VDTA.L vs. CSKR.L
VDTA.L (Vanguard USD Treasury Bond UCITS ETF Accumulating) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both exchange-traded funds - VDTA.L is a Government Bonds fund tracking the Bloomberg Global Aggregate US Treasury Float Adjusted index, while CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD. Both are passively managed. Over the past 5 years, VDTA.L returned -0.41%/yr vs 18.48%/yr for CSKR.L. At a correlation of -0.02, they often move in opposite directions. VDTA.L charges 0.05%/yr vs 0.65%/yr for CSKR.L.
Performance
VDTA.L vs. CSKR.L - Performance Comparison
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Returns By Period
In the year-to-date period, VDTA.L achieves a -0.23% return, which is significantly lower than CSKR.L's 106.37% return.
VDTA.L
- 1D
- 0.21%
- 1M
- 0.17%
- YTD
- -0.23%
- 6M
- 0.10%
- 1Y
- 3.61%
- 3Y*
- 2.87%
- 5Y*
- -0.41%
- 10Y*
- —
CSKR.L
- 1D
- -4.80%
- 1M
- 15.77%
- YTD
- 106.37%
- 6M
- 126.95%
- 1Y
- 232.60%
- 3Y*
- 49.13%
- 5Y*
- 18.48%
- 10Y*
- 17.00%
VDTA.L vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
VDTA.L Vanguard USD Treasury Bond UCITS ETF Accumulating | -0.23% | 6.25% | 0.93% | 3.71% | -12.37% | -2.33% | 7.64% | 6.63% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 106.37% | 99.44% | -22.66% | 19.75% | -28.52% | -8.24% | 44.24% | 2.02% |
Correlation
The correlation between VDTA.L and CSKR.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2019 | -0.02 |
The correlation between VDTA.L and CSKR.L shifts across timeframes, from -0.02 (all time) to 0.16 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VDTA.L vs. CSKR.L — Risk / Return Rank
VDTA.L
CSKR.L
VDTA.L vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.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.
| VDTA.L | CSKR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.85 | ||
| Sortino ratioReturn per unit of downside risk | -3.90 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.79 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 9.97 | -8.74 |
| Martin ratioReturn relative to average drawdown | 3.80 | 37.50 | -33.70 |
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
| VDTA.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 5.87 | -4.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.66 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.54 | -0.32 |
Drawdowns
VDTA.L vs. CSKR.L - Drawdown Comparison
The maximum VDTA.L drawdown since its inception was -18.82%, smaller than the maximum CSKR.L drawdown of -50.88%. Use the drawdown chart below to compare losses from any high point for VDTA.L and CSKR.L.
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Drawdown Indicators
| VDTA.L | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.82% | -50.88% | +32.06% |
Max Drawdown (1Y)Largest decline over 1 year | -2.90% | -23.16% | +20.26% |
Max Drawdown (3Y)Largest decline over 3 years | -5.15% | -29.22% | +24.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.41% | -49.14% | +32.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.88% | — |
Current DrawdownCurrent decline from peak | -6.97% | -5.91% | -1.06% |
Average DrawdownAverage peak-to-trough decline | -8.11% | -21.48% | +13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 6.17% | -5.23% |
Volatility
VDTA.L vs. CSKR.L - Volatility Comparison
The current volatility for Vanguard USD Treasury Bond UCITS ETF Accumulating (VDTA.L) is 1.37%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 18.32%. This indicates that VDTA.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
| VDTA.L | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.37% | 18.32% | -16.95% |
Volatility (6M)Calculated over the trailing 6-month period | 2.55% | 34.47% | -31.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.51% | 39.40% | -35.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 28.89% | -23.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.35% | 29.26% | -23.91% |
VDTA.L vs. CSKR.L - Expense Ratio Comparison
VDTA.L has a 0.05% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Dividends
VDTA.L vs. CSKR.L - Dividend Comparison
Neither VDTA.L nor CSKR.L has paid dividends to shareholders.
Frequently Asked Questions
VDTA.L and CSKR.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VDTA.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VDTA.L is cheaper with a 0.05% expense ratio, compared with 0.65% for CSKR.L.
VDTA.L is categorized as Government Bonds, while CSKR.L is Asia Pacific Equities. VDTA.L tracks Bloomberg Global Aggregate US Treasury Float Adjusted index, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for VDTA.L and 0.65% for CSKR.L.
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