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BGCG vs. BGEG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGCG vs. BGEG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford International Concentrated Growth ETF (BGCG) and Baillie Gifford Emerging Markets ETF (BGEG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BGCG

1D
0.30%
1M
2.12%
6M
YTD
1Y
3Y*
5Y*
10Y*

BGEG

1D
-1.66%
1M
-6.98%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGCG vs. BGEG - Yearly Performance Comparison


Correlation

The correlation between BGCG and BGEG is 0.51, 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 Jun 3, 2026

0.51

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Return for Risk

BGCG vs. BGEG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford International Concentrated Growth ETF (BGCG) and Baillie Gifford Emerging Markets ETF (BGEG). 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.


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

BGCG vs. BGEG - Sharpe Ratio Comparison


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Drawdowns

BGCG vs. BGEG - Drawdown Comparison

The maximum BGCG drawdown since its inception was -5.68%, smaller than the maximum BGEG drawdown of -8.43%. Use the drawdown chart below to compare losses from any high point for BGCG and BGEG.


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Drawdown Indicators


BGCGBGEGDifference

Max Drawdown

Largest peak-to-trough decline

-5.68%

-8.43%

+2.75%

Current Drawdown

Current decline from peak

-0.34%

-7.15%

+6.81%

Average Drawdown

Average peak-to-trough decline

-2.43%

-4.26%

+1.83%

Volatility

BGCG vs. BGEG - Volatility Comparison


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Volatility by Period


BGCGBGEGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

27.54%

35.94%

-8.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.54%

35.94%

-8.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.54%

35.94%

-8.40%

BGCG vs. BGEG - Expense Ratio Comparison

BGCG has a 0.72% expense ratio, which is lower than BGEG's 0.79% expense ratio.


Dividends

BGCG vs. BGEG - Dividend Comparison

Neither BGCG nor BGEG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BGCG and BGEG have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BGCG is cheaper at 0.72% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BGCG is cheaper with a 0.72% expense ratio, compared with 0.79% for BGEG.

BGCG and BGEG have nearly identical dividend yields, around 0.00%.

BGCG is categorized as Foreign Large Cap Equities, while BGEG is Emerging Markets Equities. Their fees differ too: 0.72% for BGCG and 0.79% for BGEG.

Portfolio Optimizer

Find the right allocation for BGCG and BGEG

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