BCHP vs. GQGU

Last updated Jun 23, 2026

BCHP (Principal Focused Blue Chip ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a correlation of -0.16, they often move in opposite directions. BCHP charges 0.58%/yr vs 0.49%/yr for GQGU.

Performance

BCHP vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Focused Blue Chip ETF (BCHP) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BCHP achieves a -4.08% return, which is significantly lower than GQGU's 2.89% return.

BCHP

• 1D: -2.07%
• 1M: -3.85%
• YTD: -4.08%
• 6M: -4.11%
• 1Y: 2.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GQGU

• 1D: 0.48%
• 1M: -5.32%
• YTD: 2.89%
• 6M: 3.26%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BCHP vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
BCHP Principal Focused Blue Chip ETF	-4.08%	1.93%
GQGU GQG US Equity ETF	2.89%	-1.12%

Correlation

The correlation between BCHP and GQGU is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.16

Return for Risk

BCHP vs. GQGU — Risk / Return Rank

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

BCHP

BCHP Risk / Return Rank: 10
BCHP Sharpe Ratio Rank: 11
BCHP Sortino Ratio Rank: 10
BCHP Omega Ratio Rank: 10
BCHP Calmar Ratio Rank: 10
BCHP Martin Ratio Rank: 10

GQGU

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

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.

BCHP vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Focused Blue Chip ETF (BCHP) and GQG US Equity ETF (GQGU). 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.

	BCHP	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	0.15	—	—
Sortino ratio: Return per unit of downside risk	0.32	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.14	—	—
Martin ratio: Return relative to average drawdown	0.45	—	—

Drawdowns

BCHP vs. GQGU - Drawdown Comparison

The maximum BCHP drawdown since its inception was -18.56%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for BCHP and GQGU.

Drawdown Indicators

	BCHP	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-18.56%	-8.41%	-10.15%
Max Drawdown (1Y) Largest decline over 1 year	-18.12%	—	—
Current Drawdown Current decline from peak	-6.82%	-7.97%	+1.15%
Average Drawdown Average peak-to-trough decline	-3.00%	-2.69%	-0.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.74%	—	—

Volatility

Volatility by Period

	BCHP	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.59%	10.38%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.00%	10.38%	+6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.00%	10.38%	+6.62%

BCHP vs. GQGU - Expense Ratio Comparison

BCHP has a 0.58% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

BCHP vs. GQGU - Dividend Comparison

BCHP has not paid dividends to shareholders, while GQGU's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%
GQGU GQG US Equity ETF	0.99%	1.02%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BCHP and GQGU in my portfolio?

BCHP and GQGU have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BCHP or GQGU?

On fees, GQGU 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, BCHP or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.58% for BCHP.

Which ETF pays a higher dividend yield, BCHP or GQGU?

GQGU has the higher dividend yield at 0.99%, compared with 0.00% for BCHP.

What is the main difference between BCHP and GQGU?

They also come from different issuers: Principal and GQG Partners. Their fees differ too: 0.58% for BCHP and 0.49% for GQGU.