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DEGT.DE vs. BSVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEGT.DE vs. BSVO - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Dimensional Global Targeted Value UCITS ETF USD Acc (DEGT.DE) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DEGT.DE is traded in EUR, while BSVO is traded in USD. To make them comparable, the BSVO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEGT.DE achieves a 9.50% return, which is significantly lower than BSVO's 21.59% return.


DEGT.DE

1D
0.65%
1M
2.88%
YTD
9.50%
6M
11.22%
1Y
3Y*
5Y*
10Y*

BSVO

1D
1.66%
1M
1.18%
YTD
21.59%
6M
20.09%
1Y
42.81%
3Y*
16.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEGT.DE vs. BSVO - Yearly Performance Comparison


Correlation

The correlation between DEGT.DE and BSVO is 0.62, 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 Nov 18, 2025

0.63

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Return for Risk

DEGT.DE vs. BSVO — Risk / Return Rank

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

DEGT.DE

BSVO
BSVO Risk / Return Rank: 7979
Overall Rank
BSVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7777
Sortino Ratio Rank
BSVO Omega Ratio Rank: 7171
Omega Ratio Rank
BSVO Calmar Ratio Rank: 9090
Calmar Ratio Rank
BSVO Martin Ratio Rank: 8080
Martin Ratio Rank
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.

DEGT.DE vs. BSVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional Global Targeted Value UCITS ETF USD Acc (DEGT.DE) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.


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

DEGT.DE vs. BSVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DEGT.DEBSVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

Sharpe Ratio (All Time)

Calculated using the full available price history

3.03

0.66

+2.37

Drawdowns

DEGT.DE vs. BSVO - Drawdown Comparison

The maximum DEGT.DE drawdown since its inception was -7.06%, smaller than the maximum BSVO drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for DEGT.DE and BSVO.


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Drawdown Indicators


DEGT.DEBSVODifference

Max Drawdown

Largest peak-to-trough decline

-7.06%

-32.32%

+25.26%

Max Drawdown (1Y)

Largest decline over 1 year

-6.69%

Max Drawdown (3Y)

Largest decline over 3 years

-32.32%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.38%

-7.50%

+6.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

Volatility

DEGT.DE vs. BSVO - Volatility Comparison


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Volatility by Period


DEGT.DEBSVODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.91%

18.67%

-7.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.91%

22.25%

-11.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.91%

22.25%

-11.34%

DEGT.DE vs. BSVO - Expense Ratio Comparison

DEGT.DE has a 0.44% expense ratio, which is lower than BSVO's 0.47% expense ratio.


Dividends

DEGT.DE vs. BSVO - Dividend Comparison

DEGT.DE has not paid dividends to shareholders, while BSVO's dividend yield for the trailing twelve months is around 1.26%.


PositionTTM202520242023
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.26%1.52%1.61%1.43%
DEGT.DE
Dimensional Global Targeted Value UCITS ETF USD Acc
0.00%0.00%0.00%0.00%

Frequently Asked Questions


DEGT.DE and BSVO have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEGT.DE is cheaper at 0.44% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEGT.DE is cheaper with a 0.44% expense ratio, compared with 0.47% for BSVO.

They also come from different issuers: Dimensional and Bridgeway. Their fees differ too: 0.44% for DEGT.DE and 0.47% for BSVO.

Portfolio Optimizer

Find the right allocation for DEGT.DE and BSVO

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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