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

Performance

FRQX.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin AC Asia ex Japan UCITS ETF (FRQX.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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FRQX.L vs. CSKR.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
FRQX.L
Franklin AC Asia ex Japan UCITS ETF
8.71%21.13%9.39%5.79%-2.53%5.94%3.15%6.30%-4.69%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
28.43%85.24%-21.31%13.76%-20.02%-7.37%40.01%6.37%-10.52%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, FRQX.L achieves a 8.71% return, which is significantly lower than CSKR.L's 28.43% return.


FRQX.L

1D
-1.69%
1M
-6.91%
YTD
8.71%
6M
16.61%
1Y
40.61%
3Y*
14.51%
5Y*
8.51%
10Y*

CSKR.L

1D
-3.34%
1M
-4.61%
YTD
28.43%
6M
55.80%
1Y
130.89%
3Y*
27.23%
5Y*
8.87%
10Y*
12.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

FRQX.L has a 0.40% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.


Return for Risk

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

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

FRQX.L
FRQX.L Risk / Return Rank: 9191
Overall Rank
FRQX.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FRQX.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
FRQX.L Omega Ratio Rank: 8989
Omega Ratio Rank
FRQX.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
FRQX.L Martin Ratio Rank: 9191
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: 9898
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9898
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.

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

This table presents a comparison of risk-adjusted performance metrics for Franklin AC Asia ex Japan UCITS ETF (FRQX.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.


FRQX.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

4.05

-1.93

Sortino ratio

Return per unit of downside risk

2.89

4.36

-1.48

Omega ratio

Gain probability vs. loss probability

1.39

1.62

-0.23

Calmar ratio

Return relative to maximum drawdown

3.50

6.32

-2.82

Martin ratio

Return relative to average drawdown

14.34

23.58

-9.25

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

The current FRQX.L Sharpe Ratio is 2.12, which is lower than the CSKR.L Sharpe Ratio of 4.05. The chart below compares the historical Sharpe Ratios of FRQX.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


FRQX.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

4.05

-1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.35

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.04

Correlation

The correlation between FRQX.L and CSKR.L is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FRQX.L vs. CSKR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FRQX.L vs. CSKR.L - Drawdown Comparison

The maximum FRQX.L drawdown since its inception was -20.77%, smaller than the maximum CSKR.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for FRQX.L and CSKR.L.


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Drawdown Indicators


FRQX.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.77%

-50.88%

+30.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-23.16%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-49.26%

+29.84%

Max Drawdown (10Y)

Largest decline over 10 years

-50.88%

Current Drawdown

Current decline from peak

-9.94%

-18.70%

+8.76%

Average Drawdown

Average peak-to-trough decline

-4.00%

-21.80%

+17.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

5.82%

-2.63%

Volatility

FRQX.L vs. CSKR.L - Volatility Comparison

The current volatility for Franklin AC Asia ex Japan UCITS ETF (FRQX.L) is 10.26%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 16.86%. This indicates that FRQX.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


FRQX.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

16.86%

-6.60%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

28.05%

-12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

32.12%

-13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

25.82%

-11.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.18%

27.45%

-11.27%