SADA.L vs. CSKR.L

Last updated Jun 4, 2026

SADA.L (Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds - SADA.L tracks the MSCI AC Asia Ex Japan NR USD while CSKR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 3 years, SADA.L returned 15.20%/yr vs 51.65%/yr for CSKR.L. At a 0.45 correlation, their price movements are largely independent. SADA.L charges 0.25%/yr vs 0.65%/yr for CSKR.L.

Performance

SADA.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SADA.L achieves a 19.47% return, which is significantly lower than CSKR.L's 116.78% return.

SADA.L

• 1D: -0.96%
• 1M: 6.02%
• YTD: 19.47%
• 6M: 21.15%
• 1Y: 42.89%
• 3Y*: 15.20%
• 5Y*: —
• 10Y*: —

CSKR.L

• 1D: -1.16%
• 1M: 29.95%
• YTD: 116.78%
• 6M: 137.48%
• 1Y: 258.15%
• 3Y*: 51.65%
• 5Y*: 19.65%
• 10Y*: 18.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SADA.L vs. CSKR.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SADA.L Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)	19.47%	25.43%	8.02%	-3.62%	-23.16%	-7.30%
CSKR.L iShares MSCI Korea UCITS ETF (Acc)	116.78%	99.44%	-22.66%	19.75%	-28.52%	-1.54%

Correlation

The correlation between SADA.L and CSKR.L is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.39
Correlation (All Time) Calculated using the full available price history since Oct 27, 2021	0.45

The correlation between SADA.L and CSKR.L shifts across timeframes, from 0.39 (3 years) to 0.56 (1 year), reflecting how their relationship changes across market environments.

SADA.L vs. CSKR.L - Sectors Allocation Comparison

Sectors	SADA.L	CSKR.L
Technology	44.3%	58.7%
Financial Services	12.7%	8.8%
Consumer Cyclical	9.5%	6.4%
Industrials	8.7%	16.9%
Healthcare	6.8%	2.7%
Communication Services	5.1%	2.3%
Consumer Defensive	5.0%	1.2%
Basic Materials	3.5%	1.7%
Real Estate	2.7%	-
Utilities	1.6%	0.3%
Energy	-	0.9%

Return for Risk

SADA.L vs. CSKR.L — Risk / Return Rank

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

SADA.L

SADA.L Risk / Return Rank: 86
SADA.L Sharpe Ratio Rank: 89
SADA.L Sortino Ratio Rank: 88
SADA.L Omega Ratio Rank: 84
SADA.L Calmar Ratio Rank: 88
SADA.L Martin Ratio Rank: 80

CSKR.L

CSKR.L Risk / Return Rank: 97
CSKR.L Sharpe Ratio Rank: 99
CSKR.L Sortino Ratio Rank: 96
CSKR.L Omega Ratio Rank: 97
CSKR.L Calmar Ratio Rank: 97
CSKR.L Martin Ratio Rank: 97

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.

SADA.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.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.

	SADA.L	CSKR.L	Difference
Sharpe ratio: Return per unit of total volatility	2.97	6.57	-3.60
Sortino ratio: Return per unit of downside risk	3.97	5.84	-1.87
Omega ratio: Gain probability vs. loss probability	1.51	1.86	-0.35
Calmar ratio: Return relative to maximum drawdown	5.16	11.07	-5.91
Martin ratio: Return relative to average drawdown	15.42	41.69	-26.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current SADA.L Sharpe Ratio is 2.97, which is lower than the CSKR.L Sharpe Ratio of 6.57. The chart below compares the historical Sharpe Ratios of SADA.L and CSKR.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.

Sharpe Ratios by Period

	SADA.L	CSKR.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.97	6.57	-3.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.70	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.57	-0.41

Drawdowns

SADA.L vs. CSKR.L - Drawdown Comparison

The maximum SADA.L drawdown since its inception was -38.76%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for SADA.L and CSKR.L.

Drawdown Indicators

	SADA.L	CSKR.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.76%	-50.88%	+12.12%
Max Drawdown (1Y) Largest decline over 1 year	-12.21%	-23.16%	+10.95%
Max Drawdown (3Y) Largest decline over 3 years	-22.64%	-29.22%	+6.58%
Max Drawdown (5Y) Largest decline over 5 years	—	-49.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-50.88%	—
Current Drawdown Current decline from peak	-0.96%	-1.16%	+0.20%
Average Drawdown Average peak-to-trough decline	-19.70%	-21.48%	+1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.75%	6.16%	+0.59%

Volatility

SADA.L vs. CSKR.L - Volatility Comparison

The current volatility for Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D) (SADA.L) is 7.13%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 18.24%. This indicates that SADA.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.

Volatility by Period

	SADA.L	CSKR.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.13%	18.24%	-11.11%
Volatility (6M) Calculated over the trailing 6-month period	14.89%	34.02%	-19.13%
Volatility (1Y) Calculated over the trailing 1-year period	21.30%	39.04%	-17.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.66%	28.80%	-3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.66%	29.22%	-3.56%

SADA.L vs. CSKR.L - Expense Ratio Comparison

SADA.L has a 0.25% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.

Dividends

SADA.L vs. CSKR.L - Dividend Comparison

SADA.L's dividend yield for the trailing twelve months is around 1.32%, while CSKR.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
CSKR.L iShares MSCI Korea UCITS ETF (Acc)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SADA.L Amundi Index MSCI EM Asia SRI PAB UCITS ETF DR (D)	1.32%	1.58%	1.54%	1.63%	1.66%	0.51%

Frequently Asked Questions

Can I hold both SADA.L and CSKR.L in my portfolio?

SADA.L and CSKR.L have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SADA.L or CSKR.L?

On fees, SADA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SADA.L or CSKR.L?

SADA.L is cheaper with a 0.25% expense ratio, compared with 0.65% for CSKR.L.

What is the main difference between SADA.L and CSKR.L?

SADA.L tracks MSCI AC Asia Ex Japan NR USD, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for SADA.L and 0.65% for CSKR.L.