BCGD vs. DIVD

Last updated Jul 17, 2026

BCGD (Baron Global Durable Advantage ETF) and DIVD (Altrius Global Dividend ETF) are both Global Equities funds. Both are actively managed. At a 0.42 correlation, their price movements are largely independent. BCGD charges 0.75%/yr vs 0.49%/yr for DIVD.

Performance

BCGD vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Global Durable Advantage ETF (BCGD) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCGD achieves a 4.46% return, which is significantly lower than DIVD's 15.56% return.

BCGD

• 1D: -0.78%
• 1M: 0.33%
• 6M: 1.88%
• YTD: 4.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIVD

• 1D: 1.13%
• 1M: 2.02%
• 6M: 11.24%
• YTD: 15.56%
• 1Y: 26.02%
• 3Y*: 17.29%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BCGD vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025
BCGD Baron Global Durable Advantage ETF	4.46%	1.64%
DIVD Altrius Global Dividend ETF	15.56%	0.01%

Correlation

The correlation between BCGD and DIVD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 15, 2025	0.42

Return for Risk

BCGD vs. DIVD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCGD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DIVD

DIVD Risk / Return Rank: 87
DIVD Sharpe Ratio Rank: 88
DIVD Sortino Ratio Rank: 89
DIVD Omega Ratio Rank: 86
DIVD Calmar Ratio Rank: 87
DIVD Martin Ratio Rank: 87

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.

BCGD vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Global Durable Advantage ETF (BCGD) and Altrius Global Dividend ETF (DIVD). 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.

	BCGD	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.31	—
Sortino ratio: Return per unit of downside risk	—	3.35	—
Omega ratio: Gain probability vs. loss probability	—	1.41	—
Calmar ratio: Return relative to maximum drawdown	—	3.90	—
Martin ratio: Return relative to average drawdown	—	14.32	—

Drawdowns

BCGD vs. DIVD - Drawdown Comparison

The maximum BCGD drawdown since its inception was -13.79%, roughly equal to the maximum DIVD drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for BCGD and DIVD.

Drawdown Indicators

	BCGD	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-13.88%	+0.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.70%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.88%	—
Current Drawdown Current decline from peak	-1.17%	0.00%	-1.17%
Average Drawdown Average peak-to-trough decline	-2.87%	-2.18%	-0.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.82%	—

Volatility

Volatility by Period

	BCGD	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.28%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.04%	11.35%	+6.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.04%	13.21%	+4.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	13.21%	+4.83%

BCGD vs. DIVD - Expense Ratio Comparison

BCGD has a 0.75% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

BCGD vs. DIVD - Dividend Comparison

BCGD has not paid dividends to shareholders, while DIVD's dividend yield for the trailing twelve months is around 2.68%.

Position	TTM	2025	2024	2023	2022
BCGD Baron Global Durable Advantage ETF	0.00%	0.00%	0.00%	0.00%	0.00%
DIVD Altrius Global Dividend ETF	2.68%	2.86%	3.39%	2.96%	0.60%

Frequently Asked Questions

Can I hold both BCGD and DIVD in my portfolio?

BCGD and DIVD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCGD or DIVD?

On fees, DIVD is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCGD or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.75% for BCGD.

Which ETF pays a higher dividend yield, BCGD or DIVD?

DIVD has the higher dividend yield at 2.68%, compared with 0.00% for BCGD.

What is the main difference between BCGD and DIVD?

They also come from different issuers: Baron Capital and Altrius. Their fees differ too: 0.75% for BCGD and 0.49% for DIVD.