XGLE.DE vs. CSKR.L
XGLE.DE (Xtrackers II Eurozone Government Bond UCITS ETF) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both exchange-traded funds - XGLE.DE is a European Government Bonds fund tracking the iBoxx® EUR Sovereigns Eurozone, while CSKR.L is a Asia Pacific Equities fund tracking the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, XGLE.DE returned -0.35%/yr vs 16.74%/yr for CSKR.L. At a 0.02 correlation, their price movements are largely independent. XGLE.DE charges 0.09%/yr vs 0.65%/yr for CSKR.L.
Performance
XGLE.DE vs. CSKR.L - Performance Comparison
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Different Trading Currencies
XGLE.DE is traded in EUR, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XGLE.DE achieves a 0.07% return, which is significantly lower than CSKR.L's 108.72% return. Over the past 10 years, XGLE.DE has underperformed CSKR.L with an annualized return of -0.35%, while CSKR.L has yielded a comparatively higher 16.74% annualized return.
XGLE.DE
- 1D
- 0.04%
- 1M
- 0.56%
- YTD
- 0.07%
- 6M
- 0.02%
- 1Y
- -0.07%
- 3Y*
- 2.36%
- 5Y*
- -2.30%
- 10Y*
- -0.35%
CSKR.L
- 1D
- -4.93%
- 1M
- 16.54%
- YTD
- 108.72%
- 6M
- 127.56%
- 1Y
- 227.02%
- 3Y*
- 45.17%
- 5Y*
- 19.58%
- 10Y*
- 16.74%
XGLE.DE vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLE.DE Xtrackers II Eurozone Government Bond UCITS ETF | 0.07% | 0.67% | 1.55% | 6.76% | -18.18% | -3.62% | 4.64% | 6.63% | 0.92% | -0.10% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 108.72% | 75.78% | -17.56% | 16.16% | -24.09% | -1.38% | 32.35% | 13.08% | -16.39% | 26.29% |
Correlation
The correlation between XGLE.DE and CSKR.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 29, 2014 | 0.02 |
Over the past year, XGLE.DE and CSKR.L have become more correlated (0.24) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
XGLE.DE vs. CSKR.L — Risk / Return Rank
XGLE.DE
CSKR.L
XGLE.DE vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) 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.
| XGLE.DE | CSKR.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.87 | ||
| Sortino ratioReturn per unit of downside risk | -5.46 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.79 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 10.51 | -10.53 |
| Martin ratioReturn relative to average drawdown | -0.05 | 37.91 | -37.95 |
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
| XGLE.DE | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 5.85 | -5.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.72 | -1.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.71 | -0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.61 | -0.14 |
Drawdowns
XGLE.DE vs. CSKR.L - Drawdown Comparison
The maximum XGLE.DE drawdown since its inception was -22.59%, smaller than the maximum CSKR.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for XGLE.DE and CSKR.L.
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Drawdown Indicators
| XGLE.DE | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.59% | -41.62% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -21.46% | +17.99% |
Max Drawdown (3Y)Largest decline over 3 years | -4.02% | -29.76% | +25.74% |
Max Drawdown (5Y)Largest decline over 5 years | -21.71% | -40.63% | +18.92% |
Max Drawdown (10Y)Largest decline over 10 years | -22.59% | -41.62% | +19.03% |
Current DrawdownCurrent decline from peak | -14.18% | -5.78% | -8.40% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -16.51% | +11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 5.96% | -4.58% |
Volatility
XGLE.DE vs. CSKR.L - Volatility Comparison
The current volatility for Xtrackers II Eurozone Government Bond UCITS ETF (XGLE.DE) is 1.78%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.74%. This indicates that XGLE.DE 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
| XGLE.DE | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 17.74% | -15.96% |
Volatility (6M)Calculated over the trailing 6-month period | 3.66% | 33.49% | -29.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.37% | 38.56% | -34.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.31% | 28.02% | -21.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.61% | 28.42% | -22.81% |
XGLE.DE vs. CSKR.L - Expense Ratio Comparison
XGLE.DE has a 0.09% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Dividends
XGLE.DE vs. CSKR.L - Dividend Comparison
Neither XGLE.DE nor CSKR.L has paid dividends to shareholders.
Frequently Asked Questions
XGLE.DE and CSKR.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XGLE.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XGLE.DE is cheaper with a 0.09% expense ratio, compared with 0.65% for CSKR.L.
XGLE.DE is categorized as European Government Bonds, while CSKR.L is Asia Pacific Equities. XGLE.DE tracks iBoxx® EUR Sovereigns Eurozone, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for XGLE.DE and 0.65% for CSKR.L.
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