EWM vs. BKF
Compare and contrast key facts about iShares MSCI Malaysia ETF (EWM) and iShares MSCI BRIC ETF (BKF).
EWM and BKF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWM is a passively managed fund by iShares that tracks the performance of the MSCI Malaysia Index. It was launched on Mar 12, 1996. BKF is a passively managed fund by iShares that tracks the performance of the MSCI BRIC Index. It was launched on Nov 12, 2007. Both EWM and BKF 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
EWM vs. BKF - Performance Comparison
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EWM vs. BKF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.84% | 15.74% | 19.46% | -3.61% | -6.00% | -7.40% | 3.12% | -1.41% | -6.28% | 24.25% |
BKF iShares MSCI BRIC ETF | -7.17% | 22.30% | 9.24% | 1.27% | -21.78% | -11.87% | 16.52% | 22.93% | -13.80% | 41.80% |
Returns By Period
In the year-to-date period, EWM achieves a 3.84% return, which is significantly higher than BKF's -7.17% return. Over the past 10 years, EWM has underperformed BKF with an annualized return of 1.76%, while BKF has yielded a comparatively higher 5.19% annualized return.
EWM
- 1D
- 1.68%
- 1M
- -2.77%
- YTD
- 3.84%
- 6M
- 11.36%
- 1Y
- 27.73%
- 3Y*
- 12.55%
- 5Y*
- 4.95%
- 10Y*
- 1.76%
BKF
- 1D
- 2.70%
- 1M
- -6.83%
- YTD
- -7.17%
- 6M
- -9.08%
- 1Y
- 3.52%
- 3Y*
- 7.49%
- 5Y*
- -3.24%
- 10Y*
- 5.19%
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EWM vs. BKF - Expense Ratio Comparison
EWM has a 0.49% expense ratio, which is lower than BKF's 0.69% expense ratio.
Return for Risk
EWM vs. BKF — Risk / Return Rank
EWM
BKF
EWM vs. BKF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Malaysia ETF (EWM) and iShares MSCI BRIC ETF (BKF). 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.
| EWM | BKF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.20 | +1.56 |
Sortino ratioReturn per unit of downside risk | 2.41 | 0.40 | +2.01 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.05 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 0.25 | +2.85 |
Martin ratioReturn relative to average drawdown | 11.53 | 0.85 | +10.69 |
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
| EWM | BKF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.20 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | -0.15 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.24 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.00 | +0.07 |
Correlation
The correlation between EWM and BKF is 0.65, 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
EWM vs. BKF - Dividend Comparison
EWM's dividend yield for the trailing twelve months is around 3.29%, more than BKF's 1.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.29% | 3.41% | 3.32% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% |
BKF iShares MSCI BRIC ETF | 1.93% | 1.79% | 2.37% | 1.68% | 2.04% | 2.93% | 1.02% | 1.66% | 2.33% | 1.51% | 1.82% | 3.15% |
Drawdowns
EWM vs. BKF - Drawdown Comparison
The maximum EWM drawdown since its inception was -89.19%, which is greater than BKF's maximum drawdown of -70.29%. Use the drawdown chart below to compare losses from any high point for EWM and BKF.
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Drawdown Indicators
| EWM | BKF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.19% | -70.29% | -18.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -13.43% | +4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -44.98% | +21.14% |
Max Drawdown (10Y)Largest decline over 10 years | -43.81% | -49.20% | +5.39% |
Current DrawdownCurrent decline from peak | -8.24% | -24.82% | +16.58% |
Average DrawdownAverage peak-to-trough decline | -31.98% | -28.16% | -3.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 3.91% | -1.47% |
Volatility
EWM vs. BKF - Volatility Comparison
The current volatility for iShares MSCI Malaysia ETF (EWM) is 5.96%, while iShares MSCI BRIC ETF (BKF) has a volatility of 7.23%. This indicates that EWM experiences smaller price fluctuations and is considered to be less risky than BKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EWM | BKF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 7.23% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 11.53% | -1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 18.02% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 21.48% | -7.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 21.79% | -5.43% |