BKF vs. EVLU
BKF (iShares MSCI BRIC ETF) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds from iShares - BKF tracks the MSCI BRIC Index while EVLU tracks the MSCI Emerging Markets Value Factor Select Index (Net). Both are passively managed. Over the past year, BKF returned -2.04% vs 50.97% for EVLU. A 0.78 correlation means they provide meaningful diversification when combined. BKF charges 0.69%/yr vs 0.35%/yr for EVLU.
Performance
BKF vs. EVLU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BKF achieves a -8.67% return, which is significantly lower than EVLU's 27.36% return.
BKF
- 1D
- 1.37%
- 1M
- 0.10%
- 6M
- -11.29%
- YTD
- -8.67%
- 1Y
- -2.04%
- 3Y*
- 6.12%
- 5Y*
- -3.51%
- 10Y*
- 4.28%
EVLU
- 1D
- 1.14%
- 1M
- -2.40%
- 6M
- 22.10%
- YTD
- 27.36%
- 1Y
- 50.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BKF vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BKF iShares MSCI BRIC ETF | -8.67% | 22.30% | 3.15% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 27.36% | 38.54% | 1.21% |
Correlation
The correlation between BKF and EVLU is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2024 | 0.78 |
The correlation between BKF and EVLU has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BKF vs. EVLU — Risk / Return Rank
BKF
EVLU
BKF vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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 | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.62 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 3.97 | -4.10 |
| Martin ratioReturn relative to average drawdown | -0.30 | 12.72 | -13.02 |
Loading charts...
Drawdowns
BKF vs. EVLU - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for BKF and EVLU.
Loading charts...
Drawdown Indicators
| BKF | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.29% | -17.17% | -53.12% |
Max Drawdown (1Y)Largest decline over 1 year | -15.45% | -12.90% | -2.55% |
Max Drawdown (3Y)Largest decline over 3 years | -18.60% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -41.97% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | — | — |
Current DrawdownCurrent decline from peak | -26.03% | -7.12% | -18.91% |
Average DrawdownAverage peak-to-trough decline | -28.10% | -3.62% | -24.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.79% | 4.02% | +2.77% |
Volatility
BKF vs. EVLU - Volatility Comparison
The current volatility for iShares MSCI BRIC ETF (BKF) is 4.77%, while iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a volatility of 6.97%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BKF | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.77% | 6.97% | -2.20% |
Volatility (6M)Calculated over the trailing 6-month period | 12.94% | 18.23% | -5.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.98% | 20.57% | -4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 20.42% | +1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 20.42% | +1.25% |
BKF vs. EVLU - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than EVLU's 0.35% expense ratio.
Dividends
BKF vs. EVLU - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.59%, less than EVLU's 3.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | 1.59% | 1.79% | 2.37% | 1.68% | 2.04% | 2.93% | 1.02% | 1.66% | 2.33% | 1.51% | 1.82% | 3.15% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.82% | 5.20% | 1.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BKF and EVLU have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EVLU has higher volatility (6.97%) compared to BKF (4.77%). In terms of maximum drawdown, BKF dropped -70.29% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 50.97% vs -2.04% for BKF. On fees, EVLU is cheaper at 0.35% per year. On volatility, BKF has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 50.97% return vs -2.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.69% for BKF.
EVLU has the higher dividend yield at 3.82%, compared with 1.59% for BKF.
BKF tracks MSCI BRIC Index, while EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net). Their fees differ too: 0.69% for BKF and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (2.49 vs -0.13), 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.
Find the right allocation for BKF and EVLU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer