ICPY vs. BKIE
ICPY (Tweedy, Browne International Insider + Value ETF) and BKIE (BNY Mellon International Equity ETF) are both Foreign Large Cap Equities funds. ICPY is actively managed, while BKIE is passively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. ICPY charges 0.80%/yr vs 0.04%/yr for BKIE.
Performance
ICPY vs. BKIE - Performance Comparison
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Returns By Period
In the year-to-date period, ICPY achieves a 20.72% return, which is significantly higher than BKIE's 13.76% return.
ICPY
- 1D
- -0.72%
- 1M
- 4.51%
- 6M
- 12.27%
- YTD
- 20.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BKIE
- 1D
- 0.22%
- 1M
- 2.13%
- 6M
- 7.76%
- YTD
- 13.76%
- 1Y
- 26.58%
- 3Y*
- 18.72%
- 5Y*
- 10.13%
- 10Y*
- —
- ALL TIME*
- 15.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $7.16M | $6.66M | $5.77M | |
| $192.93K | $299.20K | $189.54K |
ICPY vs. BKIE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ICPY Tweedy, Browne International Insider + Value ETF | 20.72% | 13.79% |
BKIE BNY Mellon International Equity ETF | 13.76% | 6.37% |
Correlation
The correlation between ICPY and BKIE is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.78 |
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Return for Risk
ICPY vs. BKIE — Risk / Return Rank
ICPY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BKIE
ICPY vs. BKIE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tweedy, Browne International Insider + Value ETF (ICPY) and BNY Mellon International Equity ETF (BKIE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ICPY | BKIE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.31 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.34 | — |
| Martin ratioReturn relative to average drawdown | — | 9.09 | — |
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Drawdowns
ICPY vs. BKIE - Drawdown Comparison
The maximum ICPY drawdown since its inception was -8.86%, smaller than the maximum BKIE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for ICPY and BKIE.
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Drawdown Indicators
| ICPY | BKIE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.86% | -28.19% | +19.33% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.41% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.19% | — |
Current DrawdownCurrent decline from peak | -0.98% | 0.00% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -1.47% | -4.87% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.93% | — |
Volatility
ICPY vs. BKIE - Volatility Comparison
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Volatility by Period
| ICPY | BKIE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.01% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.02% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.99% | 15.21% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.99% | 16.22% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.99% | 16.32% | -1.33% |
ICPY vs. BKIE - Expense Ratio Comparison
ICPY has a 0.80% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Dividends
ICPY vs. BKIE - Dividend Comparison
ICPY's dividend yield for the trailing twelve months is around 3.78%, more than BKIE's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
BKIE BNY Mellon International Equity ETF | 3.09% | 3.12% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% |
ICPY Tweedy, Browne International Insider + Value ETF | 3.78% | 4.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ICPY and BKIE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BKIE is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BKIE is cheaper with a 0.04% expense ratio, compared with 0.80% for ICPY.
ICPY has the higher dividend yield at 3.78%, compared with 3.09% for BKIE.
They also come from different issuers: Tweedy, Browne and BNY Mellon. Their fees differ too: 0.80% for ICPY and 0.04% for BKIE.
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