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BRF vs. DAPP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRF and DAPP is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BRF vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-33.48%
-45.23%
BRF
DAPP

Key characteristics

Sharpe Ratio

BRF:

-1.12

DAPP:

0.95

Sortino Ratio

BRF:

-1.54

DAPP:

1.76

Omega Ratio

BRF:

0.81

DAPP:

1.19

Calmar Ratio

BRF:

-0.45

DAPP:

0.95

Martin Ratio

BRF:

-1.77

DAPP:

3.60

Ulcer Index

BRF:

17.41%

DAPP:

20.49%

Daily Std Dev

BRF:

27.56%

DAPP:

77.48%

Max Drawdown

BRF:

-81.72%

DAPP:

-91.90%

Current Drawdown

BRF:

-66.29%

DAPP:

-47.03%

Returns By Period

In the year-to-date period, BRF achieves a -32.75% return, which is significantly lower than DAPP's 60.99% return.


BRF

YTD

-32.75%

1M

-13.08%

6M

-12.89%

1Y

-31.93%

5Y*

-12.29%

10Y*

-2.10%

DAPP

YTD

60.99%

1M

-8.92%

6M

36.66%

1Y

61.78%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRF vs. DAPP - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is higher than DAPP's 0.50% expense ratio.


BRF
VanEck Vectors Brazil Small-Cap ETF
Expense ratio chart for BRF: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for DAPP: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

BRF vs. DAPP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and VanEck Digital Transformation ETF (DAPP). 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.


Sharpe ratio
The chart of Sharpe ratio for BRF, currently valued at -1.12, compared to the broader market0.002.004.00-1.120.95
The chart of Sortino ratio for BRF, currently valued at -1.54, compared to the broader market-2.000.002.004.006.008.0010.00-1.541.76
The chart of Omega ratio for BRF, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.811.19
The chart of Calmar ratio for BRF, currently valued at -0.61, compared to the broader market0.005.0010.0015.00-0.610.95
The chart of Martin ratio for BRF, currently valued at -1.77, compared to the broader market0.0020.0040.0060.0080.00100.00-1.773.60
BRF
DAPP

The current BRF Sharpe Ratio is -1.12, which is lower than the DAPP Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of BRF and DAPP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.12
0.95
BRF
DAPP

Dividends

BRF vs. DAPP - Dividend Comparison

Neither BRF nor DAPP has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BRF
VanEck Vectors Brazil Small-Cap ETF
0.00%5.01%4.13%2.97%1.66%2.54%2.89%4.53%4.25%3.84%4.23%1.85%
DAPP
VanEck Digital Transformation ETF
0.00%0.00%0.00%10.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRF vs. DAPP - Drawdown Comparison

The maximum BRF drawdown since its inception was -81.72%, smaller than the maximum DAPP drawdown of -91.90%. Use the drawdown chart below to compare losses from any high point for BRF and DAPP. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-47.92%
-47.03%
BRF
DAPP

Volatility

BRF vs. DAPP - Volatility Comparison

The current volatility for VanEck Vectors Brazil Small-Cap ETF (BRF) is 13.74%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 24.07%. This indicates that BRF experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.74%
24.07%
BRF
DAPP
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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