BCHP vs. GQGU

Last updated Aug 2, 2026

BCHP (Principal Focused Blue Chip ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, BCHP returned 1.67% vs 7.17% for GQGU. Their -0.13 correlation means they have often moved in opposite directions in the past. 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 0.96% return, which is significantly lower than GQGU's 6.80% return.

BCHP

• 1D: 3.25%
• 1M: 2.74%
• 6M: 2.77%
• YTD: 0.96%
• 1Y: 1.67%
• 3Y*: 14.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.65%

GQGU

• 1D: 0.85%
• 1M: 1.17%
• 6M: 2.86%
• YTD: 6.80%
• 1Y: 7.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.35%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BCHP Principal Focused Blue Chip ETF	$1.80M	$1.22M	$1.16M
GQGU GQG US Equity ETF	$4.04M	$3.49M	$3.46M

BCHP vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
BCHP Principal Focused Blue Chip ETF	0.96%	1.93%
GQGU GQG US Equity ETF	6.80%	-1.12%

Correlation

The correlation between BCHP and GQGU is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.13

Return for Risk

BCHP vs. GQGU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BCHP

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

GQGU

GQGU Risk / Return Rank: 26
GQGU Sharpe Ratio Rank: 28
GQGU Sortino Ratio Rank: 27
GQGU Omega Ratio Rank: 25
GQGU Calmar Ratio Rank: 26
GQGU Martin Ratio Rank: 25

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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	-0.06	0.66	-0.72
Sortino ratio: Return per unit of downside risk	0.03	1.02	-0.98
Omega ratio: Gain probability vs. loss probability	1.00	1.12	-0.11
Calmar ratio: Return relative to maximum drawdown	-0.06	0.83	-0.89
Martin ratio: Return relative to average drawdown	-0.18	1.92	-2.10

BCHP vs. GQGU - Sharpe Ratio Comparison

The current BCHP Sharpe Ratio is -0.06, which is lower than the GQGU Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BCHP and GQGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-8.41%	-9.71%
Max Drawdown (3Y) Largest decline over 3 years	-18.56%	—	—
Current Drawdown Current decline from peak	-1.92%	-4.47%	+2.55%
Average Drawdown Average peak-to-trough decline	-3.09%	-3.00%	-0.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.04%	3.64%	+2.40%

Volatility

BCHP vs. GQGU - Volatility Comparison

Principal Focused Blue Chip ETF (BCHP) has a higher volatility of 5.81% compared to GQG US Equity ETF (GQGU) at 2.85%. This indicates that BCHP's price experiences larger fluctuations and is considered to be riskier than GQGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BCHP	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.81%	2.85%	+2.96%
Volatility (6M) Calculated over the trailing 6-month period	14.32%	8.51%	+5.81%
Volatility (1Y) Calculated over the trailing 1-year period	17.39%	10.67%	+6.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	10.58%	+6.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	10.58%	+6.49%

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 0.95%.

Position	TTM	2025	2024	2023
BCHP Principal Focused Blue Chip ETF	0.00%	0.00%	1.02%	0.19%
GQGU GQG US Equity ETF	0.95%	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 -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BCHP or GQGU?

BCHP has higher volatility (5.81%) compared to GQGU (2.85%). In terms of maximum drawdown, BCHP dropped -18.56% vs GQGU's -8.41%.

Which ETF is better, BCHP or GQGU?

On 1-year performance, GQGU leads with 7.17% vs 1.67% for BCHP. On fees, GQGU is cheaper at 0.49% per year. On volatility, GQGU has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BCHP or GQGU?

Over the 1-year period, GQGU has performed better with a 7.17% return vs 1.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 0.95%, 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.

Which has better risk-adjusted returns?

GQGU currently has the higher Sharpe Ratio (0.66 vs -0.06), 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.