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

XKS2.L vs. CSKR.L

Last updated Jun 5, 2026

XKS2.L (Xtrackers MSCI Korea UCITS ETF 1C) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds tracking the MSCI Korea NR USD, from Xtrackers and iShares respectively. Both are passively managed. Over the past 10 years, XKS2.L returned 17.87%/yr vs 17.87%/yr for CSKR.L. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

XKS2.L vs. CSKR.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 iShares MSCI Korea UCITS ETF (Acc) (CSKR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XKS2.L is traded in GBp, while CSKR.L is traded in USD. To make them comparable, the CSKR.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XKS2.L having a 107.22% return and CSKR.L slightly lower at 107.20%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: XKS2.L at 17.87% and CSKR.L at 17.87%.

XKS2.L

1D
-4.89%
1M
17.08%
YTD
107.22%
6M
125.61%
1Y
237.24%
3Y*
45.20%
5Y*
19.87%
10Y*
17.87%

CSKR.L

1D
-4.80%
1M
16.83%
YTD
107.20%
6M
125.38%
1Y
235.82%
3Y*
45.39%
5Y*
19.76%
10Y*
17.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)202520242023202220212020201920182017
XKS2.L
Xtrackers MSCI Korea UCITS ETF 1C		107.22%85.79%-21.66%13.44%-19.57%-7.21%38.65%7.36%-16.54%32.58%
CSKR.L
iShares MSCI Korea UCITS ETF (Acc)		107.20%85.24%-21.31%13.76%-20.02%-7.37%40.01%6.37%-15.31%31.58%

Correlation

The correlation between XKS2.L and CSKR.L is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2014

0.79

The correlation between XKS2.L and CSKR.L shifts across timeframes, from 0.79 (all time) to 0.98 (1 year), reflecting how their relationship changes across market environments.

XKS2.L vs. CSKR.L - Sectors Allocation Comparison

Sectors
XKS2.L
CSKR.L

Technology

56.0%
58.7%

Industrials

18.7%
16.9%

Financial Services

9.2%
8.8%

Consumer Cyclical

5.7%
6.4%

Healthcare

3.0%
2.7%

Communication Services

2.6%
2.3%

Basic Materials

2.0%
1.7%

Consumer Defensive

1.4%
1.2%

Energy

1.1%
0.9%

Utilities

0.4%
0.3%

Real Estate

-

-

Technology

XKS2.L
56.0%
CSKR.L
58.7%

Industrials

XKS2.L
18.7%
CSKR.L
16.9%

Financial Services

XKS2.L
9.2%
CSKR.L
8.8%

Consumer Cyclical

XKS2.L
5.7%
CSKR.L
6.4%

Healthcare

XKS2.L
3.0%
CSKR.L
2.7%

Communication Services

XKS2.L
2.6%
CSKR.L
2.3%

Basic Materials

XKS2.L
2.0%
CSKR.L
1.7%

Consumer Defensive

XKS2.L
1.4%
CSKR.L
1.2%

Energy

XKS2.L
1.1%
CSKR.L
0.9%

Utilities

XKS2.L
0.4%
CSKR.L
0.3%

Real Estate

XKS2.L

-

CSKR.L

-

Compare stocks, funds, or ETFs

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Xtrackers MSCI Korea UCITS ETF 1C

iShares MSCI Korea UCITS ETF (Acc)

Often compared with XKS2.L:
XKS2.L vs. LDAG.LXKS2.L vs. HMXD.LXKS2.L vs. UB20.LXKS2.L vs. AUAD.LXKS2.L vs. APEX.LXKS2.L vs. FLRK.LXKS2.L vs. PADV.L
Often compared with CSKR.L:
CSKR.L vs. TDGB.LCSKR.L vs. EWYCSKR.L vs. BNDCSKR.L vs. IUCD.LCSKR.L vs. FBTU.LCSKR.L vs. AINF.LCSKR.L vs. IEVL.L

Return for Risk

XKS2.L vs. CSKR.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: 9797
Overall Rank
XKS2.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
XKS2.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XKS2.L Omega Ratio Rank: 9797
Omega Ratio Rank
XKS2.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XKS2.L Martin Ratio Rank: 9797
Martin Ratio Rank
CSKR.L
CSKR.L Risk / Return Rank: 9797
Overall Rank
CSKR.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CSKR.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
CSKR.L Omega Ratio Rank: 9696
Omega Ratio Rank
CSKR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CSKR.L Martin Ratio Rank: 9696
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. CSKR.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 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.

XKS2.LCSKR.LDifference
Sharpe ratioReturn per unit of total volatility
6.41
6.19

+0.23

Sortino ratioReturn per unit of downside risk
5.85
5.62

+0.23

Omega ratioGain probability vs. loss probability

1.85

1.83

+0.02

Calmar ratioReturn relative to maximum drawdown

11.05

10.81

+0.23

Martin ratioReturn relative to average drawdown

39.18

38.46

+0.72

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XKS2.L Sharpe Ratio is 6.41, which is comparable to the CSKR.L Sharpe Ratio of 6.19. The chart below compares the historical Sharpe Ratios of XKS2.L and CSKR.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

XKS2.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.41

6.19

+0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.73

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.77

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.65

-0.27

Drawdowns

XKS2.L vs. CSKR.L - Drawdown Comparison

The maximum XKS2.L drawdown since its inception was -62.63%, which is greater than CSKR.L's maximum drawdown of -44.32%. Use the drawdown chart below to compare losses from any high point for XKS2.L and CSKR.L.

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Drawdown Indicators

XKS2.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-62.63%

-44.32%

-18.31%

Max Drawdown (1Y)

Largest decline over 1 year

-21.33%

-21.66%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-28.70%

-28.94%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-40.70%

-41.04%

+0.34%

Max Drawdown (10Y)

Largest decline over 10 years

-44.01%

-44.32%

+0.31%

Current Drawdown

Current decline from peak

-5.27%

-5.57%

+0.30%

Average Drawdown

Average peak-to-trough decline

-15.75%

-17.89%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

6.10%

-0.07%

Volatility

XKS2.L vs. CSKR.L - Volatility Comparison

Xtrackers MSCI Korea UCITS ETF 1C (XKS2.L) and iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) have volatilities of 17.29% and 17.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XKS2.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.29%

17.72%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

32.10%

33.18%

-1.08%

Volatility (1Y)

Calculated over the trailing 1-year period

36.79%

37.90%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.17%

27.66%

-2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.35%

28.22%

-3.87%

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

Both XKS2.L and CSKR.L have an expense ratio of 0.65%.

Dividends

XKS2.L vs. CSKR.L - Dividend Comparison

Neither XKS2.L nor CSKR.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

With a correlation of 0.98, XKS2.L and CSKR.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.65% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XKS2.L and CSKR.L have the same expense ratio: 0.65% per year.

Both ETFs track MSCI Korea NR USD. They also come from different issuers: Xtrackers and iShares.

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