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

Correlation

The correlation between BRF and DAPP is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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%December2025FebruaryMarchAprilMay
-21.80%
-62.99%
BRF
DAPP

Key characteristics

Sharpe Ratio

BRF:

-0.43

DAPP:

0.26

Sortino Ratio

BRF:

-0.43

DAPP:

0.92

Omega Ratio

BRF:

0.95

DAPP:

1.11

Calmar Ratio

BRF:

-0.19

DAPP:

0.27

Martin Ratio

BRF:

-0.84

DAPP:

0.73

Ulcer Index

BRF:

15.08%

DAPP:

26.67%

Daily Std Dev

BRF:

29.13%

DAPP:

74.27%

Max Drawdown

BRF:

-81.72%

DAPP:

-91.90%

Current Drawdown

BRF:

-60.37%

DAPP:

-64.21%

Returns By Period

In the year-to-date period, BRF achieves a 21.68% return, which is significantly higher than DAPP's -24.91% return.


BRF

YTD

21.68%

1M

12.53%

6M

-1.89%

1Y

-12.03%

5Y*

4.12%

10Y*

0.52%

DAPP

YTD

-24.91%

1M

26.49%

6M

-28.18%

1Y

19.34%

5Y*

N/A

10Y*

N/A

*Annualized

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BRF vs. DAPP - Expense Ratio Comparison

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


Risk-Adjusted Performance

BRF vs. DAPP — Risk-Adjusted Performance Rank

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

BRF
The Risk-Adjusted Performance Rank of BRF is 88
Overall Rank
The Sharpe Ratio Rank of BRF is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BRF is 77
Sortino Ratio Rank
The Omega Ratio Rank of BRF is 77
Omega Ratio Rank
The Calmar Ratio Rank of BRF is 1010
Calmar Ratio Rank
The Martin Ratio Rank of BRF is 88
Martin Ratio Rank

DAPP
The Risk-Adjusted Performance Rank of DAPP is 4545
Overall Rank
The Sharpe Ratio Rank of DAPP is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of DAPP is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DAPP is 5252
Omega Ratio Rank
The Calmar Ratio Rank of DAPP is 4141
Calmar Ratio Rank
The Martin Ratio Rank of DAPP is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BRF Sharpe Ratio is -0.43, which is lower than the DAPP Sharpe Ratio of 0.26. 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.42
0.26
BRF
DAPP

Dividends

BRF vs. DAPP - Dividend Comparison

BRF's dividend yield for the trailing twelve months is around 3.35%, less than DAPP's 5.38% yield.


TTM20242023202220212020201920182017201620152014
BRF
VanEck Vectors Brazil Small-Cap ETF
3.35%4.07%5.01%4.13%2.97%1.66%2.54%2.89%4.53%4.25%3.84%4.23%
DAPP
VanEck Digital Transformation ETF
5.38%4.04%0.00%0.00%10.13%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%December2025FebruaryMarchAprilMay
-38.78%
-64.21%
BRF
DAPP

Volatility

BRF vs. DAPP - Volatility Comparison

The current volatility for VanEck Vectors Brazil Small-Cap ETF (BRF) is 8.74%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 23.07%. 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.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
8.74%
23.07%
BRF
DAPP