I had both, I no longer have either. I get about the same result with most of the true finishers I've had, and didn't find the gok edges to be any finer than most of the good naturals that I have, though you have the insurance with it that the particles are harder than anything in your razor bar none, and that it's closely graded. Perhaps it's easier to use, I don't know, all stones are easy to use once you get used to them.
The zulu I had was a reasonably nice stone, not quite as fine as the gok I guess in absolute terms, but certainly capable of making a shaving edge. If you like natural stones and you don't have any wacky goofy knife steel razors in your arsenal, go for the zulu. If you want consistency of synthetic stones, get the gok. Especially if you have any custom razors made of nutty steel like S-30V or any of that stuff - even that might be more appropriately sharpened by diamonds only, and then maybe softened on something afterwards, the vanadium carbides in it won't be cut effectively by aluminum oxide family abrasives that are in most synthetic stones.