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

Performance

CSKR.L vs. VDPA.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 Vanguard USD Corporate Bond UCITS ETF USD Accumulation (VDPA.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 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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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

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

VDPA.L
VDPA.L Risk / Return Rank: 3838
Overall Rank
VDPA.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VDPA.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
VDPA.L Omega Ratio Rank: 3434
Omega Ratio Rank
VDPA.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
VDPA.L Martin Ratio Rank: 4242
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. 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.LVDPA.LDifference
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

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

The current CSKR.L Sharpe Ratio is 5.87, which is higher than the VDPA.L Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of CSKR.L and VDPA.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.LVDPA.LDifference

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.LVDPA.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.91%

-0.80%

-5.11%

Average Drawdown

Average peak-to-trough decline

-21.48%

-5.98%

-15.50%

Ulcer Index

Depth 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.LVDPA.LDifference

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.


Tickers have no history of dividend payments

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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