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AADR vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

AADR vs. BDVL

Last updated Jun 4, 2026

AADR (AdvisorShares Dorsey Wright ADR ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. AADR is actively managed, while BDVL is passively managed. A 0.71 correlation means they provide meaningful diversification when combined. AADR charges 1.10%/yr vs 0.40%/yr for BDVL.

Performance

AADR vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AdvisorShares Dorsey Wright ADR ETF (AADR) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AADR achieves a -1.56% return, which is significantly lower than BDVL's 4.71% return.

AADR

1D
-0.79%
1M
1.01%
YTD
-1.56%
6M
0.12%
1Y
9.54%
3Y*
22.10%
5Y*
6.23%
10Y*
9.28%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

AADR vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
AADR
AdvisorShares Dorsey Wright ADR ETF		-1.56%1.79%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between AADR and BDVL is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 16, 2025

0.71

AADR vs. BDVL - Sectors Allocation Comparison

Sectors
AADR
BDVL

Healthcare

17.9%
11.1%

Basic Materials

16.9%
2.6%

Financial Services

14.6%
13.9%

Industrials

14.6%
15.4%

Technology

9.5%
23.0%

Energy

7.6%
2.8%

Communication Services

7.4%
10.7%

Utilities

5.4%
4.8%

Consumer Cyclical

3.9%
8.5%

Consumer Defensive

2.2%
6.3%

Real Estate

-

1.0%

Healthcare

AADR
17.9%
BDVL
11.1%

Basic Materials

AADR
16.9%
BDVL
2.6%

Financial Services

AADR
14.6%
BDVL
13.9%

Industrials

AADR
14.6%
BDVL
15.4%

Technology

AADR
9.5%
BDVL
23.0%

Energy

AADR
7.6%
BDVL
2.8%

Communication Services

AADR
7.4%
BDVL
10.7%

Utilities

AADR
5.4%
BDVL
4.8%

Consumer Cyclical

AADR
3.9%
BDVL
8.5%

Consumer Defensive

AADR
2.2%
BDVL
6.3%

Real Estate

AADR

-

BDVL
1.0%

Compare stocks, funds, or ETFs

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

AdvisorShares Dorsey Wright ADR ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with AADR:
AADR vs. BRK-BAADR vs. VXUSAADR vs. SPMOAADR vs. VOOAADR vs. SPYAADR vs. CGIEAADR vs. VT
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

AADR vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
AADR
AADR Risk / Return Rank: 1515
Overall Rank
AADR Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
AADR Sortino Ratio Rank: 1515
Sortino Ratio Rank
AADR Omega Ratio Rank: 1616
Omega Ratio Rank
AADR Calmar Ratio Rank: 1414
Calmar Ratio Rank
AADR Martin Ratio Rank: 1515
Martin Ratio Rank
BDVL
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.

AADR vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Dorsey Wright ADR ETF (AADR) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

AADRBDVLDifference
Sharpe ratioReturn per unit of total volatility
0.45

—

—

Sortino ratioReturn per unit of downside risk
0.76

—

—

Omega ratioGain probability vs. loss probability

1.10

—

—

Calmar ratioReturn relative to maximum drawdown

0.50

—

—

Martin ratioReturn relative to average drawdown

1.40

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AADR vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

AADRBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

1.01

-0.58

Drawdowns

AADR vs. BDVL - Drawdown Comparison

The maximum AADR drawdown since its inception was -45.01%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for AADR and BDVL.

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Drawdown Indicators

AADRBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-45.01%

-7.71%

-37.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-20.61%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-34.80%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-45.01%

—

—

Current Drawdown

Current decline from peak

-12.54%

-0.95%

-11.59%

Average Drawdown

Average peak-to-trough decline

-9.40%

-1.19%

-8.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.82%

—

—

Volatility

AADR vs. BDVL - Volatility Comparison

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Volatility by Period

AADRBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

17.55%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

21.33%

9.49%

+11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

9.49%

+12.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.20%

9.49%

+12.71%

AADR vs. BDVL - Expense Ratio Comparison

AADR has a 1.10% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

AADR vs. BDVL - Dividend Comparison

AADR's dividend yield for the trailing twelve months is around 0.54%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
AADR
AdvisorShares Dorsey Wright ADR ETF		0.54%0.49%1.33%0.74%3.65%0.92%0.11%0.58%0.75%0.74%0.58%0.81%
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

AADR and BDVL have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 1.10% for AADR.

BDVL has the higher dividend yield at 2.66%, compared with 0.54% for AADR.

They also come from different issuers: AdvisorShares and iShares. Their fees differ too: 1.10% for AADR and 0.40% for BDVL.

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