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KOKU vs. OUSA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOKU vs. OUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and OShares U.S. Quality Dividend ETF (OUSA). The values are adjusted to include any dividend payments, if applicable.

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KOKU vs. OUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KOKU
Xtrackers MSCI Kokusai Equity ETF
-3.57%21.45%19.45%24.23%-17.83%23.84%40.42%
OUSA
OShares U.S. Quality Dividend ETF
-3.17%10.23%17.09%13.44%-9.33%23.75%25.49%

Returns By Period

In the year-to-date period, KOKU achieves a -3.57% return, which is significantly lower than OUSA's -3.17% return.


KOKU

1D
2.89%
1M
-5.48%
YTD
-3.57%
6M
-0.43%
1Y
18.72%
3Y*
17.28%
5Y*
10.64%
10Y*

OUSA

1D
1.44%
1M
-6.28%
YTD
-3.17%
6M
-0.83%
1Y
6.15%
3Y*
11.51%
5Y*
8.66%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KOKU vs. OUSA - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is lower than OUSA's 0.48% expense ratio.


Return for Risk

KOKU vs. OUSA — Risk / Return Rank

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

KOKU
KOKU Risk / Return Rank: 6464
Overall Rank
KOKU Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
KOKU Sortino Ratio Rank: 6464
Sortino Ratio Rank
KOKU Omega Ratio Rank: 6565
Omega Ratio Rank
KOKU Calmar Ratio Rank: 6060
Calmar Ratio Rank
KOKU Martin Ratio Rank: 7373
Martin Ratio Rank

OUSA
OUSA Risk / Return Rank: 3030
Overall Rank
OUSA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
OUSA Sortino Ratio Rank: 2727
Sortino Ratio Rank
OUSA Omega Ratio Rank: 2626
Omega Ratio Rank
OUSA Calmar Ratio Rank: 3232
Calmar Ratio Rank
OUSA Martin Ratio Rank: 3636
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.

KOKU vs. OUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and OShares U.S. Quality Dividend ETF (OUSA). 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.


KOKUOUSADifference

Sharpe ratio

Return per unit of total volatility

1.05

0.45

+0.60

Sortino ratio

Return per unit of downside risk

1.62

0.74

+0.87

Omega ratio

Gain probability vs. loss probability

1.24

1.10

+0.14

Calmar ratio

Return relative to maximum drawdown

1.50

0.75

+0.75

Martin ratio

Return relative to average drawdown

7.58

3.10

+4.48

KOKU vs. OUSA - Sharpe Ratio Comparison

The current KOKU Sharpe Ratio is 1.05, which is higher than the OUSA Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of KOKU and OUSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOKUOUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.05

0.45

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.65

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.66

+0.31

Correlation

The correlation between KOKU and OUSA is 0.82, 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.


Dividends

KOKU vs. OUSA - Dividend Comparison

KOKU's dividend yield for the trailing twelve months is around 1.55%, more than OUSA's 1.46% yield.


TTM20252024202320222021202020192018201720162015
KOKU
Xtrackers MSCI Kokusai Equity ETF
1.55%1.48%1.63%1.76%1.98%1.89%0.55%0.00%0.00%0.00%0.00%0.00%
OUSA
OShares U.S. Quality Dividend ETF
1.46%1.39%1.50%1.81%1.92%1.56%2.03%2.31%3.06%2.15%2.32%1.17%

Drawdowns

KOKU vs. OUSA - Drawdown Comparison

The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum OUSA drawdown of -33.12%. Use the drawdown chart below to compare losses from any high point for KOKU and OUSA.


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Drawdown Indicators


KOKUOUSADifference

Max Drawdown

Largest peak-to-trough decline

-25.77%

-33.12%

+7.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-9.80%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-25.77%

-19.54%

-6.23%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

Current Drawdown

Current decline from peak

-6.41%

-6.65%

+0.24%

Average Drawdown

Average peak-to-trough decline

-4.94%

-3.53%

-1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

2.39%

+0.12%

Volatility

KOKU vs. OUSA - Volatility Comparison

Xtrackers MSCI Kokusai Equity ETF (KOKU) has a higher volatility of 5.73% compared to OShares U.S. Quality Dividend ETF (OUSA) at 3.78%. This indicates that KOKU's price experiences larger fluctuations and is considered to be riskier than OUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOKUOUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

3.78%

+1.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

7.27%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.90%

13.88%

+4.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

13.31%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.91%

15.15%

+1.76%