- Issuer
- Deutsche Bank
- Inception Date
- Apr 8, 2020
- Region
- Developed Markets (Broad)
- Category
- Large Cap Growth Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Kokusai Index (World ex Japan)
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $795M
Highlights
- Avg. Volume (1M)
- 331
- Avg. Volume Value (1M)
- $42.79K
Share Price Chart
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Performance
KOKU Performance Chart
Xtrackers MSCI Kokusai Equity ETF (KOKU) is up 10.2% since the beginning of the year. KOKU is currently trading at $131 per share. Investors who bought $1,000 worth of KOKU shares 5 years ago would now be looking at an investment worth $1,735.
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Returns By Period
Xtrackers MSCI Kokusai Equity ETF (KOKU) has returned 10.22% so far this year and 21.94% over the past 12 months.
Xtrackers MSCI Kokusai Equity ETF
- 1D
- 0.54%
- 1M
- 1.81%
- 6M
- 8.30%
- YTD
- 10.22%
- 1Y
- 21.94%
- 3Y*
- 18.77%
- 5Y*
- 11.65%
- 10Y*
- —
- ALL TIME*
- 18.28%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
KOKU Monthly Returns History
Based on dividend-adjusted daily data since Apr 8, 2020, KOKU's average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, an investment would double in approximately 3.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Sep 2022 at -9.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, KOKU closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.77% | 0.25% | -5.48% | 9.39% | 4.37% | -1.55% | 1.68% | 10.22% | |||||
| 2025 | 3.68% | -0.52% | -4.36% | 0.58% | 6.55% | 4.14% | 1.12% | 2.39% | 3.19% | 2.07% | 0.13% | 1.03% | 21.45% |
| 2024 | 0.92% | 4.63% | 3.13% | -3.67% | 4.78% | 2.23% | 1.58% | 2.73% | 1.85% | -1.51% | 4.82% | -3.13% | 19.45% |
| 2023 | 7.19% | -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% | -9.38% | 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% |
Benchmark Metrics
Xtrackers MSCI Kokusai Equity ETF has an annualized alpha of 1.74%, beta of 0.92, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 08, 2020.
- With beta of 0.92 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.74%
- Beta
- 0.92
- R²
- 0.89
- Upside Capture
- 97.86%
- Downside Capture
- 95.07%
Expense Ratio
KOKU has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
KOKU ranks 68 for risk / return — above 68% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KOKU | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.25 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | 2.00 | +0.25 |
| Martin ratioReturn relative to average drawdown | 9.55 | 8.49 | +1.06 |
Dividends
Dividend History
Xtrackers MSCI Kokusai Equity ETF provided a 1.42% dividend yield over the last twelve months, with an annual payout of $1.87 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.87 | $1.78 | $1.64 | $1.50 | $1.39 | $1.64 | $0.39 |
Dividend yield | 1.42% | 1.48% | 1.63% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.68 | $0.00 | $0.95 | |||||
| 2025 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.60 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.49 | $1.78 |
| 2024 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.57 | $0.00 | $0.00 | $0.42 | $0.00 | $0.00 | $0.40 | $1.64 |
| 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 |
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.
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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 0.34%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.77%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-17.73%Apr 2025 | 1mo 19d | 1mo 26d | 3mo 15dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-9.04%Mar 2026 | 2mo 1d | 16d | 2mo 17dJan 2026 - Apr 2026 | — |
-8.83%Oct 2020 | 1mo 27d | 10d | 2mo 7dSep 2020 - Nov 2020 | — |
-7.91%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 | — |
Drawdown Indicators
| KOKU | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.77% | -56.78% | +31.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.04% | -9.10% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.73% | -18.90% | +1.17% |
Max Drawdown (5Y)Largest decline over 5 years | -25.77% | -25.43% | -0.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.58% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -4.75% | -10.70% | +5.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.14% | -0.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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