BRF vs. KSA
Compare and contrast key facts about VanEck Vectors Brazil Small-Cap ETF (BRF) and iShares MSCI Saudi Arabia ETF (KSA).
BRF and KSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BRF is a passively managed fund by VanEck that tracks the performance of the MVIS Brazil Small-Cap Index. It was launched on May 12, 2009. KSA is a passively managed fund by iShares that tracks the performance of the MSCI Saudi Arabia Investable Market Index (IMI) 25/50 Index. It was launched on Sep 16, 2015. Both BRF and KSA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRF or KSA.
Performance
BRF vs. KSA - Performance Comparison
Returns By Period
In the year-to-date period, BRF achieves a -23.42% return, which is significantly lower than KSA's -0.59% return.
BRF
-23.42%
-3.51%
-10.50%
-15.66%
-7.94%
-2.45%
KSA
-0.59%
-0.77%
2.04%
7.71%
8.68%
N/A
Key characteristics
| BRF | KSA | |
|---|---|---|
| Sharpe Ratio | -0.62 | 0.53 |
| Sortino Ratio | -0.77 | 0.82 |
| Omega Ratio | 0.91 | 1.11 |
| Calmar Ratio | -0.25 | 0.35 |
| Martin Ratio | -1.03 | 1.35 |
| Ulcer Index | 15.32% | 5.24% |
| Daily Std Dev | 25.27% | 13.32% |
| Max Drawdown | -81.72% | -40.56% |
| Current Drawdown | -61.61% | -13.89% |
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BRF vs. KSA - Expense Ratio Comparison
BRF has a 0.60% expense ratio, which is lower than KSA's 0.74% expense ratio.
Correlation
The correlation between BRF and KSA is 0.29, 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.
Risk-Adjusted Performance
BRF vs. KSA - 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 Saudi Arabia ETF (KSA). 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.
Dividends
BRF vs. KSA - Dividend Comparison
BRF's dividend yield for the trailing twelve months is around 6.55%, more than KSA's 2.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRF VanEck Vectors Brazil Small-Cap ETF | 6.55% | 5.01% | 4.13% | 2.97% | 1.66% | 2.54% | 2.89% | 4.53% | 4.25% | 3.84% | 4.23% | 1.85% |
KSA iShares MSCI Saudi Arabia ETF | 2.79% | 2.44% | 1.93% | 1.58% | 1.76% | 2.15% | 2.51% | 2.30% | 3.06% | 0.04% | 0.00% | 0.00% |
Drawdowns
BRF vs. KSA - Drawdown Comparison
The maximum BRF drawdown since its inception was -81.72%, which is greater than KSA's maximum drawdown of -40.56%. Use the drawdown chart below to compare losses from any high point for BRF and KSA. For additional features, visit the drawdowns tool.
Volatility
BRF vs. KSA - Volatility Comparison
VanEck Vectors Brazil Small-Cap ETF (BRF) has a higher volatility of 6.28% compared to iShares MSCI Saudi Arabia ETF (KSA) at 3.26%. This indicates that BRF's price experiences larger fluctuations and is considered to be riskier than KSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.