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IKOR.L vs. CP9U.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IKOR.L vs. CP9U.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L).

IKOR.L and CP9U.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IKOR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Nov 18, 2005. CP9U.L is a passively managed fund by Amundi that tracks the performance of the MSCI Pacific Ex Japan NR USD. It was launched on Feb 14, 2018. Both IKOR.L and CP9U.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

IKOR.L vs. CP9U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L). The values are adjusted to include any dividend payments, if applicable.

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IKOR.L vs. CP9U.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		31.48%83.63%-22.38%11.89%-20.71%-8.48%37.46%14.48%
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR		4.29%5.38%1.15%-0.06%-2.40%6.05%0.59%0.72%
Different Trading Currencies

IKOR.L is traded in GBp, while CP9U.L is traded in USD. To make them comparable, the CP9U.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IKOR.L achieves a 31.48% return, which is significantly higher than CP9U.L's 4.29% return.

IKOR.L

1D
8.48%
1M
-11.90%
YTD
31.48%
6M
63.65%
1Y
132.70%
3Y*
26.39%
5Y*
8.40%
10Y*
11.38%

CP9U.L

1D
2.64%
1M
-3.10%
YTD
4.29%
6M
3.25%
1Y
11.48%
3Y*
3.31%
5Y*
3.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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iShares MSCI Korea UCITS ETF (Dist)

Amundi MSCI Pacific ex Japan UCITS DR

Often compared with IKOR.L:
IKOR.L vs. VOOIKOR.L vs. FLRK.LIKOR.L vs. EWYIKOR.L vs. AUAD.LIKOR.L vs. FRXT.LIKOR.L vs. PAXJ.LIKOR.L vs. LAUU.L
Often compared with CP9U.L:
CP9U.L vs. LDAG.LCP9U.L vs. KRWL.LCP9U.L vs. HMAF.LCP9U.L vs. LAUU.LCP9U.L vs. IDAP.LCP9U.L vs. AUAD.LCP9U.L vs. FLRK.L

IKOR.L vs. CP9U.L - Expense Ratio Comparison

IKOR.L has a 0.74% expense ratio, which is higher than CP9U.L's 0.35% expense ratio.

IKOR.L
iShares MSCI Korea UCITS ETF (Dist)
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR

Return for Risk

IKOR.L vs. CP9U.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IKOR.L
IKOR.L Risk / Return Rank: 9898
Overall Rank
IKOR.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
IKOR.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
IKOR.L Omega Ratio Rank: 9797
Omega Ratio Rank
IKOR.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
IKOR.L Martin Ratio Rank: 9898
Martin Ratio Rank
CP9U.L
CP9U.L Risk / Return Rank: 4747
Overall Rank
CP9U.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CP9U.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
CP9U.L Omega Ratio Rank: 4343
Omega Ratio Rank
CP9U.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
CP9U.L Martin Ratio Rank: 5050
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.

IKOR.L vs. CP9U.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) and Amundi MSCI Pacific ex Japan UCITS DR (CP9U.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.

IKOR.LCP9U.LDifference

Sharpe ratio

Return per unit of total volatility

4.22

0.80

+3.42

Sortino ratio

Return per unit of downside risk

4.53

1.15

+3.38

Omega ratio

Gain probability vs. loss probability

1.64

1.16

+0.47

Calmar ratio

Return relative to maximum drawdown

6.19

1.57

+4.62

Martin ratio

Return relative to average drawdown

23.68

4.96

+18.73

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IKOR.L vs. CP9U.L - Sharpe Ratio Comparison

The current IKOR.L Sharpe Ratio is 4.22, which is higher than the CP9U.L Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IKOR.L and CP9U.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

IKOR.LCP9U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.22

0.80

+3.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

0.32

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.24

+0.06

Correlation

The correlation between IKOR.L and CP9U.L is 0.27, 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

IKOR.L vs. CP9U.L - Dividend Comparison

IKOR.L's dividend yield for the trailing twelve months is around 0.01%, while CP9U.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
IKOR.L
iShares MSCI Korea UCITS ETF (Dist)		0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.01%0.00%
CP9U.L
Amundi MSCI Pacific ex Japan UCITS DR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IKOR.L vs. CP9U.L - Drawdown Comparison

The maximum IKOR.L drawdown since its inception was -61.99%, which is greater than CP9U.L's maximum drawdown of -29.43%. Use the drawdown chart below to compare losses from any high point for IKOR.L and CP9U.L.

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Drawdown Indicators

IKOR.LCP9U.LDifference

Max Drawdown

Largest peak-to-trough decline

-61.99%

-38.03%

-23.96%

Max Drawdown (1Y)

Largest decline over 1 year

-21.71%

-10.30%

-11.41%

Max Drawdown (5Y)

Largest decline over 5 years

-44.05%

-25.90%

-18.15%

Max Drawdown (10Y)

Largest decline over 10 years

-47.08%

—

—

Current Drawdown

Current decline from peak

-15.07%

-5.35%

-9.72%

Average Drawdown

Average peak-to-trough decline

-16.71%

-7.43%

-9.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.68%

2.94%

+2.74%

Volatility

IKOR.L vs. CP9U.L - Volatility Comparison

iShares MSCI Korea UCITS ETF (Dist) (IKOR.L) has a higher volatility of 15.85% compared to Amundi MSCI Pacific ex Japan UCITS DR (CP9U.L) at 5.80%. This indicates that IKOR.L's price experiences larger fluctuations and is considered to be riskier than CP9U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IKOR.LCP9U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

5.80%

+10.05%

Volatility (6M)

Calculated over the trailing 6-month period

27.31%

9.33%

+17.98%

Volatility (1Y)

Calculated over the trailing 1-year period

31.30%

14.46%

+16.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

17.97%

+5.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.77%

20.99%

+2.78%