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BKF vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BKF vs. FLTW

Last updated Aug 4, 2026
Documentation

BKF (iShares MSCI BRIC ETF) and FLTW (Franklin FTSE Taiwan ETF) are both exchange-traded funds - BKF is a Emerging Markets Equities fund tracking the MSCI BRIC Index, while FLTW is a Taiwan Equities fund tracking the FTSE Taiwan RIC Capped Index. Both are passively managed. Over the past 5 years, BKF returned -1.78%/yr vs 18.74%/yr for FLTW. Their 0.57 correlation means they have sometimes moved together and sometimes differently. BKF charges 0.69%/yr vs 0.19%/yr for FLTW.

Performance

BKF vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI BRIC ETF (BKF) and Franklin FTSE Taiwan ETF (FLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKF achieves a -5.54% return, which is significantly lower than FLTW's 55.54% 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%

FLTW

1D
1.61%
1M
-6.62%
6M
42.26%
YTD
55.54%
1Y
81.51%
3Y*
38.34%
5Y*
18.74%
10Y*
—
ALL TIME*
18.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BKF

iShares MSCI BRIC ETF
$152.87K$247.53K$560.11K

FLTW

Franklin FTSE Taiwan ETF
$56.06M$60.11M$68.33M

BKF vs. FLTW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BKF
iShares MSCI BRIC ETF		-5.54%22.30%9.24%1.27%-21.78%-11.87%16.52%22.93%-13.80%1.94%
FLTW
Franklin FTSE Taiwan ETF		55.54%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.28%

Correlation

The correlation between BKF and FLTW is 0.51, 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.

0.51

Correlation (3Y)
Balances recent behavior with more history.

0.49

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.57

The correlation between BKF and FLTW has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

BKF vs. FLTW - Sectors Allocation Comparison

Sectors
BKF
FLTW

Financial Services

25.2%
12.5%

Consumer Cyclical

17.8%
1.6%

Communication Services

12.1%
1.3%

Technology

9.0%
77.2%

Industrials

7.7%
3.0%

Basic Materials

7.4%
2.9%

Energy

6.5%
0.1%

Healthcare

5.3%
0.7%

Consumer Defensive

4.0%
0.7%

Utilities

3.5%

-

Real Estate

1.3%

-

Financial Services

BKF
25.2%
FLTW
12.5%

Consumer Cyclical

BKF
17.8%
FLTW
1.6%

Communication Services

BKF
12.1%
FLTW
1.3%

Technology

BKF
9.0%
FLTW
77.2%

Industrials

BKF
7.7%
FLTW
3.0%

Basic Materials

BKF
7.4%
FLTW
2.9%

Energy

BKF
6.5%
FLTW
0.1%

Healthcare

BKF
5.3%
FLTW
0.7%

Consumer Defensive

BKF
4.0%
FLTW
0.7%

Utilities

BKF
3.5%
FLTW

-

Real Estate

BKF
1.3%
FLTW

-

Compare stocks, funds, or ETFs

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

iShares MSCI BRIC ETF

Franklin FTSE Taiwan ETF

Often compared with BKF:
BKF vs. VWOBKF vs. FPADXBKF vs. SPYBKF vs. VOOBKF vs. FSPSXBKF vs. VBBKF vs. PRMSX
Often compared with FLTW:
FLTW vs. EWTFLTW vs. VOOFLTW vs. EMMFFLTW vs. FLGRFLTW vs. FLKRFLTW vs. SCHDFLTW vs. TWN

Return for Risk

BKF vs. FLTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
BKF
BKF Risk / Return Rank: 1313
Overall Rank
BKF Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
BKF Sortino Ratio Rank: 1313
Sortino Ratio Rank
BKF Omega Ratio Rank: 1313
Omega Ratio Rank
BKF Calmar Ratio Rank: 1313
Calmar Ratio Rank
BKF Martin Ratio Rank: 1313
Martin Ratio Rank
FLTW
FLTW Risk / Return Rank: 9090
Overall Rank
FLTW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 8787
Sortino Ratio Rank
FLTW Omega Ratio Rank: 8989
Omega Ratio Rank
FLTW Calmar Ratio Rank: 8989
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BKF vs. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Franklin FTSE Taiwan ETF (FLTW). 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.

BKFFLTWDifference
Sharpe ratioReturn per unit of total volatility
0.14
2.56

-2.42

Sortino ratioReturn per unit of downside risk
0.31
2.98

-2.67

Omega ratioGain probability vs. loss probability

1.04

1.41

-0.38

Calmar ratioReturn relative to maximum drawdown

0.14

3.84

-3.70

Martin ratioReturn relative to average drawdown

0.30

15.64

-15.33

BKF vs. FLTW - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is 0.14, which is lower than the FLTW Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of BKF and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BKF vs. FLTW - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for BKF and FLTW.

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Drawdown Indicators

BKFFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-38.00%

-32.29%

Max Drawdown (1Y)

Largest decline over 1 year

-15.45%

-21.34%

+5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-18.60%

-26.45%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-40.90%

-38.00%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-49.20%

—

—

Current Drawdown

Current decline from peak

-23.50%

-13.45%

-10.05%

Average Drawdown

Average peak-to-trough decline

-28.09%

-8.43%

-19.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.31%

5.23%

+2.08%

Volatility

BKF vs. FLTW - Volatility Comparison

The current volatility for iShares MSCI BRIC ETF (BKF) is 3.78%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.73%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BKFFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

13.73%

-9.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

28.64%

-15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.02%

32.09%

-16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.33%

24.06%

-2.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

22.61%

-0.93%

BKF vs. FLTW - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than FLTW's 0.19% expense ratio.

Dividends

BKF vs. FLTW - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.54%, less than FLTW's 1.74% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
FLTW
Franklin FTSE Taiwan ETF		1.74%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%

Frequently Asked Questions

BKF and FLTW have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (13.73%) compared to BKF (3.78%). In terms of maximum drawdown, BKF dropped -70.29% vs FLTW's -38.00%.

On 5-year performance, FLTW leads with 18.74% vs -1.78% for BKF. On fees, FLTW is cheaper at 0.19% 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, FLTW has performed better with a 18.74% return vs -1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTW is cheaper with a 0.19% expense ratio, compared with 0.69% for BKF.

FLTW has the higher dividend yield at 1.74%, compared with 1.54% for BKF.

BKF is categorized as Emerging Markets Equities, while FLTW is Taiwan Equities. BKF tracks MSCI BRIC Index, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.69% for BKF and 0.19% for FLTW.

FLTW currently has the higher Sharpe Ratio (2.56 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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