BKF vs. VWO
Compare and contrast key facts about iShares MSCI BRIC ETF (BKF) and Vanguard FTSE Emerging Markets ETF (VWO).
BKF and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both BKF and VWO 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 VWO.
Key characteristics
| BKF | VWO | |
|---|---|---|
| YTD Return | 6.92% | 6.25% |
| 1Y Return | 9.30% | 13.00% |
| 3Y Return (Ann) | -9.47% | -2.66% |
| 5Y Return (Ann) | -1.85% | 3.09% |
| 10Y Return (Ann) | 2.16% | 3.52% |
| Sharpe Ratio | 0.61 | 1.00 |
| Daily Std Dev | 17.62% | 13.97% |
| Max Drawdown | -70.29% | -67.68% |
| Current Drawdown | -35.20% | -14.47% |
Correlation
The correlation between BKF and VWO is 0.94, 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. VWO - Performance Comparison
In the year-to-date period, BKF achieves a 6.92% return, which is significantly higher than VWO's 6.25% return. Over the past 10 years, BKF has underperformed VWO with an annualized return of 2.16%, while VWO has yielded a comparatively higher 3.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BKF vs. VWO - Expense Ratio Comparison
BKF has a 0.69% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
BKF vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI BRIC ETF (BKF) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
BKF's dividend yield for the trailing twelve months is around 1.58%, less than VWO's 3.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKF iShares MSCI BRIC ETF | 1.58% | 1.68% | 2.03% | 2.92% | 1.01% | 1.65% | 2.32% | 1.51% | 1.81% | 3.14% | 3.00% | 2.39% |
VWO Vanguard FTSE Emerging Markets ETF | 3.34% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
BKF vs. VWO - Drawdown Comparison
The maximum BKF drawdown since its inception was -70.29%, roughly equal to the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BKF and VWO. For additional features, visit the drawdowns tool.
Volatility
BKF vs. VWO - Volatility Comparison
iShares MSCI BRIC ETF (BKF) has a higher volatility of 5.12% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.59%. This indicates that BKF's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.