EWZS vs. BRF
Compare and contrast key facts about iShares MSCI Brazil Small-Cap ETF (EWZS) and VanEck Vectors Brazil Small-Cap ETF (BRF).
EWZS and BRF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWZS is a passively managed fund by iShares that tracks the performance of the MSCI Brazil Small Cap Index. It was launched on Sep 28, 2010. 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 EWZS 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EWZS or BRF.
Performance
EWZS vs. BRF - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with EWZS having a -23.25% return and BRF slightly lower at -23.42%. Over the past 10 years, EWZS has outperformed BRF with an annualized return of -0.36%, while BRF has yielded a comparatively lower -2.45% annualized return.
EWZS
-23.25%
-4.46%
-13.68%
-16.45%
-6.05%
-0.36%
BRF
-23.42%
-3.51%
-10.50%
-15.66%
-7.94%
-2.45%
Key characteristics
| EWZS | BRF | |
|---|---|---|
| Sharpe Ratio | -0.69 | -0.62 |
| Sortino Ratio | -0.89 | -0.77 |
| Omega Ratio | 0.90 | 0.91 |
| Calmar Ratio | -0.37 | -0.25 |
| Martin Ratio | -1.19 | -1.03 |
| Ulcer Index | 14.21% | 15.32% |
| Daily Std Dev | 24.51% | 25.27% |
| Max Drawdown | -79.26% | -81.72% |
| Current Drawdown | -45.64% | -61.61% |
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EWZS vs. BRF - Expense Ratio Comparison
EWZS has a 0.59% expense ratio, which is lower than BRF's 0.60% expense ratio.
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.
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.
Dividends
EWZS vs. BRF - Dividend Comparison
EWZS's dividend yield for the trailing twelve months is around 4.04%, less than BRF's 6.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWZS iShares MSCI Brazil Small-Cap ETF | 4.04% | 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 | 6.55% | 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 -79.26%, 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.
Volatility
EWZS vs. BRF - Volatility Comparison
iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 7.53% compared to VanEck Vectors Brazil Small-Cap ETF (BRF) at 6.28%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than BRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.