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BKIE vs. BKUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKIE vs. BKUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Equity ETF (BKIE) and BNY Mellon Ultra Short Income ETF (BKUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKIE achieves a 8.46% return, which is significantly higher than BKUI's 1.42% return.


BKIE

1D
-0.89%
1M
3.12%
YTD
8.46%
6M
11.11%
1Y
22.58%
3Y*
17.39%
5Y*
9.05%
10Y*

BKUI

1D
-0.01%
1M
0.33%
YTD
1.42%
6M
1.74%
1Y
4.32%
3Y*
5.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKIE vs. BKUI - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BKIE
BNY Mellon International Equity ETF
8.46%32.08%4.63%18.25%-13.60%-0.08%
BKUI
BNY Mellon Ultra Short Income ETF
1.42%4.93%5.50%5.75%-0.08%-0.26%

Correlation

The correlation between BKIE and BKUI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 12, 2021

0.18

The correlation between BKIE and BKUI shifts across timeframes, from 0.18 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BKIE vs. BKUI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKIE
BKIE Risk / Return Rank: 4343
Overall Rank
BKIE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BKIE Sortino Ratio Rank: 4343
Sortino Ratio Rank
BKIE Omega Ratio Rank: 4343
Omega Ratio Rank
BKIE Calmar Ratio Rank: 3939
Calmar Ratio Rank
BKIE Martin Ratio Rank: 4646
Martin Ratio Rank

BKUI
BKUI Risk / Return Rank: 9999
Overall Rank
BKUI Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
BKUI Sortino Ratio Rank: 100100
Sortino Ratio Rank
BKUI Omega Ratio Rank: 100100
Omega Ratio Rank
BKUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
BKUI Martin Ratio Rank: 9999
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.

BKIE vs. BKUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and BNY Mellon Ultra Short Income ETF (BKUI). 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.


BKIEBKUIDifference
Sharpe ratioReturn per unit of total volatility

-8.97

Sortino ratioReturn per unit of downside risk

-23.02

Omega ratioGain probability vs. loss probability

1.28

6.02

-4.74

Calmar ratioReturn relative to maximum drawdown

1.99

32.56

-30.57

Martin ratioReturn relative to average drawdown

7.68

230.94

-223.27

BKIE vs. BKUI - Sharpe Ratio Comparison

The current BKIE Sharpe Ratio is 1.56, which is lower than the BKUI Sharpe Ratio of 10.52. The chart below compares the historical Sharpe Ratios of BKIE and BKUI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BKIEBKUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

10.52

-8.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

6.08

-5.17

Drawdowns

BKIE vs. BKUI - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, which is greater than BKUI's maximum drawdown of -1.72%. Use the drawdown chart below to compare losses from any high point for BKIE and BKUI.


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Drawdown Indicators


BKIEBKUIDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-1.72%

-26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.41%

-0.13%

-11.28%

Max Drawdown (3Y)

Largest decline over 3 years

-13.19%

-0.25%

-12.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.19%

Current Drawdown

Current decline from peak

-1.33%

-0.01%

-1.32%

Average Drawdown

Average peak-to-trough decline

-4.98%

-0.27%

-4.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

0.02%

+2.93%

Volatility

BKIE vs. BKUI - Volatility Comparison

BNY Mellon International Equity ETF (BKIE) has a higher volatility of 4.42% compared to BNY Mellon Ultra Short Income ETF (BKUI) at 0.15%. This indicates that BKIE's price experiences larger fluctuations and is considered to be riskier than BKUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKIEBKUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

0.15%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

0.31%

+11.86%

Volatility (1Y)

Calculated over the trailing 1-year period

14.58%

0.41%

+14.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

0.59%

+15.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

0.59%

+15.75%

BKIE vs. BKUI - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is lower than BKUI's 0.12% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BKIE vs. BKUI - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 3.26%, less than BKUI's 4.21% yield.


PositionTTM202520242023202220212020
BKIE
BNY Mellon International Equity ETF
3.26%3.12%3.31%2.88%2.97%2.58%1.49%
BKUI
BNY Mellon Ultra Short Income ETF
4.21%4.48%5.11%4.29%1.82%0.22%0.00%

Frequently Asked Questions


BKIE and BKUI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKIE has higher volatility (4.42%) compared to BKUI (0.15%). In terms of maximum drawdown, BKIE dropped -28.19% vs BKUI's -1.72%.

On 3-year performance, BKIE leads with 17.39% vs 5.21% for BKUI. On fees, BKIE is cheaper at 0.04% per year. On volatility, BKUI has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BKIE has performed better with a 17.39% return vs 5.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKIE is cheaper with a 0.04% expense ratio, compared with 0.12% for BKUI.

BKUI has the higher dividend yield at 4.21%, compared with 3.26% for BKIE.

BKIE is categorized as Foreign Large Cap Equities, while BKUI is Ultrashort Bond. Their fees differ too: 0.04% for BKIE and 0.12% for BKUI.

BKUI currently has the higher Sharpe Ratio (10.52 vs 1.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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