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iShares MSCI BRIC ETF (BKF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642866572
CUSIP464286657
IssueriShares
Inception DateNov 12, 2007
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Leveraged1x
Index TrackedMSCI BRIC Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BKF features an expense ratio of 0.69%, falling within the medium range.


Expense ratio chart for BKF: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: BKF vs. VGT, BKF vs. VB, BKF vs. SCHE, BKF vs. VWO, BKF vs. VOO, BKF vs. FSPSX, BKF vs. IOO, BKF vs. FPADX, BKF vs. SPY, BKF vs. PLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI BRIC ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
5.52%
14.94%
BKF (iShares MSCI BRIC ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI BRIC ETF had a return of 13.93% year-to-date (YTD) and 17.58% in the last 12 months. Over the past 10 years, iShares MSCI BRIC ETF had an annualized return of 2.43%, while the S&P 500 had an annualized return of 11.43%, indicating that iShares MSCI BRIC ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.93%25.82%
1 month-5.02%3.20%
6 months5.51%14.94%
1 year17.58%35.92%
5 years (annualized)0.16%14.22%
10 years (annualized)2.43%11.43%

Monthly Returns

The table below presents the monthly returns of BKF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.66%4.58%1.18%2.88%2.32%0.31%0.39%1.28%10.89%-4.06%13.93%
20238.23%-9.22%2.93%-1.53%-4.50%5.52%8.66%-7.43%-2.30%-3.29%5.03%1.10%1.27%
20220.13%-7.39%-7.73%-5.01%0.77%1.63%-4.19%0.90%-10.61%-7.70%18.34%-0.47%-21.79%
20214.57%-0.01%-3.45%0.63%2.20%1.19%-9.84%1.36%-3.54%1.00%-4.52%-1.31%-11.88%
2020-5.19%-1.81%-15.53%6.62%2.72%7.00%9.35%4.18%-1.92%2.41%5.88%4.37%16.52%
201911.60%0.26%2.72%1.16%-7.70%6.06%-1.74%-4.00%1.05%4.70%0.17%8.05%22.91%
201812.45%-6.94%-0.73%-2.66%-1.09%-4.93%2.04%-4.77%-1.32%-6.32%6.48%-5.24%-13.81%
20177.31%3.51%2.57%1.46%1.36%0.68%8.33%4.41%1.25%2.63%0.41%1.84%41.79%
2016-9.22%-1.80%13.75%2.46%-2.70%4.01%4.81%4.06%2.73%-0.37%-3.26%-2.27%10.96%
20150.57%5.71%-1.99%11.37%-4.35%-2.82%-8.69%-10.33%-2.74%5.44%-1.72%-3.45%-14.06%
2014-9.13%2.19%3.49%-0.86%4.48%4.01%2.62%3.92%-9.41%2.26%-1.31%-5.16%-4.26%
20132.69%-4.91%-2.58%1.67%-5.01%-7.42%1.64%-1.27%8.98%3.57%0.16%-1.83%-5.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BKF is 23, indicating that it is in the bottom 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BKF is 2323
Combined Rank
The Sharpe Ratio Rank of BKF is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of BKF is 2424Sortino Ratio Rank
The Omega Ratio Rank of BKF is 2424Omega Ratio Rank
The Calmar Ratio Rank of BKF is 1818Calmar Ratio Rank
The Martin Ratio Rank of BKF is 2626Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BKF
Sharpe ratio
The chart of Sharpe ratio for BKF, currently valued at 0.97, compared to the broader market-2.000.002.004.006.000.97
Sortino ratio
The chart of Sortino ratio for BKF, currently valued at 1.46, compared to the broader market0.005.0010.001.46
Omega ratio
The chart of Omega ratio for BKF, currently valued at 1.19, compared to the broader market1.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for BKF, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for BKF, currently valued at 4.18, compared to the broader market0.0020.0040.0060.0080.00100.004.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.08, compared to the broader market-2.000.002.004.006.003.08
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.10, compared to the broader market0.005.0010.004.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.48, compared to the broader market0.005.0010.0015.004.48
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 20.05, compared to the broader market0.0020.0040.0060.0080.00100.0020.05

Sharpe Ratio

The current iShares MSCI BRIC ETF Sharpe ratio is 0.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI BRIC ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.97
3.08
BKF (iShares MSCI BRIC ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI BRIC ETF provided a 1.25% dividend yield over the last twelve months, with an annual payout of $0.48 per share.


1.00%1.50%2.00%2.50%3.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.48$0.58$0.70$1.31$0.53$0.75$0.88$0.67$0.58$0.92$1.06$0.91

Dividend yield

1.25%1.68%2.04%2.93%1.02%1.66%2.33%1.51%1.81%3.15%3.01%2.40%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI BRIC ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.16
2023$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.32$0.58
2022$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.39$0.70
2021$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$1.15$1.31
2020$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.38$0.53
2019$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.51$0.75
2018$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.64$0.88
2017$0.00$0.00$0.00$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.52$0.67
2016$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.39$0.58
2015$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.55$0.92
2014$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.58$1.06
2013$0.68$0.00$0.00$0.00$0.00$0.00$0.23$0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-30.95%
0
BKF (iShares MSCI BRIC ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI BRIC ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI BRIC ETF was 70.29%, occurring on Nov 20, 2008. Recovery took 2310 trading sessions.

The current iShares MSCI BRIC ETF drawdown is 30.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.29%Dec 7, 2007242Nov 20, 20082310Jan 26, 20182552
-49.21%Feb 18, 2021425Oct 24, 2022
-33.32%Jan 29, 2018541Mar 23, 2020141Oct 12, 2020682
-7.36%Nov 19, 20075Nov 26, 20072Nov 28, 20077
-5.08%Jan 26, 20214Jan 29, 20215Feb 5, 20219

Volatility

Volatility Chart

The current iShares MSCI BRIC ETF volatility is 7.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
7.20%
3.89%
BKF (iShares MSCI BRIC ETF)
Benchmark (^GSPC)