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BGIA vs. BGGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGIA vs. BGGG - Performance Comparison

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

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Returns By Period


BGIA

1D
0.21%
1M
-1.54%
6M
YTD
1Y
3Y*
5Y*
10Y*

BGGG

1D
-0.34%
1M
-0.20%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGIA vs. BGGG - Yearly Performance Comparison


Correlation

The correlation between BGIA and BGGG is 0.75, 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

0.75

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Return for Risk

BGIA vs. BGGG - Risk-Adjusted Trends Comparison

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

BGIA vs. BGGG - Sharpe Ratio Comparison


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Drawdowns

BGIA vs. BGGG - Drawdown Comparison

The maximum BGIA drawdown since its inception was -4.88%, smaller than the maximum BGGG drawdown of -9.83%. Use the drawdown chart below to compare losses from any high point for BGIA and BGGG.


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Drawdown Indicators


BGIABGGGDifference

Max Drawdown

Largest peak-to-trough decline

-4.88%

-9.83%

+4.95%

Current Drawdown

Current decline from peak

-3.23%

-2.89%

-0.34%

Average Drawdown

Average peak-to-trough decline

-2.34%

-5.06%

+2.72%

Volatility

BGIA vs. BGGG - Volatility Comparison


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Volatility by Period


BGIABGGGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

25.16%

29.32%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

29.32%

-4.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

29.32%

-4.16%

BGIA vs. BGGG - Expense Ratio Comparison

BGIA has a 0.59% expense ratio, which is lower than BGGG's 0.70% expense ratio.


Dividends

BGIA vs. BGGG - Dividend Comparison

Neither BGIA nor BGGG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BGIA and BGGG have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BGIA is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BGIA is cheaper with a 0.59% expense ratio, compared with 0.70% for BGGG.

BGIA and BGGG have nearly identical dividend yields, around 0.00%.

BGIA is categorized as Foreign Large Cap Equities, while BGGG is Global Equities. Their fees differ too: 0.59% for BGIA and 0.70% for BGGG.

Portfolio Optimizer

Find the right allocation for BGIA and BGGG

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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