PortfoliosLab logoPortfoliosLab logo
BKF vs. INDH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKF vs. INDH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI BRIC ETF (BKF) and WisdomTree India Hedged Equity Fund (INDH). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BKF vs. INDH - Yearly Performance Comparison


2026 (YTD)20252024
BKF
iShares MSCI BRIC ETF
-7.17%22.30%2.84%
INDH
WisdomTree India Hedged Equity Fund
-10.24%6.76%5.05%

Returns By Period

In the year-to-date period, BKF achieves a -7.17% return, which is significantly higher than INDH's -10.24% return.


BKF

1D
2.70%
1M
-6.83%
YTD
-7.17%
6M
-9.08%
1Y
3.52%
3Y*
7.49%
5Y*
-3.24%
10Y*
5.19%

INDH

1D
2.18%
1M
-7.60%
YTD
-10.24%
6M
-5.51%
1Y
-1.98%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BKF vs. INDH - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than INDH's 0.64% expense ratio.


Return for Risk

BKF vs. INDH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKF
BKF Risk / Return Rank: 1717
Overall Rank
BKF Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BKF Sortino Ratio Rank: 1717
Sortino Ratio Rank
BKF Omega Ratio Rank: 1717
Omega Ratio Rank
BKF Calmar Ratio Rank: 1717
Calmar Ratio Rank
BKF Martin Ratio Rank: 1818
Martin Ratio Rank

INDH
INDH Risk / Return Rank: 88
Overall Rank
INDH Sharpe Ratio Rank: 99
Sharpe Ratio Rank
INDH Sortino Ratio Rank: 88
Sortino Ratio Rank
INDH Omega Ratio Rank: 88
Omega Ratio Rank
INDH Calmar Ratio Rank: 99
Calmar Ratio Rank
INDH Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BKF vs. INDH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and WisdomTree India Hedged Equity Fund (INDH). 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.


BKFINDHDifference

Sharpe ratio

Return per unit of total volatility

0.20

-0.14

+0.34

Sortino ratio

Return per unit of downside risk

0.40

-0.10

+0.50

Omega ratio

Gain probability vs. loss probability

1.05

0.99

+0.07

Calmar ratio

Return relative to maximum drawdown

0.25

-0.18

+0.43

Martin ratio

Return relative to average drawdown

0.85

-0.69

+1.54

BKF vs. INDH - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is 0.20, which is higher than the INDH Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of BKF and INDH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BKFINDHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

-0.14

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.02

-0.02

Correlation

The correlation between BKF and INDH is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BKF vs. INDH - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.93%, less than INDH's 5.85% yield.


TTM20252024202320222021202020192018201720162015
BKF
iShares MSCI BRIC ETF
1.93%1.79%2.37%1.68%2.04%2.93%1.02%1.66%2.33%1.51%1.82%3.15%
INDH
WisdomTree India Hedged Equity Fund
5.85%5.25%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BKF vs. INDH - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than INDH's maximum drawdown of -15.05%. Use the drawdown chart below to compare losses from any high point for BKF and INDH.


Loading graphics...

Drawdown Indicators


BKFINDHDifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-15.05%

-55.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-12.94%

-0.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

Max Drawdown (10Y)

Largest decline over 10 years

-49.20%

Current Drawdown

Current decline from peak

-24.82%

-12.24%

-12.58%

Average Drawdown

Average peak-to-trough decline

-28.16%

-5.36%

-22.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

3.40%

+0.51%

Volatility

BKF vs. INDH - Volatility Comparison

The current volatility for iShares MSCI BRIC ETF (BKF) is 7.23%, while WisdomTree India Hedged Equity Fund (INDH) has a volatility of 7.80%. This indicates that BKF experiences smaller price fluctuations and is considered to be less risky than INDH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BKFINDHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

7.80%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

10.52%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

14.13%

+3.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

14.43%

+7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

14.43%

+7.36%