EWH vs. BRF
Compare and contrast key facts about iShares MSCI Hong Kong ETF (EWH) and VanEck Vectors Brazil Small-Cap ETF (BRF).
EWH and BRF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWH is a passively managed fund by iShares that tracks the performance of the MSCI Hong Kong Index. It was launched on Mar 12, 1996. 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. Both EWH and BRF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EWH vs. BRF - Performance Comparison
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EWH vs. BRF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWH iShares MSCI Hong Kong ETF | 9.41% | 34.50% | 0.00% | -13.87% | -6.81% | -3.49% | 4.17% | 10.74% | -8.76% | 36.46% |
BRF VanEck Vectors Brazil Small-Cap ETF | 14.99% | 54.17% | -35.02% | 37.21% | -14.38% | -20.40% | -21.07% | 40.66% | -12.07% | 54.63% |
Returns By Period
In the year-to-date period, EWH achieves a 9.41% return, which is significantly lower than BRF's 14.99% return. Over the past 10 years, EWH has underperformed BRF with an annualized return of 5.29%, while BRF has yielded a comparatively higher 7.95% annualized return.
EWH
- 1D
- 0.69%
- 1M
- -2.88%
- YTD
- 9.41%
- 6M
- 10.74%
- 1Y
- 38.20%
- 3Y*
- 9.02%
- 5Y*
- 0.97%
- 10Y*
- 5.29%
BRF
- 1D
- 0.76%
- 1M
- -3.62%
- YTD
- 14.99%
- 6M
- 20.14%
- 1Y
- 50.62%
- 3Y*
- 16.76%
- 5Y*
- 3.68%
- 10Y*
- 7.95%
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EWH vs. BRF - Expense Ratio Comparison
EWH has a 0.49% expense ratio, which is lower than BRF's 0.60% expense ratio.
Return for Risk
EWH vs. BRF — Risk / Return Rank
EWH
BRF
EWH vs. BRF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Hong Kong ETF (EWH) and VanEck Vectors Brazil Small-Cap ETF (BRF). 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.
| EWH | BRF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 1.76 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.29 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.31 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 3.28 | -0.53 |
Martin ratioReturn relative to average drawdown | 11.42 | 10.80 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EWH | BRF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | 1.76 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.12 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.27 | 0.23 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.07 | +0.11 |
Correlation
The correlation between EWH and BRF is 0.44, 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.
Dividends
EWH vs. BRF - Dividend Comparison
EWH's dividend yield for the trailing twelve months is around 4.75%, less than BRF's 4.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWH iShares MSCI Hong Kong ETF | 4.75% | 5.20% | 4.17% | 4.28% | 2.91% | 2.78% | 2.56% | 2.71% | 2.93% | 4.35% | 3.08% | 2.63% |
BRF VanEck Vectors Brazil Small-Cap ETF | 4.82% | 5.54% | 4.08% | 5.02% | 4.13% | 2.96% | 1.66% | 2.54% | 2.89% | 4.53% | 4.25% | 3.84% |
Drawdowns
EWH vs. BRF - Drawdown Comparison
The maximum EWH drawdown since its inception was -66.44%, smaller than the maximum BRF drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for EWH and BRF.
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Drawdown Indicators
| EWH | BRF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.44% | -82.26% | +15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -14.56% | -16.11% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | -42.71% | -50.49% | +7.78% |
Max Drawdown (10Y)Largest decline over 10 years | -42.71% | -60.43% | +17.72% |
Current DrawdownCurrent decline from peak | -3.97% | -43.94% | +39.97% |
Average DrawdownAverage peak-to-trough decline | -19.58% | -45.76% | +26.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 4.89% | -1.39% |
Volatility
EWH vs. BRF - Volatility Comparison
The current volatility for iShares MSCI Hong Kong ETF (EWH) is 6.11%, while VanEck Vectors Brazil Small-Cap ETF (BRF) has a volatility of 13.88%. This indicates that EWH experiences smaller price fluctuations and is considered to be less risky than BRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWH | BRF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 13.88% | -7.77% |
Volatility (6M)Calculated over the trailing 6-month period | 12.54% | 22.76% | -10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.77% | 29.00% | -10.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.97% | 31.52% | -11.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 34.00% | -14.45% |