KRWL.L vs. 005930.KS
Compare and contrast key facts about Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) and Samsung Electronics Co Ltd (005930.KS).
KRWL.L is a passively managed fund by Amundi that tracks the performance of the MSCI Korea NR USD. It was launched on Feb 21, 2019.
Performance
KRWL.L vs. 005930.KS - Performance Comparison
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KRWL.L vs. 005930.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
KRWL.L Lyxor MSCI Korea UCITS ETF - Acc | 32.49% | 86.86% | -21.27% | 13.04% | -19.64% | -7.54% | 38.43% | 7.15% | -12.12% |
005930.KS Samsung Electronics Co Ltd | 52.80% | 119.31% | -38.42% | 34.09% | -23.51% | -9.45% | 55.82% | 38.62% | 112.70% |
Different Trading Currencies
KRWL.L is traded in GBp, while 005930.KS is traded in KRW. To make them comparable, the 005930.KS values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, KRWL.L achieves a 32.49% return, which is significantly lower than 005930.KS's 52.80% return.
KRWL.L
- 1D
- 8.86%
- 1M
- -11.51%
- YTD
- 32.49%
- 6M
- 67.36%
- 1Y
- 137.16%
- 3Y*
- 28.01%
- 5Y*
- 9.79%
- 10Y*
- —
005930.KS
- 1D
- 11.96%
- 1M
- -15.17%
- YTD
- 52.80%
- 6M
- 108.78%
- 1Y
- 210.31%
- 3Y*
- 35.99%
- 5Y*
- 14.01%
- 10Y*
- 26.34%
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Return for Risk
KRWL.L vs. 005930.KS — Risk / Return Rank
KRWL.L
005930.KS
KRWL.L vs. 005930.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) and Samsung Electronics Co Ltd (005930.KS). 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.
| KRWL.L | 005930.KS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.26 | 4.67 | -0.41 |
Sortino ratioReturn per unit of downside risk | 4.40 | 4.42 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.64 | 1.61 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 6.44 | 8.44 | -2.00 |
Martin ratioReturn relative to average drawdown | 24.28 | 27.81 | -3.53 |
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
| KRWL.L | 005930.KS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.26 | 4.67 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.44 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Correlation
The correlation between KRWL.L and 005930.KS is 0.68, 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
KRWL.L vs. 005930.KS - Dividend Comparison
KRWL.L has not paid dividends to shareholders, while 005930.KS's dividend yield for the trailing twelve months is around 0.69%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRWL.L Lyxor MSCI Korea UCITS ETF - Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
005930.KS Samsung Electronics Co Ltd | 0.69% | 1.39% | 2.72% | 1.84% | 2.61% | 1.84% | 3.70% | 2.54% | 3.66% | 4.25% | 2.85% | 2.10% |
Drawdowns
KRWL.L vs. 005930.KS - Drawdown Comparison
The maximum KRWL.L drawdown since its inception was -44.10%, smaller than the maximum 005930.KS drawdown of -52.21%. Use the drawdown chart below to compare losses from any high point for KRWL.L and 005930.KS.
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Drawdown Indicators
| KRWL.L | 005930.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.10% | -70.73% | +26.63% |
Max Drawdown (1Y)Largest decline over 1 year | -21.55% | -23.30% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -41.13% | -42.85% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.85% | — |
Current DrawdownCurrent decline from peak | -14.60% | -13.03% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -19.73% | -17.07% | -2.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.72% | 6.88% | -1.16% |
Volatility
KRWL.L vs. 005930.KS - Volatility Comparison
The current volatility for Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) is 16.02%, while Samsung Electronics Co Ltd (005930.KS) has a volatility of 25.71%. This indicates that KRWL.L experiences smaller price fluctuations and is considered to be less risky than 005930.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KRWL.L | 005930.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.02% | 25.71% | -9.69% |
Volatility (6M)Calculated over the trailing 6-month period | 27.22% | 42.04% | -14.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.10% | 47.90% | -15.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 32.52% | -8.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.75% | 55.98% | -31.23% |