BCHI vs. VUSV

Last updated Jun 5, 2026

BCHI (GMO Beyond China ETF) and VUSV (Vanguard Wellington U.S. Value Active ETF) are both exchange-traded funds - BCHI is a Emerging Markets Diversified fund actively managed by GMO, while VUSV is a Large Cap Value Equities fund actively managed by Vanguard. Both are actively managed. A 0.57 correlation means they provide meaningful diversification when combined. BCHI charges 0.65%/yr vs 0.30%/yr for VUSV.

Performance

BCHI vs. VUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Beyond China ETF (BCHI) and Vanguard Wellington U.S. Value Active ETF (VUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCHI achieves a 34.99% return, which is significantly higher than VUSV's 8.98% return.

BCHI

• 1D: -0.39%
• 1M: 7.93%
• YTD: 34.99%
• 6M: 37.70%
• 1Y: 62.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUSV

• 1D: 1.41%
• 1M: 3.31%
• YTD: 8.98%
• 6M: 10.08%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BCHI vs. VUSV - Yearly Performance Comparison

	2026 (YTD)	2025
BCHI GMO Beyond China ETF	34.99%	4.52%
VUSV Vanguard Wellington U.S. Value Active ETF	8.98%	5.48%

Correlation

The correlation between BCHI and VUSV is 0.57, 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 Nov 19, 2025	0.57

Return for Risk

BCHI vs. VUSV — Risk / Return Rank

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

BCHI

BCHI Risk / Return Rank: 89
BCHI Sharpe Ratio Rank: 91
BCHI Sortino Ratio Rank: 91
BCHI Omega Ratio Rank: 91
BCHI Calmar Ratio Rank: 84
BCHI Martin Ratio Rank: 86

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.

BCHI vs. VUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Beyond China ETF (BCHI) and Vanguard Wellington U.S. Value Active ETF (VUSV). 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.

	BCHI	VUSV	Difference
Sharpe ratio: Return per unit of total volatility	3.16	—	—
Sortino ratio: Return per unit of downside risk	4.18	—	—
Omega ratio: Gain probability vs. loss probability	1.58	—	—
Calmar ratio: Return relative to maximum drawdown	4.44	—	—
Martin ratio: Return relative to average drawdown	17.90	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BCHI	VUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.16	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.45	2.48	-0.02

Drawdowns

BCHI vs. VUSV - Drawdown Comparison

The maximum BCHI drawdown since its inception was -14.33%, which is greater than VUSV's maximum drawdown of -7.06%. Use the drawdown chart below to compare losses from any high point for BCHI and VUSV.

Drawdown Indicators

	BCHI	VUSV	Difference
Max Drawdown Largest peak-to-trough decline	-14.33%	-7.06%	-7.27%
Max Drawdown (1Y) Largest decline over 1 year	-14.14%	—	—
Current Drawdown Current decline from peak	-1.77%	0.00%	-1.77%
Average Drawdown Average peak-to-trough decline	-2.19%	-1.30%	-0.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.50%	—	—

Volatility

Volatility by Period

	BCHI	VUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.56%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.73%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	19.88%	12.03%	+7.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.57%	12.03%	+8.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.57%	12.03%	+8.54%

BCHI vs. VUSV - Expense Ratio Comparison

BCHI has a 0.65% expense ratio, which is higher than VUSV's 0.30% expense ratio.

Dividends

BCHI vs. VUSV - Dividend Comparison

BCHI's dividend yield for the trailing twelve months is around 2.72%, more than VUSV's 0.18% yield.

Position	TTM	2025
BCHI GMO Beyond China ETF	2.72%	3.67%
VUSV Vanguard Wellington U.S. Value Active ETF	0.18%	0.20%

Frequently Asked Questions

Can I hold both BCHI and VUSV in my portfolio?

BCHI and VUSV have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCHI or VUSV?

On fees, VUSV is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BCHI or VUSV?

VUSV is cheaper with a 0.30% expense ratio, compared with 0.65% for BCHI.

Which ETF pays a higher dividend yield, BCHI or VUSV?

BCHI has the higher dividend yield at 2.72%, compared with 0.18% for VUSV.

What is the main difference between BCHI and VUSV?

BCHI is categorized as Emerging Markets Diversified, while VUSV is Large Cap Value Equities. They also come from different issuers: GMO and Vanguard. Their fees differ too: 0.65% for BCHI and 0.30% for VUSV.