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

Performance

NDUS.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR® MSCI Europe Industrials UCITS ETF (NDUS.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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NDUS.L vs. CSKR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

NDUS.L
NDUS.L Risk / Return Rank: 4343
Overall Rank
NDUS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
NDUS.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
NDUS.L Omega Ratio Rank: 4040
Omega Ratio Rank
NDUS.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
NDUS.L Martin Ratio Rank: 4848
Martin Ratio Rank

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

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.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

0.83

3.87

-3.04

Sortino ratio

Return per unit of downside risk

1.24

4.26

-3.02

Omega ratio

Gain probability vs. loss probability

1.17

1.59

-0.42

Calmar ratio

Return relative to maximum drawdown

1.33

6.01

-4.67

Martin ratio

Return relative to average drawdown

5.13

22.94

-17.82

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

The current NDUS.L Sharpe Ratio is 0.83, which is lower than the CSKR.L Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of NDUS.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


NDUS.LCSKR.LDifference

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.


Tickers have no history of dividend payments

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.LCSKR.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.41%

-15.38%

+6.97%

Average Drawdown

Average peak-to-trough decline

-6.38%

-21.80%

+15.42%

Ulcer Index

Depth 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.LCSKR.LDifference

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%