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

Performance

SAUS.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Australia UCITS ETF (SAUS.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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SAUS.L vs. CSKR.L - Yearly Performance Comparison


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

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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

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

SAUS.L
SAUS.L Risk / Return Rank: 6262
Overall Rank
SAUS.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SAUS.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
SAUS.L Omega Ratio Rank: 6262
Omega Ratio Rank
SAUS.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
SAUS.L Martin Ratio Rank: 5757
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.

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.LCSKR.LDifference

Sharpe ratio

Return per unit of total volatility

1.19

4.26

-3.07

Sortino ratio

Return per unit of downside risk

1.61

4.55

-2.94

Omega ratio

Gain probability vs. loss probability

1.24

1.65

-0.41

Calmar ratio

Return relative to maximum drawdown

2.05

6.45

-4.40

Martin ratio

Return relative to average drawdown

6.35

24.45

-18.11

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

The current SAUS.L Sharpe Ratio is 1.19, which is lower than the CSKR.L Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of SAUS.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


SAUS.LCSKR.LDifference

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.


Tickers have no history of dividend payments

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.LCSKR.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-5.45%

-15.38%

+9.93%

Average Drawdown

Average peak-to-trough decline

-7.83%

-21.80%

+13.97%

Ulcer Index

Depth 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.LCSKR.LDifference

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%