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EWZS vs. BRF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EWZS and BRF is 0.94, 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.


-0.50.00.51.00.9

Performance

EWZS vs. BRF - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-41.05%
-61.39%
EWZS
BRF

Key characteristics

Sharpe Ratio

EWZS:

-1.14

BRF:

-1.12

Sortino Ratio

EWZS:

-1.59

BRF:

-1.54

Omega Ratio

EWZS:

0.81

BRF:

0.81

Calmar Ratio

EWZS:

-0.57

BRF:

-0.45

Martin Ratio

EWZS:

-1.89

BRF:

-1.77

Ulcer Index

EWZS:

16.44%

BRF:

17.41%

Daily Std Dev

EWZS:

27.18%

BRF:

27.56%

Max Drawdown

EWZS:

-79.23%

BRF:

-81.72%

Current Drawdown

EWZS:

-51.99%

BRF:

-66.29%

Returns By Period

The year-to-date returns for both stocks are quite close, with EWZS having a -32.42% return and BRF slightly lower at -32.75%. Over the past 10 years, EWZS has outperformed BRF with an annualized return of -0.10%, while BRF has yielded a comparatively lower -2.10% annualized return.


EWZS

YTD

-32.42%

1M

-13.62%

6M

-15.87%

1Y

-32.01%

5Y*

-10.71%

10Y*

-0.10%

BRF

YTD

-32.75%

1M

-13.08%

6M

-12.89%

1Y

-31.93%

5Y*

-12.29%

10Y*

-2.10%

Compare stocks, funds, or ETFs

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


EWZS vs. BRF - Expense Ratio Comparison

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


BRF
VanEck Vectors Brazil Small-Cap ETF
Expense ratio chart for BRF: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for EWZS: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Risk-Adjusted Performance

EWZS vs. BRF - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for EWZS, currently valued at -1.14, compared to the broader market0.002.004.00-1.14-1.12
The chart of Sortino ratio for EWZS, currently valued at -1.59, compared to the broader market-2.000.002.004.006.008.0010.00-1.59-1.54
The chart of Omega ratio for EWZS, currently valued at 0.81, compared to the broader market0.501.001.502.002.503.000.810.81
The chart of Calmar ratio for EWZS, currently valued at -0.57, compared to the broader market0.005.0010.0015.00-0.57-0.45
The chart of Martin ratio for EWZS, currently valued at -1.89, compared to the broader market0.0020.0040.0060.0080.00100.00-1.89-1.77
EWZS
BRF

The current EWZS Sharpe Ratio is -1.14, which is comparable to the BRF Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of EWZS 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.14
-1.12
EWZS
BRF

Dividends

EWZS vs. BRF - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 4.68%, while BRF has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EWZS
iShares MSCI Brazil Small-Cap ETF
4.68%2.75%4.62%4.51%1.15%1.77%4.79%3.41%3.62%4.35%3.05%1.88%
BRF
VanEck Vectors Brazil Small-Cap ETF
0.00%5.01%4.13%2.97%1.66%2.54%2.89%4.53%4.25%3.84%4.23%1.85%

Drawdowns

EWZS vs. BRF - Drawdown Comparison

The maximum EWZS drawdown since its inception was -79.23%, roughly equal to the maximum BRF drawdown of -81.72%. Use the drawdown chart below to compare losses from any high point for EWZS and BRF. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-51.99%
-66.29%
EWZS
BRF

Volatility

EWZS vs. BRF - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) and VanEck Vectors Brazil Small-Cap ETF (BRF) have volatilities of 13.91% and 13.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.91%
13.74%
EWZS
BRF
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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