SAUS.L vs. CSKR.L
Compare and contrast key facts about iShares MSCI Australia UCITS ETF (SAUS.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L).
SAUS.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. SAUS.L is a passively managed fund by iShares that tracks the performance of the MSCI Australia NR USD. It was launched on Jan 22, 2010. 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 SAUS.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
SAUS.L vs. CSKR.L - Performance Comparison
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SAUS.L vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAUS.L iShares MSCI Australia UCITS ETF | 8.09% | 6.23% | 3.26% | 7.65% | 5.74% | 9.68% | 5.72% | 17.21% | -6.78% | 8.05% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 33.38% | 85.24% | -21.31% | 13.76% | -20.02% | -7.37% | 40.01% | 6.37% | -15.31% | 31.58% |
Different Trading Currencies
SAUS.L is traded in GBp, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAUS.L achieves a 8.09% return, which is significantly lower than CSKR.L's 33.38% return. Over the past 10 years, SAUS.L has underperformed CSKR.L with an annualized return of 9.11%, while CSKR.L has yielded a comparatively higher 13.36% annualized return.
SAUS.L
- 1D
- 2.07%
- 1M
- -4.90%
- YTD
- 8.09%
- 6M
- 7.35%
- 1Y
- 19.20%
- 3Y*
- 8.25%
- 5Y*
- 7.64%
- 10Y*
- 9.11%
CSKR.L
- 1D
- 9.88%
- 1M
- -10.58%
- YTD
- 33.38%
- 6M
- 64.96%
- 1Y
- 137.17%
- 3Y*
- 27.91%
- 5Y*
- 9.70%
- 10Y*
- 13.36%
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SAUS.L vs. CSKR.L - Expense Ratio Comparison
SAUS.L has a 0.50% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Return for Risk
SAUS.L vs. CSKR.L — Risk / Return Rank
SAUS.L
CSKR.L
SAUS.L vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (SAUS.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.
| SAUS.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 4.26 | -3.07 |
Sortino ratioReturn per unit of downside risk | 1.61 | 4.55 | -2.94 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.65 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 6.45 | -4.40 |
Martin ratioReturn relative to average drawdown | 6.35 | 24.45 | -18.11 |
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
| SAUS.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 4.26 | -3.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.39 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.48 | -0.10 |
Correlation
The correlation between SAUS.L and CSKR.L is 0.42, 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
SAUS.L vs. CSKR.L - Dividend Comparison
Neither SAUS.L nor CSKR.L has paid dividends to shareholders.
Drawdowns
SAUS.L vs. CSKR.L - Drawdown Comparison
The maximum SAUS.L drawdown since its inception was -38.14%, smaller than the maximum CSKR.L drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for SAUS.L and CSKR.L.
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Drawdown Indicators
| SAUS.L | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.14% | -50.88% | +12.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -23.16% | +11.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | -49.26% | +28.15% |
Max Drawdown (10Y)Largest decline over 10 years | -38.14% | -50.88% | +12.74% |
Current DrawdownCurrent decline from peak | -5.45% | -15.38% | +9.93% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -21.80% | +13.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 5.75% | -2.70% |
Volatility
SAUS.L vs. CSKR.L - Volatility Comparison
The current volatility for iShares MSCI Australia UCITS ETF (SAUS.L) is 5.48%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.09%. This indicates that SAUS.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
| SAUS.L | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 17.09% | -11.61% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 27.92% | -18.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 32.10% | -15.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 25.82% | -9.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 27.44% | -8.27% |