XKS2.L vs. AUAD.L
Compare and contrast key facts about Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and UBS ETF (IE) MSCI Australia UCITS ETF (AUD) A-dis (AUAD.L).
XKS2.L and AUAD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. AUAD.L is a passively managed fund by UBS that tracks the performance of the MSCI Australia NR USD. It was launched on Sep 18, 2017. Both XKS2.L and AUAD.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
XKS2.L vs. AUAD.L - Performance Comparison
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XKS2.L vs. AUAD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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*
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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
XKS2.L
AUAD.L
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.L | AUAD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.37 | 1.16 | +3.21 |
Sortino ratioReturn per unit of downside risk | 4.66 | 1.59 | +3.08 |
Omega ratioGain probability vs. loss probability | 1.66 | 1.24 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 6.45 | 1.64 | +4.81 |
Martin ratioReturn relative to average drawdown | 24.37 | 6.27 | +18.10 |
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
| XKS2.L | AUAD.L | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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.L | AUAD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.35% | -5.37% | -8.98% |
Average DrawdownAverage peak-to-trough decline | -15.88% | -5.15% | -10.73% |
Ulcer IndexDepth 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.L | AUAD.L | Difference | |
|---|---|---|---|
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% |