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Xtrackers MSCI Kokusai Equity ETF (KOKU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

Deutsche Bank

Inception Date

Apr 8, 2020

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Kokusai Index (World ex Japan)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
KOKU vs. RVT KOKU vs. WLDR KOKU vs. KEMX KOKU vs. SCZ KOKU vs. JEPI KOKU vs. IOO KOKU vs. VOO KOKU vs. GCOW KOKU vs. EMXC KOKU vs. EFG
Popular comparisons:
KOKU vs. RVT KOKU vs. WLDR KOKU vs. KEMX KOKU vs. SCZ KOKU vs. JEPI KOKU vs. IOO KOKU vs. VOO KOKU vs. GCOW KOKU vs. EMXC KOKU vs. EFG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Xtrackers MSCI Kokusai Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.29%
12.53%
KOKU (Xtrackers MSCI Kokusai Equity ETF)
Benchmark (^GSPC)

Returns By Period

Xtrackers MSCI Kokusai Equity ETF had a return of 21.81% year-to-date (YTD) and 28.52% in the last 12 months.


KOKU

YTD

21.81%

1M

2.13%

6M

10.29%

1Y

28.52%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

The table below presents the monthly returns of KOKU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.92%4.63%3.13%-3.67%4.78%2.23%1.58%2.73%1.85%-1.51%21.81%
20237.19%-2.37%2.96%1.91%-0.95%6.11%3.14%-2.18%-4.53%-2.55%9.36%4.87%24.23%
2022-5.05%-3.05%3.32%-8.67%0.51%-8.57%8.16%-4.39%-9.39%7.68%7.12%-4.78%-17.83%
2021-0.76%2.52%3.68%4.93%1.68%1.54%1.92%2.51%-4.67%6.39%-2.11%4.47%23.84%
20207.02%3.86%2.95%4.69%7.16%-3.77%-3.51%12.92%4.32%40.42%

Expense Ratio

KOKU has an expense ratio of 0.09%, which is considered low compared to other funds.


Expense ratio chart for KOKU: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of KOKU is 77, placing it in the top 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of KOKU is 7777
Combined Rank
The Sharpe Ratio Rank of KOKU is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of KOKU is 7474
Sortino Ratio Rank
The Omega Ratio Rank of KOKU is 7575
Omega Ratio Rank
The Calmar Ratio Rank of KOKU is 7979
Calmar Ratio Rank
The Martin Ratio Rank of KOKU is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for KOKU, currently valued at 2.46, compared to the broader market0.002.004.002.462.53
The chart of Sortino ratio for KOKU, currently valued at 3.34, compared to the broader market-2.000.002.004.006.008.0010.0012.003.343.39
The chart of Omega ratio for KOKU, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.441.47
The chart of Calmar ratio for KOKU, currently valued at 3.60, compared to the broader market0.005.0010.0015.0020.003.603.65
The chart of Martin ratio for KOKU, currently valued at 16.29, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.2916.21
KOKU
^GSPC

The current Xtrackers MSCI Kokusai Equity ETF Sharpe ratio is 2.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Xtrackers MSCI Kokusai Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.46
2.53
KOKU (Xtrackers MSCI Kokusai Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Xtrackers MSCI Kokusai Equity ETF provided a 1.54% dividend yield over the last twelve months, with an annual payout of $1.59 per share.


0.50%1.00%1.50%2.00%$0.00$0.50$1.00$1.502020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$1.59$1.50$1.39$1.64$0.39

Dividend yield

1.54%1.76%1.98%1.89%0.55%

Monthly Dividends

The table displays the monthly dividend distributions for Xtrackers MSCI Kokusai Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.25$0.00$0.00$0.57$0.00$0.00$0.42$0.00$0.00$1.24
2023$0.00$0.00$0.23$0.00$0.00$0.57$0.00$0.00$0.36$0.00$0.00$0.35$1.50
2022$0.00$0.00$0.25$0.00$0.00$0.48$0.00$0.00$0.30$0.00$0.00$0.36$1.39
2021$0.00$0.00$0.25$0.00$0.00$0.44$0.00$0.00$0.36$0.00$0.00$0.60$1.64
2020$0.01$0.00$0.00$0.00$0.00$0.00$0.39$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.46%
-0.53%
KOKU (Xtrackers MSCI Kokusai Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Xtrackers MSCI Kokusai Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Xtrackers MSCI Kokusai Equity ETF was 25.77%, occurring on Oct 12, 2022. Recovery took 295 trading sessions.

The current Xtrackers MSCI Kokusai Equity ETF drawdown is 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.77%Jan 4, 2022195Oct 12, 2022295Dec 14, 2023490
-8.83%Sep 3, 202041Oct 30, 20206Nov 9, 202047
-7.91%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-6.87%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-5.47%Sep 3, 202121Oct 4, 202115Oct 25, 202136

Volatility

Volatility Chart

The current Xtrackers MSCI Kokusai Equity ETF volatility is 3.22%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.22%
3.97%
KOKU (Xtrackers MSCI Kokusai Equity ETF)
Benchmark (^GSPC)