BKF vs. EMMF
BKF (iShares MSCI BRIC ETF) and EMMF (WisdomTree Emerging Markets Multifactor Fund) are both Emerging Markets Equities funds. BKF is passively managed, while EMMF is actively managed. Over the past 5 years, BKF returned -1.78%/yr vs 9.81%/yr for EMMF. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BKF charges 0.69%/yr vs 0.48%/yr for EMMF.
Performance
BKF vs. EMMF - Performance Comparison
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Returns By Period
In the year-to-date period, BKF achieves a -5.54% return, which is significantly lower than EMMF's 16.83% return.
BKF
- 1D
- 0.32%
- 1M
- 6.30%
- 6M
- -8.32%
- YTD
- -5.54%
- 1Y
- 2.20%
- 3Y*
- 6.64%
- 5Y*
- -1.78%
- 10Y*
- 4.35%
- ALL TIME*
- 0.21%
EMMF
- 1D
- 0.84%
- 1M
- -2.55%
- 6M
- 8.03%
- YTD
- 16.83%
- 1Y
- 31.17%
- 3Y*
- 18.09%
- 5Y*
- 9.81%
- 10Y*
- —
- ALL TIME*
- 7.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $152.87K | $247.53K | $560.11K | |
| $691.29K | $543.19K | $576.00K |
BKF vs. EMMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | -5.54% | 22.30% | 9.24% | 1.27% | -21.78% | -11.87% | 16.52% | 22.93% | -9.52% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 16.83% | 21.22% | 9.45% | 20.59% | -13.47% | 5.97% | 9.25% | 2.30% | -6.45% |
Correlation
The correlation between BKF and EMMF is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Aug 10, 2018 | 0.79 |
The correlation between BKF and EMMF shifts across timeframes, from 0.68 (3 years) to 0.79 (all time), reflecting how their relationship changes across market environments.
BKF vs. EMMF - Sectors Allocation Comparison
Sectors
BKF
EMMF
Financial Services
Consumer Cyclical
Communication Services
Technology
Industrials
Basic Materials
Energy
Healthcare
Consumer Defensive
Utilities
Real Estate
Financial Services
BKF
EMMF
Consumer Cyclical
BKF
EMMF
Communication Services
BKF
EMMF
Technology
BKF
EMMF
Industrials
BKF
EMMF
Basic Materials
BKF
EMMF
Energy
BKF
EMMF
Healthcare
BKF
EMMF
Consumer Defensive
BKF
EMMF
Utilities
BKF
EMMF
Real Estate
BKF
EMMF
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Return for Risk
BKF vs. EMMF — Risk / Return Rank
BKF
EMMF
BKF vs. EMMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BKF | EMMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.29 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 2.17 | -2.03 |
| Martin ratioReturn relative to average drawdown | 0.30 | 7.68 | -7.38 |
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Drawdowns
BKF vs. EMMF - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for BKF and EMMF.
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Drawdown Indicators
| BKF | EMMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.29% | -32.57% | -37.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.45% | -14.40% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -18.60% | -16.02% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -40.90% | -24.02% | -16.88% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -23.50% | -9.83% | -13.67% |
Average DrawdownAverage peak-to-trough decline | -28.09% | -7.45% | -20.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.31% | 4.07% | +3.24% |
Volatility
BKF vs. EMMF - Volatility Comparison
The current volatility for iShares MSCI BRIC ETF (BKF) is 3.78%, while WisdomTree Emerging Markets Multifactor Fund (EMMF) has a volatility of 8.27%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKF | EMMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 8.27% | -4.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 19.26% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.02% | 20.88% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.33% | 15.42% | +5.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 17.11% | +4.57% |
BKF vs. EMMF - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than EMMF's 0.48% expense ratio.
Dividends
BKF vs. EMMF - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.54%, less than EMMF's 2.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | 1.54% | 1.79% | 2.37% | 1.68% | 2.04% | 2.93% | 1.02% | 1.66% | 2.33% | 1.51% | 1.82% | 3.15% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 2.02% | 2.45% | 1.30% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BKF and EMMF have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EMMF has higher volatility (8.27%) compared to BKF (3.78%). In terms of maximum drawdown, BKF dropped -70.29% vs EMMF's -32.57%.
On 5-year performance, EMMF leads with 9.81% vs -1.78% for BKF. On fees, EMMF is cheaper at 0.48% per year. On volatility, BKF has been the lower-risk option at 3.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, EMMF has performed better with a 9.81% return vs -1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EMMF is cheaper with a 0.48% expense ratio, compared with 0.69% for BKF.
EMMF has the higher dividend yield at 2.02%, compared with 1.54% for BKF.
They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.69% for BKF and 0.48% for EMMF.
EMMF currently has the higher Sharpe Ratio (1.50 vs 0.14), 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.
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