CSKR.L vs. XGLE.L
CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and XGLE.L (Xtrackers Eurozone Government Bond UCITS ETF 1C) are both exchange-traded funds - CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD, while XGLE.L is a European Government Bonds fund tracking the Bloomberg Euro Agg Govt TR EUR. Both are passively managed. Over the past 10 years, CSKR.L returned 17.00%/yr vs -0.12%/yr for XGLE.L. At a 0.12 correlation, their price movements are largely independent. CSKR.L charges 0.65%/yr vs 0.15%/yr for XGLE.L.
Performance
CSKR.L vs. XGLE.L - Performance Comparison
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Different Trading Currencies
CSKR.L is traded in USD, while XGLE.L is traded in EUR. To make them comparable, the XGLE.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 106.37% return, which is significantly higher than XGLE.L's -1.07% return. Over the past 10 years, CSKR.L has outperformed XGLE.L with an annualized return of 17.00%, while XGLE.L has yielded a comparatively lower -0.12% annualized 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%
XGLE.L
- 1D
- 0.19%
- 1M
- -0.08%
- YTD
- -1.07%
- 6M
- -0.27%
- 1Y
- 1.67%
- 3Y*
- 5.14%
- 5Y*
- -3.19%
- 10Y*
- -0.12%
CSKR.L vs. XGLE.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% | 44.22% |
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | -1.07% | 14.08% | -4.61% | 10.17% | -23.15% | -10.19% | 14.03% | 4.55% | -3.92% | 14.10% |
Correlation
The correlation between CSKR.L and XGLE.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2014 | 0.12 |
The correlation between CSKR.L and XGLE.L shifts across timeframes, from 0.12 (all time) to 0.28 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
CSKR.L vs. XGLE.L — Risk / Return Rank
CSKR.L
XGLE.L
CSKR.L vs. XGLE.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 Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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 | XGLE.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.67 | ||
| Sortino ratioReturn per unit of downside risk | +5.06 | ||
| Omega ratioGain probability vs. loss probability | 1.79 | 1.04 | +0.75 |
| Calmar ratioReturn relative to maximum drawdown | 9.97 | 0.26 | +9.71 |
| Martin ratioReturn relative to average drawdown | 37.50 | 0.68 | +36.82 |
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 | XGLE.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 5.87 | 0.20 | +5.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | -0.31 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | -0.01 | +0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.08 | +0.46 |
Drawdowns
CSKR.L vs. XGLE.L - Drawdown Comparison
The maximum CSKR.L drawdown since its inception was -50.88%, which is greater than XGLE.L's maximum drawdown of -37.96%. Use the drawdown chart below to compare losses from any high point for CSKR.L and XGLE.L.
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Drawdown Indicators
| CSKR.L | XGLE.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.88% | -37.96% | -12.92% |
Max Drawdown (1Y)Largest decline over 1 year | -23.16% | -6.28% | -16.88% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -10.32% | -18.90% |
Max Drawdown (5Y)Largest decline over 5 years | -49.14% | -35.39% | -13.75% |
Max Drawdown (10Y)Largest decline over 10 years | -50.88% | -37.96% | -12.92% |
Current DrawdownCurrent decline from peak | -5.91% | -18.70% | +12.79% |
Average DrawdownAverage peak-to-trough decline | -21.48% | -12.48% | -9.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.17% | 2.45% | +3.72% |
Volatility
CSKR.L vs. XGLE.L - Volatility Comparison
iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a higher volatility of 18.32% compared to Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) at 2.62%. This indicates that CSKR.L's price experiences larger fluctuations and is considered to be riskier than XGLE.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 | XGLE.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.32% | 2.62% | +15.70% |
Volatility (6M)Calculated over the trailing 6-month period | 34.47% | 6.33% | +28.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.40% | 8.39% | +31.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.89% | 10.19% | +18.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 9.18% | +20.08% |
CSKR.L vs. XGLE.L - Expense Ratio Comparison
CSKR.L has a 0.65% expense ratio, which is higher than XGLE.L's 0.15% expense ratio.
Dividends
CSKR.L vs. XGLE.L - Dividend Comparison
Neither CSKR.L nor XGLE.L has paid dividends to shareholders.
Frequently Asked Questions
CSKR.L and XGLE.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGLE.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGLE.L is cheaper with a 0.15% expense ratio, compared with 0.65% for CSKR.L.
CSKR.L is categorized as Asia Pacific Equities, while XGLE.L is European Government Bonds. CSKR.L tracks MSCI Korea NR USD, while XGLE.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: iShares and DWS. Their fees differ too: 0.65% for CSKR.L and 0.15% for XGLE.L.
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