BRSM vs. EPU
BRSM (MFS Blended Research Small-Mid Cap ETF) and EPU (iShares MSCI Peru ETF) are both Mid Cap Blend Equities funds. BRSM is actively managed, while EPU is passively managed. At a 0.46 correlation, their price movements are largely independent. BRSM charges 0.38%/yr vs 0.59%/yr for EPU.
Performance
BRSM vs. EPU - Performance Comparison
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Returns By Period
BRSM
- 1D
- 0.09%
- 1M
- 1.46%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EPU
- 1D
- -2.50%
- 1M
- -4.06%
- 6M
- 3.51%
- YTD
- 18.76%
- 1Y
- 79.73%
- 3Y*
- 42.79%
- 5Y*
- 29.83%
- 10Y*
- 13.47%
BRSM vs. EPU - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BRSM MFS Blended Research Small-Mid Cap ETF | 2.77% |
EPU iShares MSCI Peru ETF | 2.34% |
Correlation
The correlation between BRSM and EPU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026 | 0.46 |
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Return for Risk
BRSM vs. EPU — Risk / Return Rank
BRSM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EPU
BRSM vs. EPU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Small-Mid Cap ETF (BRSM) and iShares MSCI Peru ETF (EPU). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRSM | EPU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.84 | — |
| Martin ratioReturn relative to average drawdown | — | 10.56 | — |
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Drawdowns
BRSM vs. EPU - Drawdown Comparison
The maximum BRSM drawdown since its inception was -3.25%, smaller than the maximum EPU drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for BRSM and EPU.
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Drawdown Indicators
| BRSM | EPU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -3.25% | -60.62% | +57.37% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.85% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.85% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.59% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.97% | — |
Current DrawdownCurrent decline from peak | -1.41% | -8.43% | +7.02% |
Average DrawdownAverage peak-to-trough decline | -1.10% | -18.75% | +17.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.58% | — |
Volatility
BRSM vs. EPU - Volatility Comparison
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Volatility by Period
| BRSM | EPU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 27.20% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 31.66% | -13.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.28% | 25.23% | -6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 23.66% | -5.38% |
BRSM vs. EPU - Expense Ratio Comparison
BRSM has a 0.38% expense ratio, which is lower than EPU's 0.59% expense ratio.
Dividends
BRSM vs. EPU - Dividend Comparison
BRSM has not paid dividends to shareholders, while EPU's dividend yield for the trailing twelve months is around 2.02%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSM MFS Blended Research Small-Mid Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPU iShares MSCI Peru ETF | 2.02% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
Frequently Asked Questions
BRSM and EPU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BRSM is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BRSM is cheaper with a 0.38% expense ratio, compared with 0.59% for EPU.
EPU has the higher dividend yield at 2.02%, compared with 0.00% for BRSM.
They also come from different issuers: MFS and iShares. Their fees differ too: 0.38% for BRSM and 0.59% for EPU.
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