XGLE.L vs. CSKR.L
Compare and contrast key facts about Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L).
XGLE.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. XGLE.L is a passively managed fund by DWS that tracks the performance of the Bloomberg Euro Agg Govt TR EUR. It was launched on May 22, 2007. 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 XGLE.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
XGLE.L vs. CSKR.L - Performance Comparison
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XGLE.L vs. CSKR.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XGLE.L Xtrackers Eurozone Government Bond UCITS ETF 1C | -0.46% | 0.57% | 1.68% | 6.80% | -18.23% | -3.63% | 4.76% | 6.62% | 0.78% | -0.04% |
CSKR.L iShares MSCI Korea UCITS ETF (Acc) | 33.24% | 75.78% | -17.56% | 16.16% | -24.09% | -1.38% | 32.35% | 13.08% | -16.39% | 26.29% |
Different Trading Currencies
XGLE.L 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.L achieves a -0.46% return, which is significantly lower than CSKR.L's 33.24% return. Over the past 10 years, XGLE.L has underperformed CSKR.L with an annualized return of -0.40%, while CSKR.L has yielded a comparatively higher 12.14% annualized return.
XGLE.L
- 1D
- 0.19%
- 1M
- -2.07%
- YTD
- -0.46%
- 6M
- -0.12%
- 1Y
- 1.10%
- 3Y*
- 2.13%
- 5Y*
- -2.62%
- 10Y*
- -0.40%
CSKR.L
- 1D
- 10.02%
- 1M
- -10.65%
- YTD
- 33.24%
- 6M
- 64.52%
- 1Y
- 126.99%
- 3Y*
- 28.22%
- 5Y*
- 9.16%
- 10Y*
- 12.14%
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XGLE.L vs. CSKR.L - Expense Ratio Comparison
XGLE.L has a 0.15% expense ratio, which is lower than CSKR.L's 0.65% expense ratio.
Return for Risk
XGLE.L vs. CSKR.L — Risk / Return Rank
XGLE.L
CSKR.L
XGLE.L vs. CSKR.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.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.
| XGLE.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.29 | 3.87 | -3.57 |
Sortino ratioReturn per unit of downside risk | 0.42 | 4.26 | -3.84 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.59 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 6.01 | -5.63 |
Martin ratioReturn relative to average drawdown | 1.31 | 22.94 | -21.63 |
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.L | CSKR.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.29 | 3.87 | -3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | 0.36 | -0.78 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.54 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.43 | -0.02 |
Correlation
The correlation between XGLE.L and CSKR.L is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XGLE.L vs. CSKR.L - Dividend Comparison
Neither XGLE.L nor CSKR.L has paid dividends to shareholders.
Drawdowns
XGLE.L vs. CSKR.L - Drawdown Comparison
The maximum XGLE.L drawdown since its inception was -22.56%, smaller than the maximum CSKR.L drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for XGLE.L and CSKR.L.
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Drawdown Indicators
| XGLE.L | CSKR.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.56% | -50.88% | +28.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.54% | -23.16% | +19.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.62% | -49.26% | +27.64% |
Max Drawdown (10Y)Largest decline over 10 years | -22.56% | -50.88% | +28.32% |
Current DrawdownCurrent decline from peak | -14.64% | -15.38% | +0.74% |
Average DrawdownAverage peak-to-trough decline | -6.41% | -21.80% | +15.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 5.75% | -4.75% |
Volatility
XGLE.L vs. CSKR.L - Volatility Comparison
The current volatility for Xtrackers Eurozone Government Bond UCITS ETF 1C (XGLE.L) is 1.93%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.31%. This indicates that XGLE.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
| XGLE.L | CSKR.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.93% | 17.31% | -15.38% |
Volatility (6M)Calculated over the trailing 6-month period | 2.66% | 28.24% | -25.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.79% | 32.75% | -28.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.26% | 26.10% | -19.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.29% | 27.57% | -22.28% |