SAUS.L vs. XKS2.L
Compare and contrast key facts about iShares MSCI Australia UCITS ETF (SAUS.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L).
SAUS.L and XKS2.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. XKS2.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Korea NR USD. It was launched on Jul 5, 2007. Both SAUS.L and XKS2.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. XKS2.L - Performance Comparison
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SAUS.L vs. XKS2.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% |
XKS2.L Xtrackers MSCI Korea UCITS ETF 1C | 32.59% | 85.79% | -21.66% | 13.44% | -19.57% | -7.21% | 38.65% | 7.36% | -16.54% | 32.58% |
Returns By Period
In the year-to-date period, SAUS.L achieves a 8.09% return, which is significantly lower than XKS2.L's 32.59% return. Over the past 10 years, SAUS.L has underperformed XKS2.L with an annualized return of 9.11%, while XKS2.L has yielded a comparatively higher 12.64% 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%
XKS2.L
- 1D
- 8.88%
- 1M
- -11.50%
- YTD
- 32.59%
- 6M
- 64.35%
- 1Y
- 135.97%
- 3Y*
- 27.67%
- 5Y*
- 9.68%
- 10Y*
- 12.64%
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SAUS.L vs. XKS2.L - Expense Ratio Comparison
SAUS.L has a 0.50% expense ratio, which is lower than XKS2.L's 0.65% expense ratio.
Return for Risk
SAUS.L vs. XKS2.L — Risk / Return Rank
SAUS.L
XKS2.L
SAUS.L vs. XKS2.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Australia UCITS ETF (SAUS.L) and Xtrackers MSCI Korea UCITS ETF 1C (XKS2.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 | XKS2.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 4.37 | -3.18 |
Sortino ratioReturn per unit of downside risk | 1.61 | 4.66 | -3.06 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.66 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | 2.05 | 6.45 | -4.40 |
Martin ratioReturn relative to average drawdown | 6.35 | 24.37 | -18.03 |
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 | XKS2.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 4.37 | -3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.42 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.54 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.29 | +0.09 |
Correlation
The correlation between SAUS.L and XKS2.L is 0.53, 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. XKS2.L - Dividend Comparison
Neither SAUS.L nor XKS2.L has paid dividends to shareholders.
Drawdowns
SAUS.L vs. XKS2.L - Drawdown Comparison
The maximum SAUS.L drawdown since its inception was -38.14%, smaller than the maximum XKS2.L drawdown of -62.63%. Use the drawdown chart below to compare losses from any high point for SAUS.L and XKS2.L.
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Drawdown Indicators
| SAUS.L | XKS2.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.14% | -62.63% | +24.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -21.33% | +9.88% |
Max Drawdown (5Y)Largest decline over 5 years | -21.11% | -41.55% | +20.44% |
Max Drawdown (10Y)Largest decline over 10 years | -38.14% | -44.01% | +5.87% |
Current DrawdownCurrent decline from peak | -5.45% | -14.35% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -7.83% | -15.88% | +8.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.05% | 5.65% | -2.60% |
Volatility
SAUS.L vs. XKS2.L - Volatility Comparison
The current volatility for iShares MSCI Australia UCITS ETF (SAUS.L) is 5.48%, while Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) has a volatility of 15.95%. This indicates that SAUS.L experiences smaller price fluctuations and is considered to be less risky than XKS2.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 | XKS2.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 15.95% | -10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.85% | 26.95% | -17.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.18% | 31.02% | -14.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 23.21% | -7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.17% | 23.33% | -4.16% |