NDUS.L vs. CSKR.L
Compare and contrast key facts about SPDR® MSCI Europe Industrials UCITS ETF (NDUS.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L).
NDUS.L and CSKR.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NDUS.L is a passively managed fund by State Street that tracks the performance of the MSCI World/Materials NR USD. It was launched on Dec 5, 2014. CSKR.L is a passively managed fund by iShares that tracks the performance of the MSCI Korea NR USD. It was launched on Aug 24, 2010. Both NDUS.L and CSKR.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
NDUS.L vs. CSKR.L - Performance Comparison
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NDUS.L vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NDUS.L SPDR® MSCI Europe Industrials UCITS ETF | 2.71% | 24.43% | 14.77% | 26.46% | -15.90% | 28.50% | 4.07% | 34.71% | -13.22% | 15.86% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 33.24% | 75.78% | -17.56% | 16.16% | -24.09% | -1.38% | 32.35% | 13.08% | -16.39% | 26.29% |
Different Trading Currencies
NDUS.L is traded in EUR, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, NDUS.L achieves a 2.71% return, which is significantly lower than CSKR.L's 33.24% return. Both investments have delivered pretty close results over the past 10 years, with NDUS.L having a 12.29% annualized return and CSKR.L not far behind at 12.14%.
NDUS.L
- 1D
- 4.40%
- 1M
- -6.83%
- YTD
- 2.71%
- 6M
- 3.33%
- 1Y
- 17.09%
- 3Y*
- 18.11%
- 5Y*
- 12.39%
- 10Y*
- 12.29%
CSKR.L
- 1D
- 10.02%
- 1M
- -10.65%
- YTD
- 33.24%
- 6M
- 64.52%
- 1Y
- 126.99%
- 3Y*
- 28.22%
- 5Y*
- 9.16%
- 10Y*
- 12.14%
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NDUS.L vs. CSKR.L - Expense Ratio Comparison
NDUS.L has a 0.18% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Return for Risk
NDUS.L vs. CSKR.L — Risk / Return Rank
NDUS.L
CSKR.L
NDUS.L vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR® MSCI Europe Industrials UCITS ETF (NDUS.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.
| NDUS.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 3.87 | -3.04 |
Sortino ratioReturn per unit of downside risk | 1.24 | 4.26 | -3.02 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.59 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 6.01 | -4.67 |
Martin ratioReturn relative to average drawdown | 5.13 | 22.94 | -17.82 |
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
| NDUS.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 3.87 | -3.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.36 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.43 | +0.15 |
Correlation
The correlation between NDUS.L and CSKR.L is 0.41, 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
NDUS.L vs. CSKR.L - Dividend Comparison
Neither NDUS.L nor CSKR.L has paid dividends to shareholders.
Drawdowns
NDUS.L vs. CSKR.L - Drawdown Comparison
The maximum NDUS.L drawdown since its inception was -41.15%, roughly equal to the maximum CSKR.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for NDUS.L and CSKR.L.
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Drawdown Indicators
| NDUS.L | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.15% | -50.88% | +9.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -23.16% | +9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -29.10% | -49.26% | +20.16% |
Max Drawdown (10Y)Largest decline over 10 years | -41.15% | -50.88% | +9.73% |
Current DrawdownCurrent decline from peak | -8.41% | -15.38% | +6.97% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -21.80% | +15.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 5.75% | -2.29% |
Volatility
NDUS.L vs. CSKR.L - Volatility Comparison
The current volatility for SPDR® MSCI Europe Industrials UCITS ETF (NDUS.L) is 9.00%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.31%. This indicates that NDUS.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
| NDUS.L | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 17.31% | -8.31% |
Volatility (6M)Calculated over the trailing 6-month period | 13.50% | 28.24% | -14.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.57% | 32.75% | -12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 26.10% | -7.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.57% | 27.57% | -8.00% |