BKIE vs. MOWIX

Last updated Apr 2, 2026

Compare and contrast key facts about BNY Mellon International Equity ETF (BKIE) and Moerus Worldwide Value Fund (MOWIX).

BKIE is a passively managed fund by BNY Mellon that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020. MOWIX is managed by MOERUS FUNDS. It was launched on May 30, 2016.

Performance

BKIE vs. MOWIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon International Equity ETF (BKIE) and Moerus Worldwide Value Fund (MOWIX). The values are adjusted to include any dividend payments, if applicable.

BKIE vs. MOWIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BKIE BNY Mellon International Equity ETF	2.69%	32.08%	4.63%	18.25%	-13.60%	13.75%	34.17%
MOWIX Moerus Worldwide Value Fund	5.23%	40.23%	15.96%	24.97%	6.40%	146.79%	47.54%

Returns By Period

In the year-to-date period, BKIE achieves a 2.69% return, which is significantly lower than MOWIX's 5.23% return.

BKIE

• 1D: 1.73%
• 1M: -4.84%
• YTD: 2.69%
• 6M: 7.22%
• 1Y: 26.58%
• 3Y*: 15.93%
• 5Y*: 9.31%
• 10Y*: —

MOWIX

• 1D: 2.26%
• 1M: -7.45%
• YTD: 5.23%
• 6M: 9.49%
• 1Y: 42.23%
• 3Y*: 27.81%
• 5Y*: 38.24%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BKIE vs. MOWIX - Expense Ratio Comparison

BKIE has a 0.04% expense ratio, which is lower than MOWIX's 1.40% expense ratio.

MOWIX

Moerus Worldwide Value Fund

BKIE

BNY Mellon International Equity ETF

Return for Risk

BKIE vs. MOWIX — Risk / Return Rank

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

BKIE

BKIE Risk / Return Rank: 80
BKIE Sharpe Ratio Rank: 80
BKIE Sortino Ratio Rank: 80
BKIE Omega Ratio Rank: 80
BKIE Calmar Ratio Rank: 81
BKIE Martin Ratio Rank: 80

MOWIX

MOWIX Risk / Return Rank: 95
MOWIX Sharpe Ratio Rank: 96
MOWIX Sortino Ratio Rank: 94
MOWIX Omega Ratio Rank: 92
MOWIX Calmar Ratio Rank: 96
MOWIX Martin Ratio Rank: 95

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. MOWIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon International Equity ETF (BKIE) and Moerus Worldwide Value Fund (MOWIX). 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.

	BKIE	MOWIX	Difference
Sharpe ratio Return per unit of total volatility	1.56	2.47	-0.91
Sortino ratio Return per unit of downside risk	2.13	3.02	-0.89
Omega ratio Gain probability vs. loss probability	1.32	1.45	-0.13
Calmar ratio Return relative to maximum drawdown	2.36	3.67	-1.31
Martin ratio Return relative to average drawdown	9.18	13.67	-4.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKIE vs. MOWIX - Sharpe Ratio Comparison

The current BKIE Sharpe Ratio is 1.56, which is lower than the MOWIX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BKIE and MOWIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BKIE	MOWIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.56	2.47	-0.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.76	-0.17
Sharpe Ratio (All Time) Calculated using the full available price history	0.88	0.78	+0.10

Correlation

The correlation between BKIE and MOWIX is 0.75, 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.

Dividends

BKIE vs. MOWIX - Dividend Comparison

BKIE's dividend yield for the trailing twelve months is around 3.45%, less than MOWIX's 9.91% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BKIE BNY Mellon International Equity ETF	3.45%	3.12%	3.31%	2.88%	2.97%	2.58%	1.49%	0.00%	0.00%	0.00%
MOWIX Moerus Worldwide Value Fund	9.91%	10.42%	4.65%	4.98%	0.55%	55.38%	0.72%	94.90%	1.93%	0.86%

Drawdowns

BKIE vs. MOWIX - Drawdown Comparison

The maximum BKIE drawdown since its inception was -28.19%, smaller than the maximum MOWIX drawdown of -46.25%. Use the drawdown chart below to compare losses from any high point for BKIE and MOWIX.

Drawdown Indicators

	BKIE	MOWIX	Difference
Max Drawdown Largest peak-to-trough decline	-28.19%	-46.25%	+18.06%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-11.21%	-0.20%
Max Drawdown (5Y) Largest decline over 5 years	-28.19%	-22.11%	-6.08%
Current Drawdown Current decline from peak	-6.58%	-8.69%	+2.11%
Average Drawdown Average peak-to-trough decline	-5.04%	-7.28%	+2.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	3.01%	-0.07%

Volatility

BKIE vs. MOWIX - Volatility Comparison

BNY Mellon International Equity ETF (BKIE) has a higher volatility of 7.26% compared to Moerus Worldwide Value Fund (MOWIX) at 6.74%. This indicates that BKIE's price experiences larger fluctuations and is considered to be riskier than MOWIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BKIE	MOWIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.26%	6.74%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	11.15%	12.68%	-1.53%
Volatility (1Y) Calculated over the trailing 1-year period	17.14%	17.20%	-0.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	50.86%	-34.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.31%	47.18%	-30.87%