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

Performance

ENGY.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
ENGY.L
SPDR® MSCI Europe Energy UCITS ETF
43.86%14.96%-5.53%7.23%38.81%36.72%-31.68%12.44%-2.32%4.96%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
21.04%75.78%-17.56%16.16%-24.09%-1.38%32.35%13.08%-16.39%26.29%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, ENGY.L achieves a 43.86% return, which is significantly higher than CSKR.L's 21.04% return. Over the past 10 years, ENGY.L has outperformed CSKR.L with an annualized return of 12.92%, while CSKR.L has yielded a comparatively lower 11.07% annualized return.


ENGY.L

1D
0.54%
1M
23.09%
YTD
43.86%
6M
52.17%
1Y
46.35%
3Y*
19.83%
5Y*
22.67%
10Y*
12.92%

CSKR.L

1D
-3.02%
1M
-21.43%
YTD
21.04%
6M
53.36%
1Y
111.73%
3Y*
24.18%
5Y*
7.09%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ENGY.L has a 0.18% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.


Return for Risk

ENGY.L vs. CSKR.L — Risk / Return Rank

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

ENGY.L
ENGY.L Risk / Return Rank: 8484
Overall Rank
ENGY.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ENGY.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
ENGY.L Omega Ratio Rank: 8989
Omega Ratio Rank
ENGY.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
ENGY.L Martin Ratio Rank: 7171
Martin Ratio Rank

CSKR.L
CSKR.L Risk / Return Rank: 9898
Overall Rank
CSKR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9797
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSKR.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.

ENGY.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.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.


ENGY.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

2.05

3.55

-1.50

Sortino ratio

Return per unit of downside risk

2.48

3.90

-1.42

Omega ratio

Gain probability vs. loss probability

1.37

1.54

-0.17

Calmar ratio

Return relative to maximum drawdown

2.22

4.94

-2.72

Martin ratio

Return relative to average drawdown

7.36

18.57

-11.21

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

The current ENGY.L Sharpe Ratio is 2.05, which is lower than the CSKR.L Sharpe Ratio of 3.55. The chart below compares the historical Sharpe Ratios of ENGY.L and CSKR.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENGY.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

3.55

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

0.28

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.50

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.39

+0.07

Correlation

The correlation between ENGY.L and CSKR.L is 0.20, 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

ENGY.L vs. CSKR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ENGY.L vs. CSKR.L - Drawdown Comparison

The maximum ENGY.L drawdown since its inception was -58.56%, which is greater than CSKR.L's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for ENGY.L and CSKR.L.


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Drawdown Indicators


ENGY.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.56%

-50.88%

-7.68%

Max Drawdown (1Y)

Largest decline over 1 year

-21.58%

-23.16%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-26.50%

-49.26%

+22.76%

Max Drawdown (10Y)

Largest decline over 10 years

-58.56%

-50.88%

-7.68%

Current Drawdown

Current decline from peak

0.00%

-23.16%

+23.16%

Average Drawdown

Average peak-to-trough decline

-13.14%

-21.80%

+8.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.31%

5.70%

+0.61%

Volatility

ENGY.L vs. CSKR.L - Volatility Comparison

The current volatility for SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) is 7.51%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 16.93%. This indicates that ENGY.L experiences smaller price fluctuations and is considered to be less risky than CSKR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENGY.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.51%

16.93%

-9.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.59%

26.73%

-12.14%

Volatility (1Y)

Calculated over the trailing 1-year period

22.47%

31.42%

-8.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.22%

25.71%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.02%

27.36%

+2.66%