CUKS.L vs. AEI

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) and Alset EHome International Inc. (AEI).

CUKS.L is a passively managed fund by iShares that tracks the performance of the FTSE Small Cap Ex Invest Trust TR GBP. It was launched on Jul 1, 2009.

Performance

CUKS.L vs. AEI - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) and Alset EHome International Inc. (AEI). The values are adjusted to include any dividend payments, if applicable.

CUKS.L vs. AEI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CUKS.L iShares MSCI UK Small Cap UCITS ETF (Acc)	-2.99%	14.90%	5.74%	9.76%	-22.81%	14.33%	3.47%
AEI Alset EHome International Inc.	-47.99%	213.23%	0.76%	-57.46%	-76.94%	-90.58%	-16.21%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, CUKS.L achieves a -2.99% return, which is significantly higher than AEI's -47.99% return.

CUKS.L

• 1D: 2.43%
• 1M: -7.86%
• YTD: -2.99%
• 6M: -0.21%
• 1Y: 15.32%
• 3Y*: 8.35%
• 5Y*: 1.12%
• 10Y*: 4.40%

AEI

• 1D: -4.57%
• 1M: -15.64%
• YTD: -47.99%
• 6M: -30.90%
• 1Y: 73.33%
• 3Y*: 0.99%
• 5Y*: -61.90%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CUKS.L vs. AEI — Risk / Return Rank

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

CUKS.L

CUKS.L Risk / Return Rank: 49
CUKS.L Sharpe Ratio Rank: 53
CUKS.L Sortino Ratio Rank: 51
CUKS.L Omega Ratio Rank: 51
CUKS.L Calmar Ratio Rank: 45
CUKS.L Martin Ratio Rank: 47

AEI

AEI Risk / Return Rank: 67
AEI Sharpe Ratio Rank: 60
AEI Sortino Ratio Rank: 75
AEI Omega Ratio Rank: 73
AEI Calmar Ratio Rank: 66
AEI Martin Ratio Rank: 63

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.

CUKS.L vs. AEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) and Alset EHome International Inc. (AEI). 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.

	CUKS.L	AEI	Difference
Sharpe ratio Return per unit of total volatility	1.01	0.52	+0.49
Sortino ratio Return per unit of downside risk	1.43	1.88	-0.45
Omega ratio Gain probability vs. loss probability	1.20	1.23	-0.03
Calmar ratio Return relative to maximum drawdown	1.27	1.16	+0.11
Martin ratio Return relative to average drawdown	4.88	2.39	+2.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CUKS.L vs. AEI - Sharpe Ratio Comparison

The current CUKS.L Sharpe Ratio is 1.01, which is higher than the AEI Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of CUKS.L and AEI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CUKS.L	AEI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	0.52	+0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.07	-0.52	+0.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	-0.43	+0.88

Correlation

The correlation between CUKS.L and AEI is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CUKS.L vs. AEI - Dividend Comparison

Neither CUKS.L nor AEI has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CUKS.L vs. AEI - Drawdown Comparison

The maximum CUKS.L drawdown since its inception was -42.42%, smaller than the maximum AEI drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for CUKS.L and AEI.

Drawdown Indicators

	CUKS.L	AEI	Difference
Max Drawdown Largest peak-to-trough decline	-42.42%	-99.92%	+57.50%
Max Drawdown (1Y) Largest decline over 1 year	-12.28%	-63.70%	+51.42%
Max Drawdown (5Y) Largest decline over 5 years	-35.35%	-99.80%	+64.45%
Max Drawdown (10Y) Largest decline over 10 years	-42.42%	—	—
Current Drawdown Current decline from peak	-9.32%	-99.68%	+90.36%
Average Drawdown Average peak-to-trough decline	-9.33%	-93.01%	+83.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	31.29%	-28.09%

Volatility

CUKS.L vs. AEI - Volatility Comparison

The current volatility for iShares MSCI UK Small Cap UCITS ETF (Acc) (CUKS.L) is 5.85%, while Alset EHome International Inc. (AEI) has a volatility of 30.78%. This indicates that CUKS.L experiences smaller price fluctuations and is considered to be less risky than AEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CUKS.L	AEI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.85%	30.78%	-24.93%
Volatility (6M) Calculated over the trailing 6-month period	9.80%	74.74%	-64.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.13%	140.91%	-125.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.83%	119.31%	-103.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.92%	129.06%	-112.14%