KOKU vs. VUG

Last updated Jun 6, 2026

KOKU (Xtrackers MSCI Kokusai Equity ETF) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds - KOKU tracks the MSCI Kokusai Index (World ex Japan) while VUG tracks the CRSP US Large Cap Growth Index. Both are passively managed. Over the past 5 years, KOKU returned 11.69%/yr vs 14.33%/yr for VUG. Their correlation of 0.88 suggests significant overlap in exposure. KOKU charges 0.09%/yr vs 0.03%/yr for VUG.

Performance

KOKU vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Kokusai Equity ETF (KOKU) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KOKU achieves a 7.33% return, which is significantly higher than VUG's 5.80% return.

KOKU

• 1D: -2.72%
• 1M: -0.32%
• YTD: 7.33%
• 6M: 7.81%
• 1Y: 23.41%
• 3Y*: 20.15%
• 5Y*: 11.69%
• 10Y*: —

VUG

• 1D: -3.62%
• 1M: 0.03%
• YTD: 5.80%
• 6M: 4.57%
• 1Y: 23.98%
• 3Y*: 24.49%
• 5Y*: 14.33%
• 10Y*: 17.81%

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

KOKU vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
KOKU Xtrackers MSCI Kokusai Equity ETF	7.33%	21.45%	19.45%	24.23%	-17.83%	23.84%	40.42%
VUG Vanguard Growth ETF	5.80%	19.40%	32.69%	46.83%	-33.16%	27.35%	53.47%

Correlation

The correlation between KOKU and VUG is 0.88, 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 9, 2020	0.88

The correlation between KOKU and VUG has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

KOKU vs. VUG - Sectors Allocation Comparison

Sectors	KOKU	VUG
Technology	28.9%	53.5%
Financial Services	15.6%	4.3%
Industrials	10.5%	3.6%
Communication Services	9.3%	17.3%
Consumer Cyclical	9.1%	12.2%
Healthcare	8.9%	4.6%
Consumer Defensive	5.4%	1.5%
Energy	4.4%	0.4%
Basic Materials	3.3%	0.6%
Utilities	2.8%	0.9%
Real Estate	1.8%	1.0%

Return for Risk

KOKU vs. VUG — Risk / Return Rank

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

KOKU

KOKU Risk / Return Rank: 60
KOKU Sharpe Ratio Rank: 60
KOKU Sortino Ratio Rank: 59
KOKU Omega Ratio Rank: 59
KOKU Calmar Ratio Rank: 56
KOKU Martin Ratio Rank: 67

VUG

VUG Risk / Return Rank: 38
VUG Sharpe Ratio Rank: 43
VUG Sortino Ratio Rank: 40
VUG Omega Ratio Rank: 41
VUG Calmar Ratio Rank: 30
VUG Martin Ratio Rank: 34

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. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Kokusai Equity ETF (KOKU) and Vanguard Growth ETF (VUG). 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.

	KOKU	VUG	Difference
Sharpe ratio: Return per unit of total volatility	1.89	1.48	+0.41
Sortino ratio: Return per unit of downside risk	2.62	2.01	+0.60
Omega ratio: Gain probability vs. loss probability	1.34	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	2.60	1.46	+1.14
Martin ratio: Return relative to average drawdown	11.67	5.09	+6.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KOKU vs. VUG - Sharpe Ratio Comparison

The current KOKU Sharpe Ratio is 1.89, which is comparable to the VUG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of KOKU and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KOKU	VUG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	1.48	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	0.65	+0.07
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.83	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.07	0.61	+0.46

Drawdowns

KOKU vs. VUG - Drawdown Comparison

The maximum KOKU drawdown since its inception was -25.77%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for KOKU and VUG.

Drawdown Indicators

	KOKU	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-25.77%	-50.68%	+24.91%
Max Drawdown (1Y) Largest decline over 1 year	-9.04%	-16.53%	+7.49%
Max Drawdown (3Y) Largest decline over 3 years	-17.73%	-22.85%	+5.12%
Max Drawdown (5Y) Largest decline over 5 years	-25.77%	-35.61%	+9.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.61%	—
Current Drawdown Current decline from peak	-2.95%	-4.83%	+1.88%
Average Drawdown Average peak-to-trough decline	-4.82%	-7.09%	+2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	4.72%	-2.71%

Volatility

KOKU vs. VUG - Volatility Comparison

The current volatility for Xtrackers MSCI Kokusai Equity ETF (KOKU) is 4.06%, while Vanguard Growth ETF (VUG) has a volatility of 5.17%. This indicates that KOKU experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KOKU	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.06%	5.17%	-1.11%
Volatility (6M) Calculated over the trailing 6-month period	9.84%	12.68%	-2.84%
Volatility (1Y) Calculated over the trailing 1-year period	12.49%	16.26%	-3.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	22.27%	-5.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.84%	21.47%	-4.63%

KOKU vs. VUG - Expense Ratio Comparison

KOKU has a 0.09% expense ratio, which is higher than VUG's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

KOKU vs. VUG - Dividend Comparison

KOKU's dividend yield for the trailing twelve months is around 1.39%, more than VUG's 0.39% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KOKU Xtrackers MSCI Kokusai Equity ETF	1.39%	1.48%	1.63%	1.76%	1.98%	1.89%	0.55%	0.00%	0.00%	0.00%	0.00%	0.00%
VUG Vanguard Growth ETF	0.39%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both KOKU and VUG in my portfolio?

KOKU and VUG have a correlation of 0.88, 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 VUG?

VUG has higher volatility (5.17%) compared to KOKU (4.06%). In terms of maximum drawdown, KOKU dropped -25.77% vs VUG's -50.68%.

Which ETF is better, KOKU or VUG?

On 5-year performance, VUG leads with 14.33% vs 11.69% for KOKU. On fees, VUG is cheaper at 0.03% per year. On volatility, KOKU has been the lower-risk option at 4.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KOKU or VUG?

Over the 5-year period, VUG has performed better with a 14.33% return vs 11.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KOKU or VUG?

VUG is cheaper with a 0.03% expense ratio, compared with 0.09% for KOKU.

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

KOKU has the higher dividend yield at 1.39%, compared with 0.39% for VUG.

What is the main difference between KOKU and VUG?

KOKU tracks MSCI Kokusai Index (World ex Japan), while VUG tracks CRSP US Large Cap Growth Index. They also come from different issuers: Deutsche Bank and Vanguard. Their fees differ too: 0.09% for KOKU and 0.03% for VUG.

Which has better risk-adjusted returns?

KOKU currently has the higher Sharpe Ratio (1.89 vs 1.48), 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.