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MFS Blended Research Emerging Markets Equity ETF (BREE) Sharpe Ratio

ETF · Currency in USD · Last updated Aug 1, 2026

MFS Blended Research Emerging Markets Equity ETF is an actively managed ETF seeking capital appreciation by investing in equities of companies economically tied to emerging market countries. The strategy combines fundamental and quantitative research in a disciplined portfolio construction process.

Sharpe ratio is not yet available for BREE. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares MFS Blended Research Emerging Markets Equity ETF's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how BREE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EMEQNomura Focused Emerging Markets Equity ETF2.69
EVLUiShares MSCI Emerging Markets Value Factor ETF2.47
GEMEPacific North of South Global Emerging Markets Equity Active ETF2.46
EMDMFirst Trust Bloomberg Emerging Market Democracies ETF2.38
FTHFFirst Trust Emerging Markets Human Flourishing ETF2.21
FRDMFreedom 100 Emerging Markets ETF2.13
SDEMGlobal X MSCI SuperDividend Emerging Markets ETF2.05
ECOWPacer Emerging Markets Cash Cows 100 ETF2.02
KEMXKraneShares MSCI Emerging Markets ex China Index ETF2.01
EPEMHarbor Emerging Markets Equity ETF1.93
BREEMFS Blended Research Emerging Markets Equity ETF—
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Historical Sharpe Ratio

The chart shows BREE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BREE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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