BGEG vs. FTHF

Last updated Jul 24, 2026

BGEG (Baillie Gifford Emerging Markets ETF) and FTHF (First Trust Emerging Markets Human Flourishing ETF) are both Emerging Markets Equities funds. BGEG is actively managed, while FTHF is passively managed. Their correlation of 0.92 suggests significant overlap in exposure. BGEG charges 0.79%/yr vs 0.75%/yr for FTHF.

Performance

BGEG vs. FTHF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Emerging Markets ETF (BGEG) and First Trust Emerging Markets Human Flourishing ETF (FTHF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

BGEG

• 1D: -0.79%
• 1M: -4.41%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

FTHF

• 1D: -1.21%
• 1M: -7.62%
• 6M: 23.26%
• YTD: 37.63%
• 1Y: 74.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 39.30%

*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)
BGEG Baillie Gifford Emerging Markets ETF	$72.52K	$141.03K	$341.75K
FTHF First Trust Emerging Markets Human Flourishing ETF	$665.17K	$580.78K	$538.59K

BGEG vs. FTHF - Yearly Performance Comparison

	2026 (YTD)
BGEG Baillie Gifford Emerging Markets ETF	-9.38%
FTHF First Trust Emerging Markets Human Flourishing ETF	-10.67%

Correlation

The correlation between BGEG and FTHF is 0.92, 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 Jun 3, 2026	0.92

Return for Risk

BGEG vs. FTHF — Risk / Return Rank

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

BGEG

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

FTHF

FTHF Risk / Return Rank: 87
FTHF Sharpe Ratio Rank: 89
FTHF Sortino Ratio Rank: 81
FTHF Omega Ratio Rank: 86
FTHF Calmar Ratio Rank: 92
FTHF Martin Ratio Rank: 88

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.

BGEG vs. FTHF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Emerging Markets ETF (BGEG) and First Trust Emerging Markets Human Flourishing ETF (FTHF). 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.

	BGEG	FTHF	Difference
Sharpe ratio: Return per unit of total volatility	—	2.24	—
Sortino ratio: Return per unit of downside risk	—	2.72	—
Omega ratio: Gain probability vs. loss probability	—	1.39	—
Calmar ratio: Return relative to maximum drawdown	—	4.47	—
Martin ratio: Return relative to average drawdown	—	13.86	—

Drawdowns

BGEG vs. FTHF - Drawdown Comparison

The maximum BGEG drawdown since its inception was -11.84%, smaller than the maximum FTHF drawdown of -17.36%. Use the drawdown chart below to compare losses from any high point for BGEG and FTHF.

Drawdown Indicators

	BGEG	FTHF	Difference
Max Drawdown Largest peak-to-trough decline	-11.84%	-17.36%	+5.52%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.71%	—
Current Drawdown Current decline from peak	-9.38%	-13.90%	+4.52%
Average Drawdown Average peak-to-trough decline	-5.82%	-4.42%	-1.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.38%	—

Volatility

Volatility by Period

	BGEG	FTHF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	12.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	31.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	35.72%	33.34%	+2.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.72%	27.57%	+8.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.72%	27.57%	+8.15%

BGEG vs. FTHF - Expense Ratio Comparison

BGEG has a 0.79% expense ratio, which is higher than FTHF's 0.75% expense ratio.

Dividends

BGEG vs. FTHF - Dividend Comparison

BGEG has not paid dividends to shareholders, while FTHF's dividend yield for the trailing twelve months is around 3.31%.

Position	TTM	2025	2024	2023
BGEG Baillie Gifford Emerging Markets ETF	0.00%	0.00%	0.00%	0.00%
FTHF First Trust Emerging Markets Human Flourishing ETF	3.31%	4.40%	3.34%	0.51%

Frequently Asked Questions

Can I hold both BGEG and FTHF in my portfolio?

With a correlation of 0.92, BGEG and FTHF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, BGEG or FTHF?

On fees, FTHF is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BGEG or FTHF?

FTHF is cheaper with a 0.75% expense ratio, compared with 0.79% for BGEG.

Which ETF pays a higher dividend yield, BGEG or FTHF?

FTHF has the higher dividend yield at 3.31%, compared with 0.00% for BGEG.

What is the main difference between BGEG and FTHF?

They also come from different issuers: Baillie Gifford and First Trust. Their fees differ too: 0.79% for BGEG and 0.75% for FTHF.