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KOKU vs. EFG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KOKU and EFG is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

KOKU vs. EFG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and iShares MSCI EAFE Growth ETF (EFG). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
112.33%
56.50%
KOKU
EFG

Key characteristics

Sharpe Ratio

KOKU:

0.70

EFG:

0.42

Sortino Ratio

KOKU:

1.11

EFG:

0.73

Omega Ratio

KOKU:

1.16

EFG:

1.09

Calmar Ratio

KOKU:

0.76

EFG:

0.47

Martin Ratio

KOKU:

3.39

EFG:

1.40

Ulcer Index

KOKU:

3.96%

EFG:

5.67%

Daily Std Dev

KOKU:

19.11%

EFG:

19.04%

Max Drawdown

KOKU:

-25.77%

EFG:

-58.40%

Current Drawdown

KOKU:

-5.43%

EFG:

-1.86%

Returns By Period

In the year-to-date period, KOKU achieves a 0.14% return, which is significantly lower than EFG's 9.69% return.


KOKU

YTD

0.14%

1M

11.61%

6M

0.59%

1Y

10.98%

5Y*

15.55%

10Y*

N/A

EFG

YTD

9.69%

1M

15.52%

6M

4.78%

1Y

5.89%

5Y*

8.50%

10Y*

5.43%

*Annualized

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KOKU vs. EFG - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is lower than EFG's 0.40% expense ratio.


Risk-Adjusted Performance

KOKU vs. EFG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KOKU
The Risk-Adjusted Performance Rank of KOKU is 6969
Overall Rank
The Sharpe Ratio Rank of KOKU is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KOKU is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KOKU is 6969
Omega Ratio Rank
The Calmar Ratio Rank of KOKU is 7272
Calmar Ratio Rank
The Martin Ratio Rank of KOKU is 7474
Martin Ratio Rank

EFG
The Risk-Adjusted Performance Rank of EFG is 4545
Overall Rank
The Sharpe Ratio Rank of EFG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of EFG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EFG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of EFG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EFG is 4444
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.

KOKU vs. EFG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and iShares MSCI EAFE Growth ETF (EFG). 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.


The current KOKU Sharpe Ratio is 0.70, which is higher than the EFG Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of KOKU and EFG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.70
0.42
KOKU
EFG

Dividends

KOKU vs. EFG - Dividend Comparison

KOKU's dividend yield for the trailing twelve months is around 1.66%, more than EFG's 1.49% yield.


TTM20242023202220212020201920182017201620152014
KOKU
Xtrackers MSCI Kokusai Equity ETF
1.66%1.63%1.76%1.98%1.89%0.55%0.00%0.00%0.00%0.00%0.00%0.00%
EFG
iShares MSCI EAFE Growth ETF
1.49%1.64%1.63%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%2.34%

Drawdowns

KOKU vs. EFG - Drawdown Comparison

The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum EFG drawdown of -58.40%. Use the drawdown chart below to compare losses from any high point for KOKU and EFG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-5.43%
-1.86%
KOKU
EFG

Volatility

KOKU vs. EFG - Volatility Comparison

Xtrackers MSCI Kokusai Equity ETF (KOKU) has a higher volatility of 12.06% compared to iShares MSCI EAFE Growth ETF (EFG) at 9.37%. This indicates that KOKU's price experiences larger fluctuations and is considered to be riskier than EFG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.06%
9.37%
KOKU
EFG