GXDW vs. CSKR.L
Compare and contrast key facts about Global X Dorsey Wright Thematic ETF (GXDW) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L).
GXDW 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. GXDW is a passively managed fund by Global X that tracks the performance of the Nasdaq Dorsey Wright Thematic Rotation Total Return Index. It was launched on Oct 25, 2019. 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 GXDW 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
GXDW vs. CSKR.L - Performance Comparison
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GXDW vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GXDW Global X Dorsey Wright Thematic ETF | -5.33% | 3.52% | -3.55% | 10.26% | -48.08% | 3.21% | 61.07% | 4.70% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 31.22% | 99.44% | -22.66% | 19.75% | -28.52% | -8.24% | 44.24% | 4.98% |
Returns By Period
In the year-to-date period, GXDW achieves a -5.33% return, which is significantly lower than CSKR.L's 31.22% return.
GXDW
- 1D
- 1.58%
- 1M
- -4.04%
- YTD
- -5.33%
- 6M
- -16.58%
- 1Y
- 1.48%
- 3Y*
- -2.35%
- 5Y*
- -12.97%
- 10Y*
- —
CSKR.L
- 1D
- 10.13%
- 1M
- -11.58%
- YTD
- 31.22%
- 6M
- 62.22%
- 1Y
- 143.28%
- 3Y*
- 31.02%
- 5Y*
- 8.77%
- 10Y*
- 12.52%
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GXDW vs. CSKR.L - Expense Ratio Comparison
GXDW has a 0.50% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Return for Risk
GXDW vs. CSKR.L — Risk / Return Rank
GXDW
CSKR.L
GXDW vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Dorsey Wright Thematic ETF (GXDW) 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.
| GXDW | CSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.05 | 4.28 | -4.23 |
Sortino ratioReturn per unit of downside risk | 0.27 | 4.55 | -4.28 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.65 | -0.61 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 6.24 | -6.19 |
Martin ratioReturn relative to average drawdown | 0.12 | 25.15 | -25.04 |
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
| GXDW | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 4.28 | -4.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.48 | 0.33 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.37 | -0.40 |
Correlation
The correlation between GXDW and CSKR.L is 0.37, 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
GXDW vs. CSKR.L - Dividend Comparison
GXDW's dividend yield for the trailing twelve months is around 1.48%, while CSKR.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
GXDW Global X Dorsey Wright Thematic ETF | 1.48% | 1.40% | 1.08% | 1.99% | 1.48% | 1.56% | 0.48% | 0.31% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GXDW vs. CSKR.L - Drawdown Comparison
The maximum GXDW drawdown since its inception was -67.81%, which is greater than CSKR.L's maximum drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for GXDW and CSKR.L.
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Drawdown Indicators
| GXDW | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.81% | -50.88% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -24.65% | -23.16% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -61.17% | -49.26% | -11.91% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.88% | — |
Current DrawdownCurrent decline from peak | -62.58% | -15.38% | -47.20% |
Average DrawdownAverage peak-to-trough decline | -42.77% | -21.80% | -20.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.86% | 5.75% | +4.11% |
Volatility
GXDW vs. CSKR.L - Volatility Comparison
The current volatility for Global X Dorsey Wright Thematic ETF (GXDW) is 8.38%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.75%. This indicates that GXDW 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
| GXDW | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.38% | 17.75% | -9.37% |
Volatility (6M)Calculated over the trailing 6-month period | 20.72% | 28.78% | -8.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.43% | 33.34% | -5.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.32% | 26.96% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.53% | 28.38% | +1.15% |