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

Correlation

The correlation between KOKU and GCOW is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


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.

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Key characteristics

Daily Std Dev

KOKU:

6.43%

GCOW:

8.72%

Max Drawdown

KOKU:

-0.53%

GCOW:

-1.11%

Current Drawdown

KOKU:

0.00%

GCOW:

-0.60%

Returns By Period


KOKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

GCOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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KOKU vs. GCOW - Expense Ratio Comparison

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


Risk-Adjusted Performance

KOKU vs. GCOW — 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 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of KOKU is 6666
Sortino Ratio Rank
The Omega Ratio Rank of KOKU is 6868
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

GCOW
The Risk-Adjusted Performance Rank of GCOW is 7474
Overall Rank
The Sharpe Ratio Rank of GCOW is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GCOW is 7373
Sortino Ratio Rank
The Omega Ratio Rank of GCOW is 7373
Omega Ratio Rank
The Calmar Ratio Rank of GCOW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of GCOW is 7575
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. 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.



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Dividends

KOKU vs. GCOW - Dividend Comparison

Neither KOKU nor GCOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KOKU vs. GCOW - Drawdown Comparison

The maximum KOKU drawdown since its inception was -0.53%, smaller than the maximum GCOW drawdown of -1.11%. Use the drawdown chart below to compare losses from any high point for KOKU and GCOW. For additional features, visit the drawdowns tool.


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Volatility

KOKU vs. GCOW - Volatility Comparison


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