BCGD vs. WLDR

Last updated Jun 4, 2026

BCGD (Baron Global Durable Advantage ETF) and WLDR (Affinity World Leaders Equity ETF) are both Global Equities funds. BCGD is actively managed, while WLDR is passively managed. A 0.71 correlation means they provide meaningful diversification when combined. BCGD charges 0.75%/yr vs 0.67%/yr for WLDR.

Performance

BCGD vs. WLDR - Performance Comparison

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

Returns By Period

In the year-to-date period, BCGD achieves a 2.41% return, which is significantly lower than WLDR's 29.55% return.

BCGD

• 1D: -1.09%
• 1M: 0.82%
• YTD: 2.41%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

WLDR

• 1D: -1.18%
• 1M: 11.85%
• YTD: 29.55%
• 6M: 34.62%
• 1Y: 57.12%
• 3Y*: 32.72%
• 5Y*: 18.09%
• 10Y*: —

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

BCGD vs. WLDR - Yearly Performance Comparison

	2026 (YTD)	2025
BCGD Baron Global Durable Advantage ETF	2.41%	0.92%
WLDR Affinity World Leaders Equity ETF	29.55%	-0.06%

Correlation

The correlation between BCGD and WLDR 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 Dec 16, 2025	0.71

Return for Risk

BCGD vs. WLDR — Risk / Return Rank

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

WLDR

WLDR Risk / Return Rank: 94
WLDR Sharpe Ratio Rank: 95
WLDR Sortino Ratio Rank: 95
WLDR Omega Ratio Rank: 93
WLDR Calmar Ratio Rank: 92
WLDR Martin Ratio Rank: 94

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. WLDR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Global Durable Advantage ETF (BCGD) and Affinity World Leaders Equity ETF (WLDR). 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.

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

Sharpe Ratios by Period

	BCGD	WLDR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.83	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.06	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.60	-0.18

Drawdowns

BCGD vs. WLDR - Drawdown Comparison

The maximum BCGD drawdown since its inception was -13.79%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for BCGD and WLDR.

Drawdown Indicators

	BCGD	WLDR	Difference
Max Drawdown Largest peak-to-trough decline	-13.79%	-44.69%	+30.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.86%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-20.30%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.77%	—
Current Drawdown Current decline from peak	-1.84%	-1.46%	-0.38%
Average Drawdown Average peak-to-trough decline	-3.24%	-8.63%	+5.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.18%	—

Volatility

Volatility by Period

	BCGD	WLDR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.11%	—
Volatility (1Y) Calculated over the trailing 1-year period	17.87%	15.00%	+2.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	17.22%	+0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	20.94%	-3.07%

BCGD vs. WLDR - Expense Ratio Comparison

BCGD has a 0.75% expense ratio, which is higher than WLDR's 0.67% expense ratio.

Dividends

BCGD vs. WLDR - Dividend Comparison

BCGD has not paid dividends to shareholders, while WLDR's dividend yield for the trailing twelve months is around 7.05%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BCGD Baron Global Durable Advantage ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WLDR Affinity World Leaders Equity ETF	7.05%	9.01%	13.99%	2.28%	2.10%	7.55%	1.80%	2.48%	2.82%

Frequently Asked Questions

Can I hold both BCGD and WLDR in my portfolio?

BCGD and WLDR 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.

Which ETF is better, BCGD or WLDR?

On fees, WLDR is cheaper at 0.67% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCGD or WLDR?

WLDR is cheaper with a 0.67% expense ratio, compared with 0.75% for BCGD.

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

WLDR has the higher dividend yield at 7.05%, compared with 0.00% for BCGD.

What is the main difference between BCGD and WLDR?

They also come from different issuers: Baron Capital and Regents Park Funds. Their fees differ too: 0.75% for BCGD and 0.67% for WLDR.