KOKU vs. RFDA

Last updated Jun 24, 2026

KOKU (Xtrackers MSCI Kokusai Equity ETF) and RFDA (RiverFront Dynamic US Dividend Advantage ETF) are both Large Cap Growth Equities funds. KOKU is passively managed, while RFDA is actively managed. Over the past 5 years, KOKU returned 11.64%/yr vs 12.89%/yr for RFDA. Their correlation of 0.88 suggests significant overlap in exposure. KOKU charges 0.09%/yr vs 0.52%/yr for RFDA.

Performance

KOKU vs. RFDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOKU achieves a 7.89% return, which is significantly lower than RFDA's 10.77% return.

KOKU

• 1D: -1.29%
• 1M: -0.75%
• YTD: 7.89%
• 6M: 7.10%
• 1Y: 22.27%
• 3Y*: 19.94%
• 5Y*: 11.64%
• 10Y*: —

RFDA

• 1D: 0.22%
• 1M: 0.36%
• YTD: 10.77%
• 6M: 9.90%
• 1Y: 26.59%
• 3Y*: 18.80%
• 5Y*: 12.89%
• 10Y*: 13.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KOKU vs. RFDA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KOKU Xtrackers MSCI Kokusai Equity ETF	7.89%	21.45%	19.45%	24.23%	-17.83%	23.84%	42.72%
RFDA RiverFront Dynamic US Dividend Advantage ETF	10.77%	16.42%	20.12%	16.98%	-8.58%	25.94%	38.23%

Correlation

The correlation between KOKU and RFDA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Apr 8, 2020	0.88

The correlation between KOKU and RFDA has been stable across timeframes, ranging from 0.80 to 0.89 - a consistent structural relationship.

KOKU vs. RFDA - Sectors Allocation Comparison

Sectors	KOKU	RFDA
Technology	31.8%	21.1%
Financial Services	14.9%	14.4%
Industrials	10.1%	8.6%
Consumer Cyclical	9.0%	7.4%
Communication Services	8.9%	8.3%
Healthcare	8.8%	9.7%
Consumer Defensive	5.0%	7.0%
Energy	4.0%	11.7%
Basic Materials	3.3%	1.9%
Utilities	2.6%	4.8%
Real Estate	1.7%	4.9%

Return for Risk

KOKU vs. RFDA — Risk / Return Rank

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

KOKU

KOKU Risk / Return Rank: 57
KOKU Sharpe Ratio Rank: 57
KOKU Sortino Ratio Rank: 56
KOKU Omega Ratio Rank: 55
KOKU Calmar Ratio Rank: 54
KOKU Martin Ratio Rank: 64

RFDA

RFDA Risk / Return Rank: 81
RFDA Sharpe Ratio Rank: 78
RFDA Sortino Ratio Rank: 76
RFDA Omega Ratio Rank: 78
RFDA Calmar Ratio Rank: 89
RFDA Martin Ratio Rank: 87

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. RFDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and RiverFront Dynamic US Dividend Advantage ETF (RFDA). 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.

	KOKU	RFDA	Difference
Sharpe ratio: Return per unit of total volatility	1.78	2.28	-0.50
Sortino ratio: Return per unit of downside risk	2.48	3.14	-0.66
Omega ratio: Gain probability vs. loss probability	1.32	1.42	-0.10
Calmar ratio: Return relative to maximum drawdown	2.47	4.90	-2.43
Martin ratio: Return relative to average drawdown	10.88	17.52	-6.64

KOKU vs. RFDA - Sharpe Ratio Comparison

The current KOKU Sharpe Ratio is 1.78, which is comparable to the RFDA Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of KOKU and RFDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KOKU vs. RFDA - Drawdown Comparison

The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum RFDA drawdown of -34.60%. Use the drawdown chart below to compare losses from any high point for KOKU and RFDA.

Drawdown Indicators

	KOKU	RFDA	Difference
Max Drawdown Largest peak-to-trough decline	-25.77%	-34.60%	+8.83%
Max Drawdown (1Y) Largest decline over 1 year	-9.04%	-5.45%	-3.59%
Max Drawdown (3Y) Largest decline over 3 years	-17.73%	-19.35%	+1.62%
Max Drawdown (5Y) Largest decline over 5 years	-25.77%	-19.35%	-6.42%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.60%	—
Current Drawdown Current decline from peak	-2.45%	-1.67%	-0.78%
Average Drawdown Average peak-to-trough decline	-4.80%	-3.73%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.05%	1.52%	+0.53%

Volatility

KOKU vs. RFDA - Volatility Comparison

Xtrackers MSCI Kokusai Equity ETF (KOKU) has a higher volatility of 4.71% compared to RiverFront Dynamic US Dividend Advantage ETF (RFDA) at 3.29%. This indicates that KOKU's price experiences larger fluctuations and is considered to be riskier than RFDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOKU	RFDA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	3.29%	+1.42%
Volatility (6M) Calculated over the trailing 6-month period	10.23%	8.77%	+1.46%
Volatility (1Y) Calculated over the trailing 1-year period	12.57%	11.72%	+0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.51%	15.75%	+0.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	16.87%	-0.03%

KOKU vs. RFDA - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is lower than RFDA's 0.52% expense ratio.

Dividends

KOKU vs. RFDA - Dividend Comparison

KOKU's dividend yield for the trailing twelve months is around 1.45%, less than RFDA's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
KOKU Xtrackers MSCI Kokusai Equity ETF	1.45%	1.48%	1.63%	1.76%	1.98%	1.89%	0.55%	0.00%	0.00%	0.00%	0.00%
RFDA RiverFront Dynamic US Dividend Advantage ETF	1.80%	1.89%	2.23%	2.68%	3.57%	1.44%	1.62%	1.87%	2.44%	1.90%	0.98%

Frequently Asked Questions

Can I hold both KOKU and RFDA in my portfolio?

KOKU and RFDA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KOKU or RFDA?

KOKU has higher volatility (4.71%) compared to RFDA (3.29%). In terms of maximum drawdown, KOKU dropped -25.77% vs RFDA's -34.60%.

Which ETF is better, KOKU or RFDA?

On 5-year performance, RFDA leads with 12.89% vs 11.64% for KOKU. On fees, KOKU is cheaper at 0.09% per year. On volatility, RFDA has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOKU or RFDA?

Over the 5-year period, RFDA has performed better with a 12.89% return vs 11.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOKU or RFDA?

KOKU is cheaper with a 0.09% expense ratio, compared with 0.52% for RFDA.

Which ETF pays a higher dividend yield, KOKU or RFDA?

RFDA has the higher dividend yield at 1.80%, compared with 1.45% for KOKU.

What is the main difference between KOKU and RFDA?

They also come from different issuers: Deutsche Bank and SS&C. Their fees differ too: 0.09% for KOKU and 0.52% for RFDA.

Which has better risk-adjusted returns?

RFDA currently has the higher Sharpe Ratio (2.28 vs 1.78), 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.