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

KOKU vs. SCZ

Last updated May 12, 2025

Compare and contrast key facts about Xtrackers MSCI Kokusai Equity ETF (KOKU) and iShares MSCI EAFE Small-Cap ETF (SCZ).

KOKU and SCZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCZ is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Small Cap Index. It was launched on Dec 10, 2007. Both KOKU and SCZ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KOKU or SCZ.

Correlation

The correlation between KOKU and SCZ is 1.00, 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. SCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and iShares MSCI EAFE Small-Cap ETF (SCZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

KOKU:

6.43%

SCZ:

7.76%

Max Drawdown

KOKU:

-0.53%

SCZ:

-0.50%

Current Drawdown

KOKU:

0.00%

SCZ:

0.00%

Returns By Period

KOKU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCZ

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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KOKU vs. SCZ - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is lower than SCZ's 0.40% expense ratio.

SCZ
iShares MSCI EAFE Small-Cap ETF
KOKU
Xtrackers MSCI Kokusai Equity ETF

Risk-Adjusted Performance

KOKU vs. SCZ — 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
SCZ
The Risk-Adjusted Performance Rank of SCZ is 6868
Overall Rank
The Sharpe Ratio Rank of SCZ is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SCZ is 6969
Sortino Ratio Rank
The Omega Ratio Rank of SCZ is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SCZ is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SCZ is 6666
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. SCZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and iShares MSCI EAFE Small-Cap ETF (SCZ). 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. SCZ - Dividend Comparison

KOKU has not paid dividends to shareholders, while SCZ's dividend yield for the trailing twelve months is around 3.12%.

TTM20242023202220212020201920182017201620152014
KOKU
Xtrackers MSCI Kokusai Equity ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCZ
iShares MSCI EAFE Small-Cap ETF		3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KOKU vs. SCZ - Drawdown Comparison

The maximum KOKU drawdown since its inception was -0.53%, which is greater than SCZ's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for KOKU and SCZ. For additional features, visit the drawdowns tool.

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Volatility

KOKU vs. SCZ - Volatility Comparison

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