BCHI vs. EVLU
BCHI (GMO Beyond China ETF) and EVLU (iShares MSCI Emerging Markets Value Factor ETF) are both Emerging Markets Equities funds. BCHI is actively managed, while EVLU is passively managed. Over the past year, BCHI returned 36.96% vs 54.31% for EVLU. Their correlation of 0.83 means they have usually moved in the same direction. BCHI charges 0.65%/yr vs 0.35%/yr for EVLU.
Performance
BCHI vs. EVLU - Performance Comparison
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Returns By Period
In the year-to-date period, BCHI achieves a 20.06% return, which is significantly lower than EVLU's 27.72% return.
BCHI
- 1D
- 0.10%
- 1M
- -4.22%
- 6M
- 12.35%
- YTD
- 20.06%
- 1Y
- 36.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 33.03%
EVLU
- 1D
- 1.05%
- 1M
- 1.55%
- 6M
- 17.67%
- YTD
- 27.72%
- 1Y
- 54.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 35.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $56.39K | $51.68K | $47.34K | |
| $177.11K | $141.92K | $126.02K |
BCHI vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BCHI GMO Beyond China ETF | 20.06% | 26.33% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 27.72% | 32.14% |
Correlation
The correlation between BCHI and EVLU is 0.86, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025 | 0.83 |
The correlation between BCHI and EVLU has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.
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Return for Risk
BCHI vs. EVLU — Risk / Return Rank
BCHI
EVLU
BCHI vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Beyond China ETF (BCHI) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.
| BCHI | EVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.45 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 4.23 | -1.90 |
| Martin ratioReturn relative to average drawdown | 7.51 | 12.22 | -4.71 |
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Drawdowns
BCHI vs. EVLU - Drawdown Comparison
The maximum BCHI drawdown since its inception was -16.01%, smaller than the maximum EVLU drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for BCHI and EVLU.
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Drawdown Indicators
| BCHI | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.01% | -17.17% | +1.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.01% | -12.90% | -3.11% |
Current DrawdownCurrent decline from peak | -12.64% | -6.86% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -2.82% | -3.76% | +0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.95% | 4.46% | +0.49% |
Volatility
BCHI vs. EVLU - Volatility Comparison
GMO Beyond China ETF (BCHI) has a higher volatility of 9.11% compared to iShares MSCI Emerging Markets Value Factor ETF (EVLU) at 6.42%. This indicates that BCHI's price experiences larger fluctuations and is considered to be riskier than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCHI | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 6.42% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 22.63% | 18.35% | +4.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.26% | 20.92% | +3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.92% | 20.36% | +2.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 20.36% | +2.56% |
BCHI vs. EVLU - Expense Ratio Comparison
BCHI has a 0.65% expense ratio, which is higher than EVLU's 0.35% expense ratio.
Dividends
BCHI vs. EVLU - Dividend Comparison
BCHI's dividend yield for the trailing twelve months is around 25.19%, more than EVLU's 3.81% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BCHI GMO Beyond China ETF | 25.19% | 3.67% | 0.00% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 3.81% | 5.20% | 1.03% |
Frequently Asked Questions
BCHI and EVLU have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCHI has higher volatility (9.11%) compared to EVLU (6.42%). In terms of maximum drawdown, BCHI dropped -16.01% vs EVLU's -17.17%.
On 1-year performance, EVLU leads with 54.31% vs 36.96% for BCHI. On fees, EVLU is cheaper at 0.35% per year. On volatility, EVLU has been the lower-risk option at 6.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EVLU has performed better with a 54.31% return vs 36.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVLU is cheaper with a 0.35% expense ratio, compared with 0.65% for BCHI.
BCHI has the higher dividend yield at 25.19%, compared with 3.81% for EVLU.
They also come from different issuers: GMO and iShares. Their fees differ too: 0.65% for BCHI and 0.35% for EVLU.
EVLU currently has the higher Sharpe Ratio (2.61 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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