ENGY.L vs. CSKR.L
Compare and contrast key facts about SPDR® MSCI Europe Energy UCITS ETF (ENGY.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L).
ENGY.L and CSKR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ENGY.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Energy NR USD. It was launched on Dec 5, 2014. CSKR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Aug 24, 2010. Both ENGY.L and CSKR.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ENGY.L vs. CSKR.L - Performance Comparison
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ENGY.L vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
ENGY.L
CSKR.L
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.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 3.55 | -1.50 |
Sortino ratioReturn per unit of downside risk | 2.48 | 3.90 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.54 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.22 | 4.94 | -2.72 |
Martin ratioReturn relative to average drawdown | 7.36 | 18.57 | -11.21 |
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
| ENGY.L | CSKR.L | Difference | |
|---|---|---|---|
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.
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.L | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | 0.00% | -23.16% | +23.16% |
Average DrawdownAverage peak-to-trough decline | -13.14% | -21.80% | +8.66% |
Ulcer IndexDepth 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.L | CSKR.L | Difference | |
|---|---|---|---|
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% |