PortfoliosLab logoPortfoliosLab logo
EWZ vs. BRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EWZ vs. BRF - Performance Comparison

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

Loading graphics...

EWZ vs. BRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWZ
iShares MSCI Brazil ETF
20.84%48.81%-30.41%32.62%12.09%-17.32%-20.35%27.67%-2.52%23.62%
BRF
VanEck Vectors Brazil Small-Cap ETF
14.12%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, EWZ achieves a 20.84% return, which is significantly higher than BRF's 14.12% return. Over the past 10 years, EWZ has outperformed BRF with an annualized return of 9.08%, while BRF has yielded a comparatively lower 7.87% annualized return.


EWZ

1D
4.41%
1M
-0.88%
YTD
20.84%
6M
28.18%
1Y
56.58%
3Y*
19.24%
5Y*
11.82%
10Y*
9.08%

BRF

1D
4.69%
1M
-6.15%
YTD
14.12%
6M
18.82%
1Y
51.65%
3Y*
16.47%
5Y*
3.53%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EWZ vs. BRF - Expense Ratio Comparison

EWZ has a 0.59% expense ratio, which is lower than BRF's 0.60% expense ratio.


Return for Risk

EWZ vs. BRF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EWZ
EWZ Risk / Return Rank: 9494
Overall Rank
EWZ Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EWZ Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWZ Omega Ratio Rank: 9191
Omega Ratio Rank
EWZ Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWZ Martin Ratio Rank: 9393
Martin Ratio Rank

BRF
BRF Risk / Return Rank: 8787
Overall Rank
BRF Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BRF Sortino Ratio Rank: 8787
Sortino Ratio Rank
BRF Omega Ratio Rank: 8282
Omega Ratio Rank
BRF Calmar Ratio Rank: 9191
Calmar Ratio Rank
BRF Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EWZ vs. BRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil ETF (EWZ) 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.


EWZBRFDifference

Sharpe ratio

Return per unit of total volatility

2.19

1.79

+0.40

Sortino ratio

Return per unit of downside risk

2.75

2.33

+0.42

Omega ratio

Gain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratio

Return relative to maximum drawdown

4.89

3.19

+1.70

Martin ratio

Return relative to average drawdown

13.02

10.54

+2.48

EWZ vs. BRF - Sharpe Ratio Comparison

The current EWZ Sharpe Ratio is 2.19, which is comparable to the BRF Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EWZ and BRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EWZBRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

1.79

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.11

+0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.23

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.07

+0.11

Correlation

The correlation between EWZ and BRF is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EWZ vs. BRF - Dividend Comparison

EWZ's dividend yield for the trailing twelve months is around 4.29%, less than BRF's 4.86% yield.


TTM20252024202320222021202020192018201720162015
EWZ
iShares MSCI Brazil ETF
4.29%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%
BRF
VanEck Vectors Brazil Small-Cap ETF
4.86%5.54%4.08%5.02%4.13%2.96%1.66%2.54%2.89%4.53%4.25%3.84%

Drawdowns

EWZ vs. BRF - Drawdown Comparison

The maximum EWZ drawdown since its inception was -77.25%, smaller than the maximum BRF drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for EWZ and BRF.


Loading graphics...

Drawdown Indicators


EWZBRFDifference

Max Drawdown

Largest peak-to-trough decline

-77.25%

-82.26%

+5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.44%

-16.11%

+4.67%

Max Drawdown (5Y)

Largest decline over 5 years

-32.24%

-50.49%

+18.25%

Max Drawdown (10Y)

Largest decline over 10 years

-56.99%

-60.43%

+3.44%

Current Drawdown

Current decline from peak

-15.84%

-44.36%

+28.52%

Average Drawdown

Average peak-to-trough decline

-36.09%

-45.76%

+9.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

4.87%

-0.58%

Volatility

EWZ vs. BRF - Volatility Comparison

The current volatility for iShares MSCI Brazil ETF (EWZ) is 12.21%, while VanEck Vectors Brazil Small-Cap ETF (BRF) has a volatility of 14.62%. This indicates that EWZ 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.


Loading graphics...

Volatility by Period


EWZBRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

14.62%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.72%

22.76%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.98%

29.00%

-3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.78%

31.53%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.34%

34.01%

+0.33%