PortfoliosLab logo
BRF vs. EWZS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRF and EWZS is 0.45, 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. EWZS - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%December2025FebruaryMarchAprilMay
-54.61%
-29.75%
BRF
EWZS

Key characteristics

Sharpe Ratio

BRF:

-0.43

EWZS:

-0.41

Sortino Ratio

BRF:

-0.43

EWZS:

-0.40

Omega Ratio

BRF:

0.95

EWZS:

0.95

Calmar Ratio

BRF:

-0.19

EWZS:

-0.23

Martin Ratio

BRF:

-0.84

EWZS:

-0.79

Ulcer Index

BRF:

15.08%

EWZS:

16.18%

Daily Std Dev

BRF:

29.13%

EWZS:

31.03%

Max Drawdown

BRF:

-81.72%

EWZS:

-79.23%

Current Drawdown

BRF:

-60.37%

EWZS:

-42.80%

Returns By Period

In the year-to-date period, BRF achieves a 21.68% return, which is significantly lower than EWZS's 25.73% return. Over the past 10 years, BRF has underperformed EWZS with an annualized return of 0.52%, while EWZS has yielded a comparatively higher 3.14% annualized return.


BRF

YTD

21.68%

1M

12.53%

6M

-1.89%

1Y

-12.03%

5Y*

4.12%

10Y*

0.52%

EWZS

YTD

25.73%

1M

14.02%

6M

-1.82%

1Y

-12.43%

5Y*

7.72%

10Y*

3.14%

*Annualized

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. EWZS - Expense Ratio Comparison

BRF has a 0.60% expense ratio, which is higher than EWZS's 0.59% expense ratio.


Risk-Adjusted Performance

BRF vs. EWZS — 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

EWZS
The Risk-Adjusted Performance Rank of EWZS is 88
Overall Rank
The Sharpe Ratio Rank of EWZS is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of EWZS is 77
Sortino Ratio Rank
The Omega Ratio Rank of EWZS is 88
Omega Ratio Rank
The Calmar Ratio Rank of EWZS is 88
Calmar Ratio Rank
The Martin Ratio Rank of EWZS is 88
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. EWZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Brazil Small-Cap ETF (BRF) and iShares MSCI Brazil Small-Cap ETF (EWZS). 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 comparable to the EWZS Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of BRF and EWZS, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20December2025FebruaryMarchAprilMay
-0.43
-0.41
BRF
EWZS

Dividends

BRF vs. EWZS - Dividend Comparison

BRF's dividend yield for the trailing twelve months is around 3.35%, less than EWZS's 3.92% 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%
EWZS
iShares MSCI Brazil Small-Cap ETF
3.92%4.93%2.75%4.61%4.51%1.15%1.77%4.79%3.41%3.62%4.35%3.05%

Drawdowns

BRF vs. EWZS - Drawdown Comparison

The maximum BRF drawdown since its inception was -81.72%, roughly equal to the maximum EWZS drawdown of -79.23%. Use the drawdown chart below to compare losses from any high point for BRF and EWZS. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%December2025FebruaryMarchAprilMay
-60.37%
-42.80%
BRF
EWZS

Volatility

BRF vs. EWZS - Volatility Comparison

The current volatility for VanEck Vectors Brazil Small-Cap ETF (BRF) is 8.74%, while iShares MSCI Brazil Small-Cap ETF (EWZS) has a volatility of 9.92%. This indicates that BRF experiences smaller price fluctuations and is considered to be less risky than EWZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.74%
9.92%
BRF
EWZS