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

Correlation

The correlation between EWZS and BTEK is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

EWZS vs. BTEK - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-46.72%
-96.91%
EWZS
BTEK

Key characteristics

Returns By Period


EWZS

YTD

-32.42%

1M

-13.62%

6M

-15.87%

1Y

-32.01%

5Y*

-10.71%

10Y*

-0.10%

BTEK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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EWZS vs. BTEK - Expense Ratio Comparison

EWZS has a 0.59% expense ratio, which is lower than BTEK's 0.88% expense ratio.


BTEK
Future Tech ETF
Expense ratio chart for BTEK: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
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. BTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Brazil Small-Cap ETF (EWZS) and Future Tech ETF (BTEK). 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 -1.23, compared to the broader market0.002.004.00-1.23-0.00
The chart of Sortino ratio for EWZS, currently valued at -1.75, compared to the broader market-2.000.002.004.006.008.0010.00-1.7518.73
The chart of Omega ratio for EWZS, currently valued at 0.79, compared to the broader market0.501.001.502.002.503.000.798.55
The chart of Calmar ratio for EWZS, currently valued at -0.61, compared to the broader market0.005.0010.0015.00-0.61-0.01
The chart of Martin ratio for EWZS, currently valued at -2.13, compared to the broader market0.0020.0040.0060.0080.00100.00-2.13-0.02
EWZS
BTEK


Rolling 12-month Sharpe Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.23
-0.00
EWZS
BTEK

Dividends

EWZS vs. BTEK - Dividend Comparison

EWZS's dividend yield for the trailing twelve months is around 4.68%, while BTEK 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%
BTEK
Future Tech ETF
100.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EWZS vs. BTEK - Drawdown Comparison


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-51.99%
-98.71%
EWZS
BTEK

Volatility

EWZS vs. BTEK - Volatility Comparison

iShares MSCI Brazil Small-Cap ETF (EWZS) has a higher volatility of 13.91% compared to Future Tech ETF (BTEK) at 0.00%. This indicates that EWZS's price experiences larger fluctuations and is considered to be riskier than BTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
13.91%
0
EWZS
BTEK
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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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