BDVL vs. WLDR
Compare and contrast key facts about iShares Disciplined Volatility Equity Active ETF (BDVL) and Affinity World Leaders Equity ETF (WLDR).
BDVL and WLDR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDVL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Minimum Volatility Index. It was launched on Sep 12, 2025. WLDR is a passively managed fund by Regents Park Funds that tracks the performance of the Thomson Reuters StarMine Affinity World Leaders Index. It was launched on Jan 16, 2018. Both BDVL and WLDR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BDVL vs. WLDR - Performance Comparison
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BDVL vs. WLDR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | -0.63% | 1.97% |
WLDR Affinity World Leaders Equity ETF | 4.74% | 5.60% |
Returns By Period
In the year-to-date period, BDVL achieves a -0.63% return, which is significantly lower than WLDR's 4.74% return.
BDVL
- 1D
- 2.08%
- 1M
- -5.45%
- YTD
- -0.63%
- 6M
- 1.36%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WLDR
- 1D
- 3.02%
- 1M
- -5.50%
- YTD
- 4.74%
- 6M
- 8.72%
- 1Y
- 40.45%
- 3Y*
- 24.21%
- 5Y*
- 15.07%
- 10Y*
- —
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BDVL vs. WLDR - Expense Ratio Comparison
BDVL has a 0.40% expense ratio, which is lower than WLDR's 0.67% expense ratio.
Return for Risk
BDVL vs. WLDR — Risk / Return Rank
BDVL
WLDR
BDVL vs. WLDR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Disciplined Volatility Equity Active ETF (BDVL) and Affinity World Leaders Equity ETF (WLDR). 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.
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Sharpe Ratios by Period
| BDVL | WLDR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 2.15 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.47 | -0.20 |
Correlation
The correlation between BDVL and WLDR is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BDVL vs. WLDR - Dividend Comparison
BDVL's dividend yield for the trailing twelve months is around 2.81%, less than WLDR's 8.72% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.81% | 2.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WLDR Affinity World Leaders Equity ETF | 8.72% | 9.01% | 13.99% | 2.28% | 2.10% | 7.55% | 1.80% | 2.48% | 2.82% |
Drawdowns
BDVL vs. WLDR - Drawdown Comparison
The maximum BDVL drawdown since its inception was -7.71%, smaller than the maximum WLDR drawdown of -44.69%. Use the drawdown chart below to compare losses from any high point for BDVL and WLDR.
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Drawdown Indicators
| BDVL | WLDR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.71% | -44.69% | +36.98% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.31% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.77% | — |
Current DrawdownCurrent decline from peak | -5.45% | -6.11% | +0.66% |
Average DrawdownAverage peak-to-trough decline | -1.17% | -8.79% | +7.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.79% | — |
Volatility
BDVL vs. WLDR - Volatility Comparison
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Volatility by Period
| BDVL | WLDR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.81% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.29% | 18.94% | -9.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.29% | 17.06% | -7.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.29% | 20.99% | -11.70% |