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BGGG vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGGG vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baillie Gifford Long Term Global Growth ETF (BGGG) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BGGG

1D
-0.34%
1M
-0.20%
6M
YTD
1Y
3Y*
5Y*
10Y*

BDVL

1D
0.61%
1M
1.22%
6M
6.10%
YTD
5.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGGG vs. BDVL - Yearly Performance Comparison


Correlation

The correlation between BGGG and BDVL is 0.72, 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 1, 2026

0.72

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Return for Risk

BGGG vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth ETF (BGGG) and iShares Disciplined Volatility Equity Active ETF (BDVL). 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.

BGGG vs. BDVL - Sharpe Ratio Comparison


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Drawdowns

BGGG vs. BDVL - Drawdown Comparison

The maximum BGGG drawdown since its inception was -9.83%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for BGGG and BDVL.


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Drawdown Indicators


BGGGBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-9.83%

-7.71%

-2.12%

Current Drawdown

Current decline from peak

-2.89%

-0.22%

-2.67%

Average Drawdown

Average peak-to-trough decline

-5.06%

-1.17%

-3.89%

Volatility

BGGG vs. BDVL - Volatility Comparison


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Volatility by Period


BGGGBDVLDifference

Volatility (1Y)

Calculated over the trailing 1-year period

29.32%

9.60%

+19.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.32%

9.60%

+19.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.32%

9.60%

+19.72%

BGGG vs. BDVL - Expense Ratio Comparison

BGGG has a 0.70% expense ratio, which is higher than BDVL's 0.40% expense ratio.


Dividends

BGGG vs. BDVL - Dividend Comparison

BGGG has not paid dividends to shareholders, while BDVL's dividend yield for the trailing twelve months is around 3.51%.


Frequently Asked Questions


BGGG and BDVL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BDVL is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BDVL is cheaper with a 0.40% expense ratio, compared with 0.70% for BGGG.

BDVL has the higher dividend yield at 3.51%, compared with 0.00% for BGGG.

They also come from different issuers: Baillie Gifford and iShares. Their fees differ too: 0.70% for BGGG and 0.40% for BDVL.

Portfolio Optimizer

Find the right allocation for BGGG and BDVL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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