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KEMX vs. KOKU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KEMX vs. KOKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Xtrackers MSCI Kokusai Equity ETF (KOKU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KEMX achieves a 30.22% return, which is significantly higher than KOKU's 11.40% return.


KEMX

1D
0.80%
1M
-4.08%
6M
16.35%
YTD
30.22%
1Y
56.00%
3Y*
25.12%
5Y*
12.08%
10Y*
ALL TIME*
12.50%

KOKU

1D
1.07%
1M
2.90%
6M
8.83%
YTD
11.40%
1Y
23.25%
3Y*
20.09%
5Y*
11.78%
10Y*
ALL TIME*
18.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$527.87K$528.96K$586.53K
$12.82K$15.28K$43.38K

KEMX vs. KOKU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
30.22%38.28%0.36%20.57%-19.35%10.55%58.30%
KOKU
Xtrackers MSCI Kokusai Equity ETF
11.40%21.45%19.45%24.23%-17.83%23.84%42.72%

Correlation

The correlation between KEMX and KOKU is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2020

0.73

The correlation between KEMX and KOKU has been stable across timeframes, ranging from 0.72 to 0.73 - a consistent structural relationship.

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Return for Risk

KEMX vs. KOKU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KEMX
KEMX Risk / Return Rank: 8383
Overall Rank
KEMX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
KEMX Sortino Ratio Rank: 7878
Sortino Ratio Rank
KEMX Omega Ratio Rank: 8383
Omega Ratio Rank
KEMX Calmar Ratio Rank: 8686
Calmar Ratio Rank
KEMX Martin Ratio Rank: 8080
Martin Ratio Rank

KOKU
KOKU Risk / Return Rank: 7575
Overall Rank
KOKU Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
KOKU Sortino Ratio Rank: 7474
Sortino Ratio Rank
KOKU Omega Ratio Rank: 7474
Omega Ratio Rank
KOKU Calmar Ratio Rank: 7070
Calmar Ratio Rank
KOKU Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KEMX vs. KOKU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) and Xtrackers MSCI Kokusai Equity ETF (KOKU). 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.

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.


KEMXKOKUDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

3.49

2.58

+0.91

Martin ratioReturn relative to average drawdown

10.97

10.96

+0.01

KEMX vs. KOKU - Sharpe Ratio Comparison

The current KEMX Sharpe Ratio is 2.09, which is comparable to the KOKU Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of KEMX and KOKU, 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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Drawdowns

KEMX vs. KOKU - Drawdown Comparison

The maximum KEMX drawdown since its inception was -38.80%, which is greater than KOKU's maximum drawdown of -25.77%. Use the drawdown chart below to compare losses from any high point for KEMX and KOKU.


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Drawdown Indicators


KEMXKOKUDifference

Max Drawdown

Largest peak-to-trough decline

-38.80%

-25.77%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-16.11%

-9.04%

-7.07%

Max Drawdown (3Y)

Largest decline over 3 years

-19.62%

-17.73%

-1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.85%

-25.77%

-5.08%

Current Drawdown

Current decline from peak

-11.37%

0.00%

-11.37%

Average Drawdown

Average peak-to-trough decline

-8.82%

-4.74%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

2.13%

+2.99%

Volatility

KEMX vs. KOKU - Volatility Comparison

KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) has a higher volatility of 9.60% compared to Xtrackers MSCI Kokusai Equity ETF (KOKU) at 3.15%. This indicates that KEMX's price experiences larger fluctuations and is considered to be riskier than KOKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KEMXKOKUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.60%

3.15%

+6.45%

Volatility (6M)

Calculated over the trailing 6-month period

24.90%

10.27%

+14.63%

Volatility (1Y)

Calculated over the trailing 1-year period

26.99%

12.70%

+14.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

16.49%

+2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.51%

16.74%

+4.77%

KEMX vs. KOKU - Expense Ratio Comparison

KEMX has a 0.25% expense ratio, which is higher than KOKU's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

KEMX vs. KOKU - Dividend Comparison

KEMX's dividend yield for the trailing twelve months is around 2.52%, more than KOKU's 1.41% yield.


PositionTTM2025202420232022202120202019
KEMX
KraneShares MSCI Emerging Markets ex China Index ETF
2.52%3.28%3.39%2.00%4.10%4.79%1.69%2.77%
KOKU
Xtrackers MSCI Kokusai Equity ETF
1.41%1.48%1.63%1.76%1.98%1.89%0.55%0.00%

Frequently Asked Questions


KEMX and KOKU have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KEMX has higher volatility (9.60%) compared to KOKU (3.15%). In terms of maximum drawdown, KEMX dropped -38.80% vs KOKU's -25.77%.

On 5-year performance, KEMX leads with 12.08% vs 11.78% for KOKU. On fees, KOKU is cheaper at 0.09% per year. On volatility, KOKU has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KEMX has performed better with a 12.08% return vs 11.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KOKU is cheaper with a 0.09% expense ratio, compared with 0.25% for KEMX.

KEMX has the higher dividend yield at 2.52%, compared with 1.41% for KOKU.

KEMX is categorized as Emerging Markets Equities, while KOKU is Large Cap Growth Equities. KEMX tracks MSCI Emerging Markets ex China Index, while KOKU tracks MSCI Kokusai Index (World ex Japan). They also come from different issuers: CICC and Deutsche Bank. Their fees differ too: 0.25% for KEMX and 0.09% for KOKU.

KEMX currently has the higher Sharpe Ratio (2.09 vs 1.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for KEMX and KOKU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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