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CSKR.L vs. XKS2.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CSKR.L vs. XKS2.L

Last updated Jun 5, 2026

CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) and XKS2.L (Xtrackers MSCI Korea UCITS ETF 1C) are both Asia Pacific Equities funds tracking the MSCI Korea NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 10 years, CSKR.L returned 17.00%/yr vs 17.01%/yr for XKS2.L. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

CSKR.L vs. XKS2.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 Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CSKR.L is traded in USD, while XKS2.L is traded in GBp. To make them comparable, the XKS2.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CSKR.L having a 106.37% return and XKS2.L slightly higher at 106.71%. Both investments have delivered pretty close results over the past 10 years, with CSKR.L having a 17.00% annualized return and XKS2.L not far ahead at 17.01%.

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%

XKS2.L

1D
-4.85%
1M
16.09%
YTD
106.71%
6M
127.28%
1Y
234.03%
3Y*
48.94%
5Y*
18.61%
10Y*
17.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSKR.L vs. XKS2.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C		106.71%99.81%-22.97%19.42%-28.16%-8.05%42.89%11.66%-21.26%45.20%

Correlation

The correlation between CSKR.L and XKS2.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2014

0.79

The correlation between CSKR.L and XKS2.L shifts across timeframes, from 0.79 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

CSKR.L vs. XKS2.L - Sectors Allocation Comparison

Sectors
CSKR.L
XKS2.L

Technology

58.7%
56.0%

Industrials

16.9%
18.7%

Financial Services

8.8%
9.2%

Consumer Cyclical

6.4%
5.7%

Healthcare

2.7%
3.0%

Communication Services

2.3%
2.6%

Basic Materials

1.7%
2.0%

Consumer Defensive

1.2%
1.4%

Energy

0.9%
1.1%

Utilities

0.3%
0.4%

Real Estate

-

-

Technology

CSKR.L
58.7%
XKS2.L
56.0%

Industrials

CSKR.L
16.9%
XKS2.L
18.7%

Financial Services

CSKR.L
8.8%
XKS2.L
9.2%

Consumer Cyclical

CSKR.L
6.4%
XKS2.L
5.7%

Healthcare

CSKR.L
2.7%
XKS2.L
3.0%

Communication Services

CSKR.L
2.3%
XKS2.L
2.6%

Basic Materials

CSKR.L
1.7%
XKS2.L
2.0%

Consumer Defensive

CSKR.L
1.2%
XKS2.L
1.4%

Energy

CSKR.L
0.9%
XKS2.L
1.1%

Utilities

CSKR.L
0.3%
XKS2.L
0.4%

Real Estate

CSKR.L

-

XKS2.L

-

Compare stocks, funds, or ETFs

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iShares MSCI Korea UCITS ETF (Acc)

Xtrackers MSCI Korea UCITS ETF 1C

Often compared with CSKR.L:
CSKR.L vs. TDGB.LCSKR.L vs. EWYCSKR.L vs. BNDCSKR.L vs. IUCD.LCSKR.L vs. FBTU.LCSKR.L vs. AINF.LCSKR.L vs. IEVL.L
Often compared with XKS2.L:
XKS2.L vs. LDAG.LXKS2.L vs. HMXD.LXKS2.L vs. UB20.LXKS2.L vs. AUAD.LXKS2.L vs. APEX.LXKS2.L vs. FLRK.LXKS2.L vs. PADV.L

Return for Risk

CSKR.L vs. XKS2.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
XKS2.L
XKS2.L Risk / Return Rank: 9797
Overall Rank
XKS2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XKS2.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XKS2.L Omega Ratio Rank: 9797
Omega Ratio Rank
XKS2.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XKS2.L Martin Ratio Rank: 9797
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. XKS2.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 MSCI Korea UCITS ETF 1C (XKS2.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.LXKS2.LDifference
Sharpe ratioReturn per unit of total volatility
5.87
6.03

-0.16

Sortino ratioReturn per unit of downside risk
5.41
5.57

-0.16

Omega ratioGain probability vs. loss probability

1.79

1.80

-0.01

Calmar ratioReturn relative to maximum drawdown

9.97

10.17

-0.19

Martin ratioReturn relative to average drawdown

37.50

37.92

-0.41

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CSKR.L vs. XKS2.L - Sharpe Ratio Comparison

The current CSKR.L Sharpe Ratio is 5.87, which is comparable to the XKS2.L Sharpe Ratio of 6.03. The chart below compares the historical Sharpe Ratios of CSKR.L and XKS2.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.LXKS2.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.87

6.03

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.68

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

0.66

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.27

+0.27

Drawdowns

CSKR.L vs. XKS2.L - Drawdown Comparison

The maximum CSKR.L drawdown since its inception was -50.88%, smaller than the maximum XKS2.L drawdown of -71.36%. Use the drawdown chart below to compare losses from any high point for CSKR.L and XKS2.L.

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Drawdown Indicators

CSKR.LXKS2.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.88%

-71.36%

+20.48%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-22.86%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-29.22%

-29.16%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-49.14%

-48.56%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

-50.13%

-0.75%

Current Drawdown

Current decline from peak

-5.91%

-5.57%

-0.34%

Average Drawdown

Average peak-to-trough decline

-21.48%

-21.40%

-0.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.17%

6.14%

+0.03%

Volatility

CSKR.L vs. XKS2.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) have volatilities of 18.32% and 17.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CSKR.LXKS2.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.32%

17.96%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

34.47%

33.66%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

39.40%

38.61%

+0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.89%

27.44%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.26%

25.94%

+3.32%

CSKR.L vs. XKS2.L - Expense Ratio Comparison

Both CSKR.L and XKS2.L have an expense ratio of 0.65%.

Dividends

CSKR.L vs. XKS2.L - Dividend Comparison

Neither CSKR.L nor XKS2.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.98, CSKR.L and XKS2.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CSKR.L and XKS2.L have the same expense ratio: 0.65% per year.

Both ETFs track MSCI Korea NR USD. They also come from different issuers: iShares and Xtrackers.

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