BGGG vs. FWD

Last updated Jul 24, 2026

BGGG (Baillie Gifford Long Term Global Growth ETF) and FWD (AB Disruptors ETF) are both Global Equities funds. Both are actively managed. A 0.52 correlation means they provide meaningful diversification when combined. BGGG charges 0.70%/yr vs 0.65%/yr for FWD.

Performance

BGGG vs. FWD - Performance Comparison

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

Returns By Period

BGGG

• 1D: -1.77%
• 1M: 0.93%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

FWD

• 1D: -0.73%
• 1M: -7.78%
• 6M: 14.56%
• YTD: 25.05%
• 1Y: 42.56%
• 3Y*: 32.44%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 33.67%

*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)
BGGG Baillie Gifford Long Term Global Growth ETF	$1.34M	$1.75M	$2.63M
FWD AB Disruptors ETF	$38.04M	$38.12M	$34.50M

BGGG vs. FWD - Yearly Performance Comparison

	2026 (YTD)
BGGG Baillie Gifford Long Term Global Growth ETF	-6.59%
FWD AB Disruptors ETF	-8.20%

Correlation

The correlation between BGGG and FWD is 0.52, 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	0.52

Return for Risk

BGGG vs. FWD — Risk / Return Rank

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

BGGG

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

FWD

FWD Risk / Return Rank: 63
FWD Sharpe Ratio Rank: 60
FWD Sortino Ratio Rank: 54
FWD Omega Ratio Rank: 55
FWD Calmar Ratio Rank: 76
FWD Martin Ratio Rank: 70

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.

BGGG vs. FWD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baillie Gifford Long Term Global Growth ETF (BGGG) and AB Disruptors ETF (FWD). 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.

	BGGG	FWD	Difference
Sharpe ratio: Return per unit of total volatility	—	1.49	—
Sortino ratio: Return per unit of downside risk	—	1.99	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.95	—
Martin ratio: Return relative to average drawdown	—	9.19	—

Drawdowns

BGGG vs. FWD - Drawdown Comparison

The maximum BGGG drawdown since its inception was -9.83%, smaller than the maximum FWD drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for BGGG and FWD.

Drawdown Indicators

	BGGG	FWD	Difference
Max Drawdown Largest peak-to-trough decline	-9.83%	-29.02%	+19.19%
Max Drawdown (1Y) Largest decline over 1 year	—	-14.51%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-29.02%	—
Current Drawdown Current decline from peak	-7.35%	-12.28%	+4.93%
Average Drawdown Average peak-to-trough decline	-4.45%	-4.17%	-0.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.64%	—

Volatility

Volatility by Period

	BGGG	FWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.72%	28.65%	-2.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.72%	25.80%	-0.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.72%	25.80%	-0.08%

BGGG vs. FWD - Expense Ratio Comparison

BGGG has a 0.70% expense ratio, which is higher than FWD's 0.65% expense ratio.

Dividends

BGGG vs. FWD - Dividend Comparison

BGGG has not paid dividends to shareholders, while FWD's dividend yield for the trailing twelve months is around 0.09%.

Position	TTM	2025	2024
BGGG Baillie Gifford Long Term Global Growth ETF	0.00%	0.00%	0.00%
FWD AB Disruptors ETF	0.09%	0.11%	1.89%

Frequently Asked Questions

Can I hold both BGGG and FWD in my portfolio?

BGGG and FWD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BGGG or FWD?

On fees, FWD is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BGGG or FWD?

FWD is cheaper with a 0.65% expense ratio, compared with 0.70% for BGGG.

Which ETF pays a higher dividend yield, BGGG or FWD?

FWD has the higher dividend yield at 0.09%, compared with 0.00% for BGGG.

What is the main difference between BGGG and FWD?

They also come from different issuers: Baillie Gifford and AllianceBernstein. Their fees differ too: 0.70% for BGGG and 0.65% for FWD.