BKF vs. IWM
Compare and contrast key facts about iShares MSCI BRIC ETF (BKF) and iShares Russell 2000 ETF (IWM).
BKF and IWM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BKF is a passively managed fund by iShares that tracks the performance of the MSCI BRIC Index. It was launched on Nov 12, 2007. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000. Both BKF and IWM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BKF vs. IWM - Performance Comparison
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BKF vs. IWM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, BKF achieves a -7.17% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, BKF has underperformed IWM with an annualized return of 5.19%, while IWM has yielded a comparatively higher 9.76% 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%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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BKF vs. IWM - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
BKF vs. IWM — Risk / Return Rank
BKF
IWM
BKF vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and iShares Russell 2000 ETF (IWM). 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.
| BKF | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.20 | 1.11 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.40 | 1.66 | -1.26 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.82 | -1.58 |
Martin ratioReturn relative to average drawdown | 0.85 | 6.76 | -5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BKF | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.20 | 1.11 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.15 | 0.15 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.43 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.34 | -0.34 |
Correlation
The correlation between BKF and IWM is 0.62, 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. IWM - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.93%, more than IWM's 1.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
BKF vs. IWM - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BKF and IWM.
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Drawdown Indicators
| BKF | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.29% | -59.05% | -11.24% |
Max Drawdown (1Y)Largest decline over 1 year | -13.43% | -13.74% | +0.31% |
Max Drawdown (5Y)Largest decline over 5 years | -44.98% | -31.91% | -13.07% |
Max Drawdown (10Y)Largest decline over 10 years | -49.20% | -41.13% | -8.07% |
Current DrawdownCurrent decline from peak | -24.82% | -7.91% | -16.91% |
Average DrawdownAverage peak-to-trough decline | -28.16% | -10.83% | -17.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.91% | 3.70% | +0.21% |
Volatility
BKF vs. IWM - Volatility Comparison
iShares MSCI BRIC ETF (BKF) and iShares Russell 2000 ETF (IWM) have volatilities of 7.23% and 7.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BKF | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 7.47% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 14.47% | -2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.02% | 23.18% | -5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 22.55% | -1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 22.99% | -1.20% |