BKF vs. SCHE
Compare and contrast key facts about iShares MSCI BRIC ETF (BKF) and Schwab Emerging Markets Equity ETF (SCHE).
BKF and SCHE 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. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. Both BKF and SCHE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BKF or SCHE.
Key characteristics
| BKF | SCHE | |
|---|---|---|
| Sharpe Ratio | 0.70 | 1.09 |
| Sortino Ratio | 1.10 | 1.62 |
| Omega Ratio | 1.14 | 1.20 |
| Calmar Ratio | 0.29 | 0.64 |
| Martin Ratio | 2.45 | 4.90 |
| Ulcer Index | 5.23% | 3.33% |
| Daily Std Dev | 18.37% | 14.96% |
| Max Drawdown | -70.29% | -36.16% |
| Current Drawdown | -32.86% | -12.02% |
Correlation
The correlation between BKF and SCHE is 0.95, 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.
Performance
BKF vs. SCHE - Performance Comparison
Returns By Period
In the year-to-date period, BKF achieves a 10.79% return, which is significantly lower than SCHE's 11.80% return. Over the past 10 years, BKF has underperformed SCHE with an annualized return of 2.23%, while SCHE has yielded a comparatively higher 3.78% annualized return.
BKF
10.79%
-2.83%
5.42%
12.20%
-0.54%
2.23%
SCHE
11.80%
-2.19%
6.35%
15.50%
4.02%
3.78%
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BKF vs. SCHE - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
BKF vs. SCHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Schwab Emerging Markets Equity ETF (SCHE). 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.
Dividends
BKF vs. SCHE - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.28%, less than SCHE's 3.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | 1.28% | 1.68% | 2.04% | 2.93% | 1.02% | 1.66% | 2.33% | 1.51% | 1.81% | 3.15% | 3.01% | 2.40% |
SCHE Schwab Emerging Markets Equity ETF | 3.09% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
Drawdowns
BKF vs. SCHE - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, which is greater than SCHE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for BKF and SCHE. For additional features, visit the drawdowns tool.
Volatility
BKF vs. SCHE - Volatility Comparison
iShares MSCI BRIC ETF (BKF) has a higher volatility of 5.78% compared to Schwab Emerging Markets Equity ETF (SCHE) at 4.63%. This indicates that BKF's price experiences larger fluctuations and is considered to be riskier than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.