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

XMTW.L vs. CSKR.L

Last updated Jun 5, 2026

XMTW.L (Xtrackers MSCI Taiwan UCITS ETF 1C) and CSKR.L (iShares MSCI Korea UCITS ETF (Acc)) are both Asia Pacific Equities funds - XMTW.L tracks the MSCI Taiwan NR USD while CSKR.L tracks the MSCI Korea NR USD. Both are passively managed. Over the past 10 years, XMTW.L returned 23.25%/yr vs 17.87%/yr for CSKR.L. A 0.53 correlation means they provide meaningful diversification when combined. Both charge a 0.65% expense ratio.

Performance

XMTW.L vs. CSKR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.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

XMTW.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

In the year-to-date period, XMTW.L achieves a 67.90% return, which is significantly lower than CSKR.L's 107.20% return. Over the past 10 years, XMTW.L has outperformed CSKR.L with an annualized return of 23.25%, while CSKR.L has yielded a comparatively lower 17.87% annualized return.

XMTW.L

1D
-1.55%
1M
14.93%
YTD
67.90%
6M
73.86%
1Y
118.61%
3Y*
41.00%
5Y*
23.21%
10Y*
23.25%

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)

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

2026 (YTD)202520242023202220212020201920182017
XMTW.L
Xtrackers MSCI Taiwan UCITS ETF 1C		67.90%23.98%25.99%21.66%-21.11%28.96%32.40%29.87%-3.71%16.78%
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 XMTW.L and CSKR.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.54

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

0.55

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

0.54

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

0.53

The correlation between XMTW.L and CSKR.L has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.

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

Sectors
XMTW.L
CSKR.L

Technology

78.9%
58.7%

Financial Services

11.8%
8.8%

Industrials

2.8%
16.9%

Basic Materials

2.4%
1.7%

Communication Services

1.5%
2.3%

Consumer Cyclical

1.2%
6.4%

Consumer Defensive

0.8%
1.2%

Healthcare

0.6%
2.7%

Energy

-

0.9%

Real Estate

-

-

Utilities

-

0.3%

Technology

XMTW.L
78.9%
CSKR.L
58.7%

Financial Services

XMTW.L
11.8%
CSKR.L
8.8%

Industrials

XMTW.L
2.8%
CSKR.L
16.9%

Basic Materials

XMTW.L
2.4%
CSKR.L
1.7%

Communication Services

XMTW.L
1.5%
CSKR.L
2.3%

Consumer Cyclical

XMTW.L
1.2%
CSKR.L
6.4%

Consumer Defensive

XMTW.L
0.8%
CSKR.L
1.2%

Healthcare

XMTW.L
0.6%
CSKR.L
2.7%

Energy

XMTW.L

-

CSKR.L
0.9%

Real Estate

XMTW.L

-

CSKR.L

-

Utilities

XMTW.L

-

CSKR.L
0.3%

Compare stocks, funds, or ETFs

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Xtrackers MSCI Taiwan UCITS ETF 1C

iShares MSCI Korea UCITS ETF (Acc)

Often compared with XMTW.L:
XMTW.L vs. FRXT.LXMTW.L vs. FLXT.DEXMTW.L vs. XNAS.LXMTW.L vs. SPYI.DEXMTW.L vs. IAPD.LXMTW.L vs. XDEQ.LXMTW.L vs. XDWT.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. IEVL.LCSKR.L vs. AINF.L

Return for Risk

XMTW.L vs. CSKR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XMTW.L
XMTW.L Risk / Return Rank: 9797
Overall Rank
XMTW.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XMTW.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
XMTW.L Omega Ratio Rank: 9797
Omega Ratio Rank
XMTW.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
XMTW.L Martin Ratio Rank: 9696
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.

XMTW.L vs. CSKR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.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.

XMTW.LCSKR.LDifference
Sharpe ratioReturn per unit of total volatility
5.22
6.19

-0.96

Sortino ratioReturn per unit of downside risk
5.92
5.62

+0.30

Omega ratioGain probability vs. loss probability

1.84

1.83

+0.01

Calmar ratioReturn relative to maximum drawdown

13.03

10.81

+2.21

Martin ratioReturn relative to average drawdown

36.03

38.46

-2.43

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

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

The current XMTW.L Sharpe Ratio is 5.22, which is comparable to the CSKR.L Sharpe Ratio of 6.19. The chart below compares the historical Sharpe Ratios of XMTW.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

XMTW.LCSKR.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.22

6.19

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.13

0.73

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

0.77

+0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.65

+0.01

Drawdowns

XMTW.L vs. CSKR.L - Drawdown Comparison

The maximum XMTW.L drawdown since its inception was -47.86%, 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 XMTW.L and CSKR.L.

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Drawdown Indicators

XMTW.LCSKR.LDifference

Max Drawdown

Largest peak-to-trough decline

-47.86%

-44.32%

-3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.05%

-21.66%

+12.61%

Max Drawdown (3Y)

Largest decline over 3 years

-28.76%

-28.94%

+0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-30.18%

-41.04%

+10.86%

Max Drawdown (10Y)

Largest decline over 10 years

-30.18%

-44.32%

+14.14%

Current Drawdown

Current decline from peak

-1.57%

-5.57%

+4.00%

Average Drawdown

Average peak-to-trough decline

-8.70%

-17.89%

+9.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

6.10%

-2.82%

Volatility

XMTW.L vs. CSKR.L - Volatility Comparison

The current volatility for Xtrackers MSCI Taiwan UCITS ETF 1C (XMTW.L) is 9.41%, while iShares MSCI Korea UCITS ETF (Acc) (CSKR.L) has a volatility of 17.72%. This indicates that XMTW.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

XMTW.LCSKR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

17.72%

-8.31%

Volatility (6M)

Calculated over the trailing 6-month period

18.21%

33.18%

-14.97%

Volatility (1Y)

Calculated over the trailing 1-year period

22.59%

37.90%

-15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

27.66%

-7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

28.22%

-8.16%

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

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

Dividends

XMTW.L vs. CSKR.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

XMTW.L and CSKR.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

XMTW.L tracks MSCI Taiwan NR USD, while CSKR.L tracks MSCI Korea NR USD. They also come from different issuers: Xtrackers and iShares.

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