BDVL vs. VXUS

Last updated Jun 4, 2026

BDVL (iShares Disciplined Volatility Equity Active ETF) and VXUS (Vanguard Total International Stock ETF) are both Global Equities funds - BDVL tracks the MSCI ACWI Minimum Volatility Index while VXUS tracks the FTSE Global All Cap ex US Index. Both are passively managed. Their correlation of 0.83 suggests significant overlap in exposure. BDVL charges 0.40%/yr vs 0.05%/yr for VXUS.

Performance

BDVL vs. VXUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Disciplined Volatility Equity Active ETF (BDVL) and Vanguard Total International Stock ETF (VXUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BDVL achieves a 4.71% return, which is significantly lower than VXUS's 14.25% return.

BDVL

• 1D: -0.44%
• 1M: 0.91%
• YTD: 4.71%
• 6M: 5.43%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VXUS

• 1D: -0.99%
• 1M: 4.68%
• YTD: 14.25%
• 6M: 16.92%
• 1Y: 32.01%
• 3Y*: 19.30%
• 5Y*: 8.46%
• 10Y*: 9.76%

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

BDVL vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025
BDVL iShares Disciplined Volatility Equity Active ETF	4.71%	1.97%
VXUS Vanguard Total International Stock ETF	14.25%	4.81%

Correlation

The correlation between BDVL and VXUS is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.83

BDVL vs. VXUS - Sectors Allocation Comparison

Sectors	BDVL	VXUS
Technology	23.0%	18.1%
Industrials	15.4%	16.1%
Financial Services	13.9%	22.3%
Healthcare	11.1%	7.1%
Communication Services	10.7%	4.4%
Consumer Cyclical	8.5%	8.4%
Consumer Defensive	6.3%	5.0%
Utilities	4.8%	3.2%
Energy	2.8%	5.2%
Basic Materials	2.6%	7.6%
Real Estate	1.0%	2.6%

Return for Risk

BDVL vs. VXUS — Risk / Return Rank

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

VXUS

VXUS Risk / Return Rank: 60
VXUS Sharpe Ratio Rank: 61
VXUS Sortino Ratio Rank: 60
VXUS Omega Ratio Rank: 62
VXUS Calmar Ratio Rank: 56
VXUS Martin Ratio Rank: 61

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.

BDVL vs. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Disciplined Volatility Equity Active ETF (BDVL) and Vanguard Total International Stock ETF (VXUS). 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

	BDVL	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.12	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.53	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.39	+0.63

Drawdowns

BDVL vs. VXUS - Drawdown Comparison

The maximum BDVL drawdown since its inception was -7.71%, smaller than the maximum VXUS drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for BDVL and VXUS.

Drawdown Indicators

	BDVL	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-7.71%	-35.97%	+28.26%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.27%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.97%	—
Current Drawdown Current decline from peak	-0.95%	-0.99%	+0.04%
Average Drawdown Average peak-to-trough decline	-1.19%	-8.22%	+7.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.88%	—

Volatility

Volatility by Period

	BDVL	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	9.49%	15.21%	-5.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.49%	16.05%	-6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.49%	17.16%	-7.67%

BDVL vs. VXUS - Expense Ratio Comparison

BDVL has a 0.40% expense ratio, which is higher than VXUS's 0.05% expense ratio.

Dividends

BDVL vs. VXUS - Dividend Comparison

BDVL's dividend yield for the trailing twelve months is around 2.66%, which matches VXUS's 2.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDVL iShares Disciplined Volatility Equity Active ETF	2.66%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.66%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both BDVL and VXUS in my portfolio?

BDVL and VXUS have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BDVL or VXUS?

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BDVL or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.40% for BDVL.

Which ETF pays a higher dividend yield, BDVL or VXUS?

BDVL and VXUS have nearly identical dividend yields, around 2.66%.

What is the main difference between BDVL and VXUS?

BDVL tracks MSCI ACWI Minimum Volatility Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.40% for BDVL and 0.05% for VXUS.