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BKF vs. IOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKF vs. IOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI BRIC ETF (BKF) and iShares Global 100 ETF (IOO). The values are adjusted to include any dividend payments, if applicable.

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BKF vs. IOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BKF
iShares MSCI BRIC ETF
-7.17%22.30%9.24%1.27%-21.78%-11.87%16.52%22.93%-13.80%41.80%
IOO
iShares Global 100 ETF
-4.50%27.02%26.54%27.71%-16.34%26.03%18.61%30.01%-6.22%23.56%

Returns By Period

In the year-to-date period, BKF achieves a -7.17% return, which is significantly lower than IOO's -4.50% return. Over the past 10 years, BKF has underperformed IOO with an annualized return of 5.19%, while IOO has yielded a comparatively higher 15.03% annualized 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%

IOO

1D
3.46%
1M
-5.18%
YTD
-4.50%
6M
1.16%
1Y
26.95%
3Y*
21.47%
5Y*
14.29%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKF vs. IOO - Expense Ratio Comparison

BKF has a 0.69% expense ratio, which is higher than IOO's 0.40% expense ratio.


Return for Risk

BKF vs. IOO — 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

IOO
IOO Risk / Return Rank: 8383
Overall Rank
IOO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8383
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 8282
Calmar Ratio Rank
IOO Martin Ratio Rank: 8888
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. IOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and iShares Global 100 ETF (IOO). 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.


BKFIOODifference

Sharpe ratio

Return per unit of total volatility

0.20

1.41

-1.21

Sortino ratio

Return per unit of downside risk

0.40

2.09

-1.69

Omega ratio

Gain probability vs. loss probability

1.05

1.31

-0.26

Calmar ratio

Return relative to maximum drawdown

0.25

2.18

-1.94

Martin ratio

Return relative to average drawdown

0.85

10.38

-9.53

BKF vs. IOO - Sharpe Ratio Comparison

The current BKF Sharpe Ratio is 0.20, which is lower than the IOO Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of BKF and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKFIOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

1.41

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.85

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

0.85

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.36

-0.36

Correlation

The correlation between BKF and IOO is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BKF vs. IOO - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 1.93%, more than IOO's 0.96% 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%
IOO
iShares Global 100 ETF
0.96%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Drawdowns

BKF vs. IOO - Drawdown Comparison

The maximum BKF drawdown since its inception was -70.29%, which is greater than IOO's maximum drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for BKF and IOO.


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Drawdown Indicators


BKFIOODifference

Max Drawdown

Largest peak-to-trough decline

-70.29%

-55.85%

-14.44%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-12.40%

-1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-44.98%

-23.52%

-21.46%

Max Drawdown (10Y)

Largest decline over 10 years

-49.20%

-31.43%

-17.77%

Current Drawdown

Current decline from peak

-24.82%

-6.82%

-18.00%

Average Drawdown

Average peak-to-trough decline

-28.16%

-11.34%

-16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

2.61%

+1.30%

Volatility

BKF vs. IOO - Volatility Comparison

iShares MSCI BRIC ETF (BKF) has a higher volatility of 7.23% compared to iShares Global 100 ETF (IOO) at 6.26%. This indicates that BKF's price experiences larger fluctuations and is considered to be riskier than IOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKFIOODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

6.26%

+0.97%

Volatility (6M)

Calculated over the trailing 6-month period

11.53%

10.69%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

19.22%

-1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

16.97%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.79%

17.74%

+4.05%