AQLT vs. BDVL
AQLT (iShares MSCI Global Quality Factor ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds from iShares - AQLT tracks the MSCI ACWI Quality Index (Net) while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. AQLT charges 0.20%/yr vs 0.40%/yr for BDVL.
Performance
AQLT vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, AQLT achieves a 12.40% return, which is significantly higher than BDVL's 4.71% return.
AQLT
- 1D
- -0.37%
- 1M
- 4.34%
- YTD
- 12.40%
- 6M
- 12.67%
- 1Y
- 29.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDVL
- 1D
- -0.44%
- 1M
- 0.91%
- YTD
- 4.71%
- 6M
- 5.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AQLT vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 12.40% | 5.50% |
BDVL iShares Disciplined Volatility Equity Active ETF | 4.71% | 1.97% |
Correlation
The correlation between AQLT and BDVL is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025 | 0.83 |
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Return for Risk
AQLT vs. BDVL — Risk / Return Rank
AQLT
BDVL
AQLT vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Quality Factor ETF (AQLT) 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.
| AQLT | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | — | — |
| Martin ratioReturn relative to average drawdown | 12.25 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AQLT | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 1.01 | +0.08 |
Drawdowns
AQLT vs. BDVL - Drawdown Comparison
The maximum AQLT drawdown since its inception was -16.84%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for AQLT and BDVL.
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Drawdown Indicators
| AQLT | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.84% | -7.71% | -9.13% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | — | — |
Current DrawdownCurrent decline from peak | -0.37% | -0.95% | +0.58% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -1.19% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | — | — |
Volatility
AQLT vs. BDVL - Volatility Comparison
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Volatility by Period
| AQLT | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 10.82% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.39% | 9.49% | +3.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 9.49% | +7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 9.49% | +7.50% |
AQLT vs. BDVL - Expense Ratio Comparison
AQLT has a 0.20% expense ratio, which is lower than BDVL's 0.40% expense ratio.
Dividends
AQLT vs. BDVL - Dividend Comparison
AQLT's dividend yield for the trailing twelve months is around 0.93%, less than BDVL's 2.66% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
AQLT iShares MSCI Global Quality Factor ETF | 0.93% | 1.05% | 0.02% |
BDVL iShares Disciplined Volatility Equity Active ETF | 2.66% | 2.79% | 0.00% |
Frequently Asked Questions
AQLT and BDVL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AQLT is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AQLT is cheaper with a 0.20% expense ratio, compared with 0.40% for BDVL.
BDVL has the higher dividend yield at 2.66%, compared with 0.93% for AQLT.
AQLT tracks MSCI ACWI Quality Index (Net), while BDVL tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.20% for AQLT and 0.40% for BDVL.
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