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

KRWL.L vs. IDAP.L

Last updated Jun 5, 2026

KRWL.L (Lyxor MSCI Korea UCITS ETF - Acc) and IDAP.L (iShares Asia Pacific Dividend UCITS) are both Asia Pacific Equities funds - KRWL.L tracks the MSCI Korea NR USD while IDAP.L tracks the MSCI AC Asia Pacific NR USD. Both are passively managed. Over the past 5 years, KRWL.L returned 19.95%/yr vs 10.90%/yr for IDAP.L. A 0.51 correlation means they provide meaningful diversification when combined. KRWL.L charges 0.45%/yr vs 0.59%/yr for IDAP.L.

Performance

KRWL.L vs. IDAP.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 (IDAP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

KRWL.L is traded in GBp, while IDAP.L is traded in USD. To make them comparable, the IDAP.L 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 106.66% return, which is significantly higher than IDAP.L's 13.27% return.

KRWL.L

1D
-4.89%
1M
11.73%
YTD
106.66%
6M
119.98%
1Y
227.67%
3Y*
45.48%
5Y*
19.95%
10Y*
—

IDAP.L

1D
-0.41%
1M
-1.49%
YTD
13.27%
6M
13.07%
1Y
38.36%
3Y*
18.60%
5Y*
10.90%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
KRWL.L
Lyxor MSCI Korea UCITS ETF - Acc		106.66%86.86%-21.27%13.04%-19.64%-7.54%38.43%7.15%-12.12%
IDAP.L
iShares Asia Pacific Dividend UCITS		13.27%20.45%8.04%7.81%9.70%4.37%-12.05%9.56%-4.58%

Correlation

The correlation between KRWL.L and IDAP.L is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2018

0.51

The correlation between KRWL.L and IDAP.L shifts across timeframes, from 0.31 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

KRWL.L vs. IDAP.L - Sectors Allocation Comparison

Sectors
KRWL.L
IDAP.L

Technology

42.8%
1.6%

Healthcare

12.8%
3.5%

Communication Services

11.7%
4.7%

Consumer Cyclical

10.8%
10.9%

Consumer Defensive

10.1%
5.2%

Industrials

4.1%
7.1%

Utilities

2.1%
4.5%

Real Estate

2.0%
10.6%

Financial Services

1.8%
30.9%

Energy

1.2%
5.1%

Basic Materials

0.4%
16.1%

Technology

KRWL.L
42.8%
IDAP.L
1.6%

Healthcare

KRWL.L
12.8%
IDAP.L
3.5%

Communication Services

KRWL.L
11.7%
IDAP.L
4.7%

Consumer Cyclical

KRWL.L
10.8%
IDAP.L
10.9%

Consumer Defensive

KRWL.L
10.1%
IDAP.L
5.2%

Industrials

KRWL.L
4.1%
IDAP.L
7.1%

Utilities

KRWL.L
2.1%
IDAP.L
4.5%

Real Estate

KRWL.L
2.0%
IDAP.L
10.6%

Financial Services

KRWL.L
1.8%
IDAP.L
30.9%

Energy

KRWL.L
1.2%
IDAP.L
5.1%

Basic Materials

KRWL.L
0.4%
IDAP.L
16.1%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Lyxor MSCI Korea UCITS ETF - Acc

iShares Asia Pacific Dividend UCITS

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Often compared with IDAP.L:
IDAP.L vs. EWLIDAP.L vs. VAPX.ASIDAP.L vs. ASDV.LIDAP.L vs. DVYAIDAP.L vs. SEDY.LIDAP.L vs. HYGWIDAP.L vs. LCAL.L

Return for Risk

KRWL.L vs. IDAP.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: 9797
Overall Rank
KRWL.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KRWL.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
KRWL.L Omega Ratio Rank: 9696
Omega Ratio Rank
KRWL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
KRWL.L Martin Ratio Rank: 9696
Martin Ratio Rank
IDAP.L
IDAP.L Risk / Return Rank: 8686
Overall Rank
IDAP.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IDAP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
IDAP.L Omega Ratio Rank: 8686
Omega Ratio Rank
IDAP.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
IDAP.L Martin Ratio Rank: 8484
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. IDAP.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 (IDAP.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.LIDAP.LDifference
Sharpe ratioReturn per unit of total volatility
6.22
3.28

+2.95

Sortino ratioReturn per unit of downside risk
5.50
4.42

+1.08

Omega ratioGain probability vs. loss probability

1.80

1.58

+0.23

Calmar ratioReturn relative to maximum drawdown

10.93

5.04

+5.89

Martin ratioReturn relative to average drawdown

38.59

19.35

+19.25

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

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

The current KRWL.L Sharpe Ratio is 6.22, which is higher than the IDAP.L Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of KRWL.L and IDAP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

KRWL.LIDAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.22

3.28

+2.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.82

-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

0.61

0.29

+0.32

Drawdowns

KRWL.L vs. IDAP.L - Drawdown Comparison

The maximum KRWL.L drawdown since its inception was -44.10%, smaller than the maximum IDAP.L drawdown of -55.27%. Use the drawdown chart below to compare losses from any high point for KRWL.L and IDAP.L.

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Drawdown Indicators

KRWL.LIDAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.10%

-55.27%

+11.17%

Max Drawdown (1Y)

Largest decline over 1 year

-21.55%

-7.82%

-13.73%

Max Drawdown (3Y)

Largest decline over 3 years

-28.42%

-17.11%

-11.31%

Max Drawdown (5Y)

Largest decline over 5 years

-40.54%

-17.11%

-23.43%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.20%

—

Current Drawdown

Current decline from peak

-5.36%

-3.05%

-2.31%

Average Drawdown

Average peak-to-trough decline

-19.40%

-8.42%

-10.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.11%

2.04%

+4.07%

Volatility

KRWL.L vs. IDAP.L - Volatility Comparison

Lyxor MSCI Korea UCITS ETF - Acc (KRWL.L) has a higher volatility of 17.51% compared to iShares Asia Pacific Dividend UCITS (IDAP.L) at 4.06%. This indicates that KRWL.L's price experiences larger fluctuations and is considered to be riskier than IDAP.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.LIDAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.51%

4.06%

+13.45%

Volatility (6M)

Calculated over the trailing 6-month period

32.27%

9.50%

+22.77%

Volatility (1Y)

Calculated over the trailing 1-year period

37.87%

12.02%

+25.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.51%

13.25%

+12.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

16.12%

+9.67%

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

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

Dividends

KRWL.L vs. IDAP.L - Dividend Comparison

KRWL.L has not paid dividends to shareholders, while IDAP.L's dividend yield for the trailing twelve months is around 3.65%.

PositionTTM20252024202320222021202020192018201720162015
IDAP.L
iShares Asia Pacific Dividend UCITS		3.65%4.22%5.36%5.72%6.92%5.59%3.49%5.52%6.04%4.55%4.54%5.47%
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%

Frequently Asked Questions

KRWL.L and IDAP.L have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KRWL.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KRWL.L is cheaper with a 0.45% expense ratio, compared with 0.59% for IDAP.L.

KRWL.L tracks MSCI Korea NR USD, while IDAP.L tracks MSCI AC Asia Pacific NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for KRWL.L and 0.59% for IDAP.L.

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