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BKF vs. IOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKF and IOO is 0.71, 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.


-0.50.00.51.00.7

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.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.38%
4.24%
BKF
IOO

Key characteristics

Sharpe Ratio

BKF:

0.57

IOO:

1.89

Sortino Ratio

BKF:

0.94

IOO:

2.51

Omega Ratio

BKF:

1.12

IOO:

1.35

Calmar Ratio

BKF:

0.25

IOO:

2.37

Martin Ratio

BKF:

1.82

IOO:

9.69

Ulcer Index

BKF:

5.99%

IOO:

2.72%

Daily Std Dev

BKF:

19.07%

IOO:

13.92%

Max Drawdown

BKF:

-70.29%

IOO:

-55.85%

Current Drawdown

BKF:

-33.15%

IOO:

-2.65%

Returns By Period

In the year-to-date period, BKF achieves a 10.28% return, which is significantly lower than IOO's 25.91% return. Over the past 10 years, BKF has underperformed IOO with an annualized return of 2.50%, while IOO has yielded a comparatively higher 12.27% annualized return.


BKF

YTD

10.28%

1M

-0.52%

6M

3.75%

1Y

13.80%

5Y*

-1.97%

10Y*

2.50%

IOO

YTD

25.91%

1M

1.07%

6M

3.81%

1Y

27.74%

5Y*

15.18%

10Y*

12.27%

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. IOO - Expense Ratio Comparison

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


BKF
iShares MSCI BRIC ETF
Expense ratio chart for BKF: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for IOO: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

BKF vs. IOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for BKF, currently valued at 0.57, compared to the broader market0.002.004.000.571.89
The chart of Sortino ratio for BKF, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.942.51
The chart of Omega ratio for BKF, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.35
The chart of Calmar ratio for BKF, currently valued at 0.25, compared to the broader market0.005.0010.0015.000.252.37
The chart of Martin ratio for BKF, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.001.829.69
BKF
IOO

The current BKF Sharpe Ratio is 0.57, which is lower than the IOO Sharpe Ratio of 1.89. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.57
1.89
BKF
IOO

Dividends

BKF vs. IOO - Dividend Comparison

BKF's dividend yield for the trailing twelve months is around 2.35%, more than IOO's 1.08% yield.


TTM20232022202120202019201820172016201520142013
BKF
iShares MSCI BRIC ETF
2.35%1.68%2.04%2.93%1.02%1.66%2.33%1.51%1.81%3.15%3.01%2.40%
IOO
iShares Global 100 ETF
1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%2.37%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.15%
-2.65%
BKF
IOO

Volatility

BKF vs. IOO - Volatility Comparison

iShares MSCI BRIC ETF (BKF) has a higher volatility of 5.95% compared to iShares Global 100 ETF (IOO) at 3.63%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.95%
3.63%
BKF
IOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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