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

Correlation

The correlation between KOKU and GCOW is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

KOKU vs. GCOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and Pacer Global Cash Cows Dividend ETF (GCOW). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.16%
0.41%
KOKU
GCOW

Key characteristics

Sharpe Ratio

KOKU:

1.67

GCOW:

0.21

Sortino Ratio

KOKU:

2.29

GCOW:

0.36

Omega Ratio

KOKU:

1.30

GCOW:

1.04

Calmar Ratio

KOKU:

2.51

GCOW:

0.26

Martin Ratio

KOKU:

11.12

GCOW:

0.87

Ulcer Index

KOKU:

1.79%

GCOW:

2.62%

Daily Std Dev

KOKU:

11.89%

GCOW:

10.69%

Max Drawdown

KOKU:

-25.77%

GCOW:

-37.64%

Current Drawdown

KOKU:

-4.10%

GCOW:

-8.81%

Returns By Period

In the year-to-date period, KOKU achieves a 19.31% return, which is significantly higher than GCOW's 1.50% return.


KOKU

YTD

19.31%

1M

-1.17%

6M

5.85%

1Y

21.25%

5Y*

N/A

10Y*

N/A

GCOW

YTD

1.50%

1M

-3.76%

6M

-0.17%

1Y

3.57%

5Y*

6.03%

10Y*

N/A

Compare stocks, funds, or ETFs

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


KOKU vs. GCOW - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is lower than GCOW's 0.60% expense ratio.


GCOW
Pacer Global Cash Cows Dividend ETF
Expense ratio chart for GCOW: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
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

KOKU vs. GCOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and Pacer Global Cash Cows Dividend ETF (GCOW). 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.


Sharpe ratio
The chart of Sharpe ratio for KOKU, currently valued at 1.67, compared to the broader market0.002.004.001.670.21
The chart of Sortino ratio for KOKU, currently valued at 2.29, compared to the broader market-2.000.002.004.006.008.0010.002.290.36
The chart of Omega ratio for KOKU, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.04
The chart of Calmar ratio for KOKU, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.510.26
The chart of Martin ratio for KOKU, currently valued at 11.12, compared to the broader market0.0020.0040.0060.0080.00100.0011.120.87
KOKU
GCOW

The current KOKU Sharpe Ratio is 1.67, which is higher than the GCOW Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of KOKU and GCOW, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.67
0.21
KOKU
GCOW

Dividends

KOKU vs. GCOW - Dividend Comparison

KOKU's dividend yield for the trailing twelve months is around 1.23%, less than GCOW's 4.97% yield.


TTM20232022202120202019201820172016
KOKU
Xtrackers MSCI Kokusai Equity ETF
1.23%1.76%1.98%1.89%0.55%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF
4.97%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%

Drawdowns

KOKU vs. GCOW - Drawdown Comparison

The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum GCOW drawdown of -37.64%. Use the drawdown chart below to compare losses from any high point for KOKU and GCOW. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.10%
-8.81%
KOKU
GCOW

Volatility

KOKU vs. GCOW - Volatility Comparison

Xtrackers MSCI Kokusai Equity ETF (KOKU) and Pacer Global Cash Cows Dividend ETF (GCOW) have volatilities of 3.36% and 3.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.36%
3.45%
KOKU
GCOW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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