iShares MSCI Korea UCITS ETF USD (Dist)

10-Year Study

IKOR.LSE · · GB · ETF

Executive Summary: iShares MSCI Korea UCITS ETF USD (Dist) has compounded at 14.9% annually over the last 10 years, with a maximum drawdown of 37.2% and an annualized volatility of 39.8%.

1Y CAGR
+176.6%
3Y CAGR
+33.2%
5Y CAGR
+13.1%
10Y CAGR
+14.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
37.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +86.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202624.824.1-21.724.1————————50.4%
20257.2-1.4-3.50.27.515.46.3-2.811.824.6-7.19.786.0%
2024-9.37.64.9-4.9-4.88.9-0.9-5.3-4.9-3.5-3.3-6.8-21.5%
20238.7-5.42.1-2.95.6-1.25.1-6.5-1.2-7.010.66.713.3%
2022-8.2-0.21.1-2.21.0-12.84.01.0-14.05.110.1-3.8-19.8%
20212.0-3.02.91.2-1.84.1-5.5-1.2-4.7-4.2-0.84.1-7.3%
2020-6.3-2.9-8.67.52.98.4-0.74.74.4-0.214.512.339.1%
20196.7-3.4-1.50.7-6.57.7-2.4-4.65.7-1.1-0.36.97.0%
2018-1.5-3.91.93.1-2.1-5.5-0.31.30.7-12.23.0-1.3-16.6%
20175.72.85.1-3.08.50.31.10.1-3.311.4-1.52.332.4%
2016———-3.3-3.614.07.63.02.91.9-5.64.021.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 39.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.2% of variance. Idiosyncratic stock-specific factors contribute 8.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019666.299762084269
2016-05-019313.71031284505
2016-06-0110620.704347784362
2016-07-0111431.8698628098
2016-08-0111771.341778303758
2016-09-0112118.15954996475
2016-10-0112346.9227790164
2016-11-0111657.484734683823
2016-12-0112123.406656637084
2017-01-0112809.17177288614
2017-02-0113168.582041515361
2017-03-0113837.6494042929
2017-04-0113425.446151981238
2017-05-0114571.043322615347
2017-06-0114609.670562483036
2017-07-0114777.409330644265
2017-08-0114795.400342405974
2017-09-0114300.121550439662
2017-10-0115936.235378226573
2017-11-0115692.299657822306
2017-12-0116057.40939400274
2018-01-0115811.886450617685
2018-02-0115191.729501425172
2018-03-0115486.95670282122
2018-04-0115959.474428402898
2018-05-0115621.8855640649
2018-06-0114758.44697755149
2018-07-0114708.315515703283
2018-08-0114893.37583879517
2018-09-0115002.849966711177
2018-10-0113178.157091096864
2018-11-0113570.650267132844
2018-12-0113396.564936404166
2019-01-0114298.497989509795
2019-02-0113815.758119330378
2019-03-0113606.558217144684
2019-04-0113701.663481428026
2019-05-0112815.454045235996
2019-06-0113807.576490334597
2019-07-0113479.03065073394
2019-08-0112853.279986739446
2019-09-0113590.15349662148
2019-10-0113439.139502458009
2019-11-0113402.333352884392
2019-12-0114332.77306116893
2020-01-0113436.433256994138
2020-02-0113042.390127668727
2020-03-0111922.546779635451
2020-04-0112816.244628563967
2020-05-0113186.428633223053
2020-06-0114300.265504622537
2020-07-0114204.98181169181
2020-08-0114877.445840965662
2020-09-0115531.568989250163
2020-10-0115505.277551351464
2020-11-0117759.206394100063
2020-12-0119935.35665207853
2021-01-0120329.725891203343
2021-02-0119715.167315524228
2021-03-0120287.457402489796
2021-04-0120522.11296974544
2021-05-0120155.983441635173
2021-06-0120989.205625878545
2021-07-0119841.999802191112
2021-08-0119605.679677345102
2021-09-0118692.32299796652
2021-10-0117902.193894358035
2021-11-0117757.37412289858
2021-12-0118480.364206877908
2022-01-0116962.806199049133
2022-02-0116935.61749333094
2022-03-0117119.477266489896
2022-04-0116740.662998925283
2022-05-0116912.138053645343
2022-06-0114742.923685228945
2022-07-0115338.603298749702
2022-08-0115487.102520488665
2022-09-0113326.514688008661
2022-10-0114007.75153675749
2022-11-0115417.961652562342
2022-12-0114828.829392071239
2023-01-0116117.169946484917
2023-02-0115253.970351867352
2023-03-0115576.784578807998
2023-04-0115128.000658555447
2023-05-0115968.192740954264
2023-06-0115771.068218769178
2023-07-0116577.74366772803
2023-08-0115496.685024008439
2023-09-0115307.518978542115
2023-10-0114233.0179370173
2023-11-0115748.354671241024
2023-12-0116802.94717538367
2024-01-0115234.141012579314
2024-02-0116395.671908012067
2024-03-0117201.764552172284
2024-04-0116361.537063566675
2024-05-0115577.401392200003
2024-06-0116969.38569718758
2024-07-0116824.0054827443
2024-08-0115933.98289125501
2024-09-0115147.306358679878
2024-10-0114621.198543891796
2024-11-0114142.2392180297
2024-12-0113182.020560477458
2025-01-0114137.064321384378
2025-02-0113944.445704884703
2025-03-0113457.727295152617
2025-04-0113482.037848955539
2025-05-0114494.985199972625
2025-06-0116721.732790941307
2025-07-0117771.146205598347
2025-08-0117271.61820294586
2025-09-0119305.117785502025
2025-10-0124050.015366759624
2025-11-0122349.00335953657
2025-12-0124512.97481412091
2026-01-0130590.263861495023
2026-02-0137949.86322722078
2026-03-0129709.767403117323
2026-04-0136857.39539923364
Annual Return Matrix
YearAnnual Return
20170.32449647601418574
2018-0.1657082031297259
20190.06988419264259971
20200.39089320447613907
2021-0.0729855236900877
2022-0.19758998112427162
20230.13312701435272856
2024-0.21549354271677235
20250.8595764360750655
20260.5035872095785623
Total Factor Risk
0.39798686146277057
VTI.US Exposure
-0.06893391992491649
VEA.US Exposure
0.20491022343816076
VWO.US Exposure
-0.016585313509566973
QQQ.US Exposure
0.07538789370935237
VTV.US Exposure
0.029571363513719806
IJR.US Exposure
0.0033558700247989033
QUAL.US Exposure
0.014220961137527147
SHV.US Exposure
0.5423732543745491
TLT.US Exposure
0.06769630734415047
LQD.US Exposure
-0.016026662188689474
HYG.US Exposure
-0.0067043025117377066
GLD.US Exposure
0.026599831108583778
USO.US Exposure
0.0039964955094190695
VNQ.US Exposure
0.012313321003116268
BTC-USD.CC Exposure
-0.00169778737537548
CPER.US Exposure
0.000227438432674907
VIX.INDX Exposure
-0.006047884423630871
UUP.US Exposure
0.039301360164403984
TIP.US Exposure
0.013070535581930257
Idiosyncratic Exposure
0.08297101459153033
Value Score
47.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →7.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.99%
Market Cap$105.7B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$10.01%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+51.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Korea UCITS ETF USD (Dist) a high-risk investment?

iShares MSCI Korea UCITS ETF USD (Dist) (IKOR.LSE) has an annualized volatility of 39.8% and experienced a maximum drawdown of 37.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of IKOR.LSE?

Over the past 10 years, IKOR.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.9%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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