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XKS2.L vs. AUAD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XKS2.L vs. AUAD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L). The values are adjusted to include any dividend payments, if applicable.

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XKS2.L vs. AUAD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C
32.59%85.79%-21.66%13.44%-19.57%-7.21%64.11%
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis
8.10%6.19%3.38%7.37%5.97%8.63%40.70%

Returns By Period

In the year-to-date period, XKS2.L achieves a 32.59% return, which is significantly higher than AUAD.L's 8.10% return.


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%

AUAD.L

1D
2.07%
1M
-4.90%
YTD
8.10%
6M
7.26%
1Y
19.09%
3Y*
8.28%
5Y*
7.76%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XKS2.L vs. AUAD.L - Expense Ratio Comparison

XKS2.L has a 0.65% expense ratio, which is higher than AUAD.L's 0.40% expense ratio.


Return for Risk

XKS2.L vs. AUAD.L — Risk / Return Rank

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

XKS2.L
XKS2.L Risk / Return Rank: 9898
Overall Rank
XKS2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XKS2.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
XKS2.L Omega Ratio Rank: 9898
Omega Ratio Rank
XKS2.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
XKS2.L Martin Ratio Rank: 9898
Martin Ratio Rank

AUAD.L
AUAD.L Risk / Return Rank: 5959
Overall Rank
AUAD.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AUAD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
AUAD.L Omega Ratio Rank: 6161
Omega Ratio Rank
AUAD.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
AUAD.L Martin Ratio Rank: 5757
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.

XKS2.L vs. AUAD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.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.


XKS2.LAUAD.LDifference

Sharpe ratio

Return per unit of total volatility

4.37

1.16

+3.21

Sortino ratio

Return per unit of downside risk

4.66

1.59

+3.08

Omega ratio

Gain probability vs. loss probability

1.66

1.24

+0.43

Calmar ratio

Return relative to maximum drawdown

6.45

1.64

+4.81

Martin ratio

Return relative to average drawdown

24.37

6.27

+18.10

XKS2.L vs. AUAD.L - Sharpe Ratio Comparison

The current XKS2.L Sharpe Ratio is 4.37, which is higher than the AUAD.L Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of XKS2.L and AUAD.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


XKS2.LAUAD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.37

1.16

+3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.54

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.98

-0.69

Correlation

The correlation between XKS2.L and AUAD.L is 0.40, 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

XKS2.L vs. AUAD.L - Dividend Comparison

XKS2.L has not paid dividends to shareholders, while AUAD.L's dividend yield for the trailing twelve months is around 2.97%.


TTM20252024202320222021202020192018
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AUAD.L
UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis
2.97%3.22%3.57%4.16%3.95%2.50%3.10%0.00%0.00%

Drawdowns

XKS2.L vs. AUAD.L - Drawdown Comparison

The maximum XKS2.L drawdown since its inception was -62.63%, which is greater than AUAD.L's maximum drawdown of -21.75%. Use the drawdown chart below to compare losses from any high point for XKS2.L and AUAD.L.


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Drawdown Indicators


XKS2.LAUAD.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.63%

-21.75%

-40.88%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-12.22%

-9.11%

Max Drawdown (5Y)

Largest decline over 5 years

-41.55%

-21.75%

-19.80%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

Current Drawdown

Current decline from peak

-14.35%

-5.37%

-8.98%

Average Drawdown

Average peak-to-trough decline

-15.88%

-5.15%

-10.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

3.23%

+2.42%

Volatility

XKS2.L vs. AUAD.L - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) has a higher volatility of 15.95% compared to UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L) at 5.40%. This indicates that XKS2.L's price experiences larger fluctuations and is considered to be riskier than AUAD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XKS2.LAUAD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

5.40%

+10.55%

Volatility (6M)

Calculated over the trailing 6-month period

26.95%

10.03%

+16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

31.02%

16.76%

+14.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

17.01%

+6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.33%

18.44%

+4.89%