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KRWL.L vs. IAPD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KRWL.L vs. IAPD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) and iShares Asia Pacific Dividend UCITS (IAPD.L). The values are adjusted to include any dividend payments, if applicable.

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KRWL.L vs. IAPD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
IAPD.L
iShares Asia Pacific Dividend UCITS
11.82%22.91%9.51%8.99%11.40%6.82%-11.63%11.98%-2.83%

Returns By Period

In the year-to-date period, KRWL.L achieves a 32.49% return, which is significantly higher than IAPD.L's 11.82% 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*

IAPD.L

1D
1.58%
1M
-2.68%
YTD
11.82%
6M
20.14%
1Y
40.36%
3Y*
18.33%
5Y*
12.69%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KRWL.L vs. IAPD.L - Expense Ratio Comparison

KRWL.L has a 0.45% expense ratio, which is lower than IAPD.L's 0.59% expense ratio.


Return for Risk

KRWL.L vs. IAPD.L — Risk / Return Rank

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

KRWL.L
KRWL.L Risk / Return Rank: 9898
Overall Rank
KRWL.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KRWL.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
KRWL.L Omega Ratio Rank: 9797
Omega Ratio Rank
KRWL.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
KRWL.L Martin Ratio Rank: 9898
Martin Ratio Rank

IAPD.L
IAPD.L Risk / Return Rank: 9797
Overall Rank
IAPD.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IAPD.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IAPD.L Omega Ratio Rank: 9797
Omega Ratio Rank
IAPD.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
IAPD.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.

KRWL.L vs. IAPD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) and iShares Asia Pacific Dividend UCITS (IAPD.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.


KRWL.LIAPD.LDifference

Sharpe ratio

Return per unit of total volatility

4.26

3.07

+1.19

Sortino ratio

Return per unit of downside risk

4.40

3.77

+0.62

Omega ratio

Gain probability vs. loss probability

1.64

1.60

+0.04

Calmar ratio

Return relative to maximum drawdown

6.44

4.71

+1.73

Martin ratio

Return relative to average drawdown

24.28

19.21

+5.06

KRWL.L vs. IAPD.L - Sharpe Ratio Comparison

The current KRWL.L Sharpe Ratio is 4.26, which is higher than the IAPD.L Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of KRWL.L and IAPD.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


KRWL.LIAPD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.26

3.07

+1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

1.02

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.56

-0.16

Correlation

The correlation between KRWL.L and IAPD.L is 0.52, 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. IAPD.L - Dividend Comparison

KRWL.L has not paid dividends to shareholders, while IAPD.L's dividend yield for the trailing twelve months is around 4.95%.


TTM20252024202320222021202020192018201720162015
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%
IAPD.L
iShares Asia Pacific Dividend UCITS
4.95%5.67%6.72%7.29%8.34%7.53%4.77%7.26%7.70%6.15%5.60%8.10%

Drawdowns

KRWL.L vs. IAPD.L - Drawdown Comparison

The maximum KRWL.L drawdown since its inception was -44.10%, smaller than the maximum IAPD.L drawdown of -52.66%. Use the drawdown chart below to compare losses from any high point for KRWL.L and IAPD.L.


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Drawdown Indicators


KRWL.LIAPD.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.10%

-52.66%

+8.56%

Max Drawdown (1Y)

Largest decline over 1 year

-21.55%

-11.25%

-10.30%

Max Drawdown (5Y)

Largest decline over 5 years

-41.13%

-16.88%

-24.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

Current Drawdown

Current decline from peak

-14.60%

-4.09%

-10.51%

Average Drawdown

Average peak-to-trough decline

-19.73%

-7.41%

-12.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.72%

2.14%

+3.58%

Volatility

KRWL.L vs. IAPD.L - Volatility Comparison

Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a higher volatility of 16.02% compared to iShares Asia Pacific Dividend UCITS (IAPD.L) at 4.07%. This indicates that KRWL.L's price experiences larger fluctuations and is considered to be riskier than IAPD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KRWL.LIAPD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.02%

4.07%

+11.95%

Volatility (6M)

Calculated over the trailing 6-month period

27.22%

8.34%

+18.88%

Volatility (1Y)

Calculated over the trailing 1-year period

32.10%

13.14%

+18.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.53%

12.44%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.75%

15.55%

+9.20%