchange-traded funds - CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD, while VDPA.L is a Corporate Bonds fund tracking the Bloomberg Global Aggregate Corporate - United States Dollar Index. Both are passively managed. Over the past 5 years, CSKR.L returned 18.48%/yr vs 0.73%/yr for VDPA.L. At a 0.14 correlation, their price movements are largely independent. CSKR.L charges 0.65%/yr vs 0.07%/yr for VDPA.L.
Performance
CSKR.L vs. VDPA.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 VDPA.L's 0.41% 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%
VDPA.L
- 1D
- 0.31%
- 1M
- 0.52%
- YTD
- 0.41%
- 6M
- 0.81%
- 1Y
- 5.65%
- 3Y*
- 5.47%
- 5Y*
- 0.73%
- 10Y*
- —
CSKR.L vs. VDPA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 106.37% | 99.44% | -22.66% | 19.75% | -28.52% | -8.24% | 44.24% | 2.02% |
VDPA.L Vanguard USD Corporate Bond UCITS ETF USD Accumulation | 0.41% | 7.78% | 2.83% | 8.05% | -14.88% | -1.21% | 9.15% | 11.79% |
Correlation
The correlation between CSKR.L and VDPA.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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | 0.14 |
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Return for Risk
CSKR.L vs. VDPA.L — Risk / Return Rank
CSKR.L
VDPA.L
CSKR.L vs. VDPA.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 Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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 | VDPA.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.61 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.22 | +0.56 |
| Calmar ratioReturn relative to maximum drawdown | 9.97 | 2.08 | +7.89 |
| Martin ratioReturn relative to average drawdown | 37.50 | 6.51 | +30.99 |
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 | VDPA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.87 | 1.25 | +4.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.11 | +0.55 |
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 | 0.33 | +0.21 |
Drawdowns
CSKR.L vs. VDPA.L - Drawdown Comparison
The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than VDPA.L's maximum drawdown of -21.43%. Use the drawdown chart below to compare losses from any high point for CSKR.L and VDPA.L.
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Drawdown Indicators
| CSKR.L | VDPA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.88% | -21.43% | -29.45% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -2.70% | -20.46% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -5.60% | -23.62% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -21.43% | -27.71% |
Max Drawdown (10Y)Largest decline over 10 years | -50.88% | — | — |
Current DrawdownCurrent decline from peak | -5.91% | -0.80% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -5.98% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 0.87% | +5.30% |
Volatility
CSKR.L vs. VDPA.L - Volatility Comparison
iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 18.32% compared to Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.L) at 1.82%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than VDPA.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 | VDPA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.32% | 1.82% | +16.50% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 3.59% | +30.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.40% | 4.54% | +34.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.89% | 6.86% | +22.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 8.77% | +20.49% |
CSKR.L vs. VDPA.L - Expense Ratio Comparison
CSKR.L has a 0.65% expense ratio, which is higher than VDPA.L's 0.07% expense ratio.
Dividends
CSKR.L vs. VDPA.L - Dividend Comparison
Neither CSKR.L nor VDPA.L has paid dividends to shareholders.
Frequently Asked Questions
CSKR.L and VDPA.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, VDPA.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDPA.L is cheaper with a 0.07% expense ratio, compared with 0.65% for CSKR.L.
CSKR.L is categorized as Asia Pacific Equities, while VDPA.L is Corporate Bonds. CSKR.L tracks MSCI Korea NR USD, while VDPA.L tracks Bloomberg Global Aggregate Corporate - United States Dollar Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.65% for CSKR.L and 0.07% for VDPA.L.
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