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CSUS.L vs. FLXK.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSUS.L vs. FLXK.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.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, CSUS.L achieves a 8.92% return, which is significantly lower than FLXK.L's 71.91% return.


CSUS.L

1D
-1.33%
1M
-0.50%
6M
7.87%
YTD
8.92%
1Y
19.61%
3Y*
19.41%
5Y*
12.24%
10Y*
14.58%

FLXK.L

1D
-2.04%
1M
-22.39%
6M
50.11%
YTD
71.91%
1Y
137.12%
3Y*
38.47%
5Y*
15.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSUS.L vs. FLXK.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CSUS.L
iShares VII plc - iShares MSCI USA ETF USD Acc
8.92%17.22%25.29%27.68%-20.12%27.06%20.30%17.79%
FLXK.L
Franklin FTSE Korea UCITS ETF USD (Acc)
71.91%94.79%-21.63%20.77%-28.01%-6.85%47.31%13.27%

Correlation

The correlation between CSUS.L and FLXK.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.58

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

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2019

0.60

The correlation between CSUS.L and FLXK.L has been stable across timeframes, ranging from 0.57 to 0.60 - a consistent structural relationship.

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Return for Risk

CSUS.L vs. FLXK.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSUS.L
CSUS.L Risk / Return Rank: 6363
Overall Rank
CSUS.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CSUS.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
CSUS.L Omega Ratio Rank: 6060
Omega Ratio Rank
CSUS.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CSUS.L Martin Ratio Rank: 6868
Martin Ratio Rank

FLXK.L
FLXK.L Risk / Return Rank: 9292
Overall Rank
FLXK.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLXK.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLXK.L Omega Ratio Rank: 9191
Omega Ratio Rank
FLXK.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLXK.L Martin Ratio Rank: 9393
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.

CSUS.L vs. FLXK.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) and Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSUS.LFLXK.LDifference
Sharpe ratioReturn per unit of total volatility

-1.42

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.29

1.45

-0.16

Calmar ratioReturn relative to maximum drawdown

2.35

5.32

-2.97

Martin ratioReturn relative to average drawdown

9.33

17.39

-8.06

CSUS.L vs. FLXK.L - Sharpe Ratio Comparison

The current CSUS.L Sharpe Ratio is 1.60, which is lower than the FLXK.L Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of CSUS.L and FLXK.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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Drawdowns

CSUS.L vs. FLXK.L - Drawdown Comparison

The maximum CSUS.L drawdown since its inception was -34.38%, smaller than the maximum FLXK.L drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for CSUS.L and FLXK.L.


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Drawdown Indicators


CSUS.LFLXK.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.38%

-49.43%

+15.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-25.64%

+17.33%

Max Drawdown (3Y)

Largest decline over 3 years

-18.85%

-28.54%

+9.69%

Max Drawdown (5Y)

Largest decline over 5 years

-25.44%

-47.00%

+21.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.38%

Current Drawdown

Current decline from peak

-1.74%

-25.64%

+23.90%

Average Drawdown

Average peak-to-trough decline

-3.90%

-20.23%

+16.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

7.86%

-5.76%

Volatility

CSUS.L vs. FLXK.L - Volatility Comparison

The current volatility for iShares VII plc - iShares MSCI USA ETF USD Acc (CSUS.L) is 3.07%, while Franklin FTSE Korea UCITS ETF USD (Acc) (FLXK.L) has a volatility of 18.88%. This indicates that CSUS.L experiences smaller price fluctuations and is considered to be less risky than FLXK.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSUS.LFLXK.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

18.88%

-15.81%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

41.57%

-32.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.25%

45.12%

-32.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.34%

29.63%

-13.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.38%

29.60%

-13.22%

CSUS.L vs. FLXK.L - Expense Ratio Comparison

CSUS.L has a 0.33% expense ratio, which is higher than FLXK.L's 0.09% expense ratio.


Dividends

CSUS.L vs. FLXK.L - Dividend Comparison

Neither CSUS.L nor FLXK.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CSUS.L and FLXK.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLXK.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLXK.L is cheaper with a 0.09% expense ratio, compared with 0.33% for CSUS.L.

CSUS.L is categorized as Large Cap Blend Equities, while FLXK.L is South Korea Equities. CSUS.L tracks Russell 1000 TR USD, while FLXK.L tracks FTSE Korea 30/18 Capped Index (Net Return). They also come from different issuers: iShares and Franklin. Their fees differ too: 0.33% for CSUS.L and 0.09% for FLXK.L.

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