KOKU vs. RVT
Compare and contrast key facts about Xtrackers MSCI Kokusai Equity ETF (KOKU) and Royce Value Trust Inc. (RVT).
KOKU is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI Kokusai Index (World ex Japan). It was launched on Apr 8, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOKU or RVT.
Key characteristics
| KOKU | RVT | |
|---|---|---|
| YTD Return | 21.72% | 22.01% |
| 1Y Return | 32.99% | 46.10% |
| 3Y Return (Ann) | 7.82% | 3.30% |
| Sharpe Ratio | 2.82 | 2.29 |
| Sortino Ratio | 3.83 | 3.14 |
| Omega Ratio | 1.52 | 1.40 |
| Calmar Ratio | 4.18 | 1.74 |
| Martin Ratio | 19.04 | 13.10 |
| Ulcer Index | 1.74% | 3.55% |
| Daily Std Dev | 11.74% | 20.34% |
| Max Drawdown | -25.77% | -72.31% |
| Current Drawdown | -0.53% | -0.65% |
Correlation
The correlation between KOKU and RVT is 0.77, 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. RVT - Performance Comparison
The year-to-date returns for both investments are quite close, with KOKU having a 21.72% return and RVT slightly higher at 22.01%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
KOKU vs. RVT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and Royce Value Trust Inc. (RVT). 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.
Dividends
KOKU vs. RVT - Dividend Comparison
KOKU's dividend yield for the trailing twelve months is around 1.55%, less than RVT's 6.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KOKU Xtrackers MSCI Kokusai Equity ETF | 1.55% | 1.76% | 1.98% | 1.89% | 0.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RVT Royce Value Trust Inc. | 6.67% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% | 12.70% | 4.65% |
Drawdowns
KOKU vs. RVT - Drawdown Comparison
The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum RVT drawdown of -72.31%. Use the drawdown chart below to compare losses from any high point for KOKU and RVT. For additional features, visit the drawdowns tool.
Volatility
KOKU vs. RVT - Volatility Comparison
The current volatility for Xtrackers MSCI Kokusai Equity ETF (KOKU) is 3.24%, while Royce Value Trust Inc. (RVT) has a volatility of 6.81%. This indicates that KOKU experiences smaller price fluctuations and is considered to be less risky than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.