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

Performance

IUCD.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.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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IUCD.L vs. CSKR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUCD.L
iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating
-10.50%6.62%30.82%43.62%-37.19%24.43%33.47%26.85%0.18%21.18%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)
19.15%99.44%-22.66%19.75%-28.52%-8.24%44.24%10.58%-19.38%44.22%

Returns By Period

In the year-to-date period, IUCD.L achieves a -10.50% return, which is significantly lower than CSKR.L's 19.15% return. Over the past 10 years, IUCD.L has outperformed CSKR.L with an annualized return of 12.79%, while CSKR.L has yielded a comparatively lower 11.44% annualized return.


IUCD.L

1D
0.70%
1M
-6.88%
YTD
-10.50%
6M
-9.07%
1Y
12.45%
3Y*
15.86%
5Y*
6.15%
10Y*
12.79%

CSKR.L

1D
-2.17%
1M
-23.16%
YTD
19.15%
6M
51.12%
1Y
126.30%
3Y*
26.87%
5Y*
6.69%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IUCD.L has a 0.15% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.


Return for Risk

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

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

IUCD.L
IUCD.L Risk / Return Rank: 2929
Overall Rank
IUCD.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IUCD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
IUCD.L Omega Ratio Rank: 2828
Omega Ratio Rank
IUCD.L Calmar Ratio Rank: 2626
Calmar Ratio Rank
IUCD.L Martin Ratio Rank: 2525
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.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.


IUCD.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

0.58

3.94

-3.36

Sortino ratio

Return per unit of downside risk

0.97

4.18

-3.21

Omega ratio

Gain probability vs. loss probability

1.12

1.60

-0.48

Calmar ratio

Return relative to maximum drawdown

0.63

5.22

-4.59

Martin ratio

Return relative to average drawdown

1.99

21.20

-19.21

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

The current IUCD.L Sharpe Ratio is 0.58, which is lower than the CSKR.L Sharpe Ratio of 3.94. The chart below compares the historical Sharpe Ratios of IUCD.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


IUCD.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

3.94

-3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.26

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.50

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.33

+0.25

Correlation

The correlation between IUCD.L and CSKR.L is 0.40, 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

IUCD.L vs. CSKR.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

IUCD.L vs. CSKR.L - Drawdown Comparison

The maximum IUCD.L drawdown since its inception was -40.70%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for IUCD.L and CSKR.L.


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Drawdown Indicators


IUCD.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.70%

-50.88%

+10.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.86%

-23.16%

+8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-40.70%

-49.26%

+8.56%

Max Drawdown (10Y)

Largest decline over 10 years

-40.70%

-50.88%

+10.18%

Current Drawdown

Current decline from peak

-13.86%

-23.16%

+9.30%

Average Drawdown

Average peak-to-trough decline

-9.82%

-21.80%

+11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.68%

5.70%

-1.02%

Volatility

IUCD.L vs. CSKR.L - Volatility Comparison

The current volatility for iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD Accumulating (IUCD.L) is 7.11%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.65%. This indicates that IUCD.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


IUCD.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

17.65%

-10.54%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

27.25%

-14.51%

Volatility (1Y)

Calculated over the trailing 1-year period

21.54%

32.03%

-10.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.72%

26.57%

-3.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.59%

28.17%

-5.58%