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ISIN
US4642882652
CUSIP
464288265
Issuer
iShares
Inception Date
Dec 10, 2007
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Kokusai Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$252M

Share Price Chart


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Performance

TOK Performance Chart

iShares MSCI Kokusai ETF (TOK) is up 10.6% since the beginning of the year. TOK is currently trading at $153 per share. Investors who bought $1,000 worth of TOK shares 5 years ago would now be looking at an investment worth $1,805.


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S&P 500 Index

Returns By Period

iShares MSCI Kokusai ETF (TOK) has returned 10.63% so far this year and 27.20% over the past 12 months. Over the last ten years, TOK has had an annualized return of 13.69%, just under the S&P 500 Index benchmark’s 13.75%.


iShares MSCI Kokusai ETF

1D
0.40%
1M
4.64%
YTD
10.63%
6M
11.78%
1Y
27.20%
3Y*
21.30%
5Y*
12.54%
10Y*
13.69%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TOK Monthly Returns History

Based on dividend-adjusted daily data since Dec 12, 2007, TOK's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Oct 2008 at -18.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TOK closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.43%0.71%-5.58%9.39%4.41%0.43%10.63%
20252.99%-0.21%-4.40%0.33%6.17%4.53%1.03%2.64%3.32%1.91%0.20%0.94%20.83%
20240.95%4.51%3.18%-3.75%4.73%2.25%1.62%2.45%1.91%-1.35%4.72%-2.83%19.52%
20237.70%-2.28%3.20%1.26%-0.94%6.23%2.98%-2.09%-4.59%-2.99%9.98%5.03%24.76%
2022-5.07%-2.83%3.27%-8.70%0.07%-8.43%7.84%-3.99%-9.32%6.78%7.95%-4.85%-17.93%
2021-1.07%3.22%3.39%4.95%1.61%1.59%2.27%2.37%-4.68%6.49%-2.27%4.24%23.84%

Benchmark Metrics

iShares MSCI Kokusai ETF has an annualized alpha of 1.14%, beta of 0.85, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 13, 2007.


Alpha
1.14%
Beta
0.85
0.72
Upside Capture
100.00%
Downside Capture
102.24%

Expense Ratio

TOK has an expense ratio of 0.25%, which is considered low.


Return for Risk

Risk / Return Rank

TOK ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


TOK Risk / Return Rank: 6767
Overall Rank
TOK Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
TOK Sortino Ratio Rank: 6868
Sortino Ratio Rank
TOK Omega Ratio Rank: 6767
Omega Ratio Rank
TOK Calmar Ratio Rank: 5959
Calmar Ratio Rank
TOK Martin Ratio Rank: 7272
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Kokusai ETF (TOK) and compare them to S&P 500 Index.


TOKBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.29

2.39

-0.09

Sortino ratio

Return per unit of downside risk

3.20

3.25

-0.06

Omega ratio

Gain probability vs. loss probability

1.41

1.43

-0.02

Calmar ratio

Return relative to maximum drawdown

3.01

3.11

-0.10

Martin ratio

Return relative to average drawdown

13.84

14.38

-0.55

Dividends

Dividend History

iShares MSCI Kokusai ETF provided a 1.24% dividend yield over the last twelve months, with an annual payout of $1.90 per share.


1.50%2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.00$2.50$3.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.90$1.90$1.92$1.92$2.86$1.69$1.27$1.57$1.59$1.68$1.39$1.56

Dividend yield

1.24%1.37%1.66%1.95%3.55%1.66%1.52%2.12%2.74%2.60%2.56%3.02%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.97$1.90
2024$0.00$0.00$0.00$0.00$0.00$0.93$0.00$0.00$0.00$0.00$0.00$0.99$1.92
2023$0.00$0.00$0.00$0.00$0.00$0.87$0.00$0.00$0.00$0.00$0.00$1.05$1.92
2022$0.00$0.00$0.00$0.00$0.00$2.08$0.00$0.00$0.00$0.00$0.00$0.79$2.86
2021$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.00$0.00$0.00$0.95$1.69

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 iShares MSCI Kokusai 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 iShares MSCI Kokusai ETF was 56.18%, occurring on Mar 6, 2009. Recovery took 978 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-56.18%Mar 2009
1y 2mo3y 10mo
5y 1moDec 2007 - Jan 2013
COVID crash2020
-34.82%Mar 2020
1mo 9d5mo 4d
6mo 13dFeb 2020 - Aug 2020
Bear market2022
-25.86%Oct 2022
9mo 10d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-18.41%Dec 2018
3mo 4d4mo 3d
7mo 7dSep 2018 - Apr 2019
2016 correction2016
-17.58%Feb 2016
8mo 25d10mo
1y 6moMay 2015 - Dec 2016

Drawdown Indicators


TOKBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.18%

-56.78%

+0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-9.07%

-9.10%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-16.23%

-18.90%

+2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-25.86%

-25.43%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.82%

-33.92%

-0.90%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.52%

-10.72%

+2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.97%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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