GPT vs. BDVL
GPT (Intelligent Alpha Atlas ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. GPT is actively managed, while BDVL is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. GPT charges 0.69%/yr vs 0.40%/yr for BDVL.
Performance
GPT vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, GPT achieves a 12.68% return, which is significantly higher than BDVL's 4.71% return.
GPT
- 1D
- -0.31%
- 1M
- 2.33%
- YTD
- 12.68%
- 6M
- 11.45%
- 1Y
- 31.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDVL
- 1D
- -0.44%
- 1M
- 0.91%
- YTD
- 4.71%
- 6M
- 5.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GPT vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GPT Intelligent Alpha Atlas ETF | 12.68% | 3.81% |
BDVL iShares Disciplined Volatility Equity Active ETF | 4.71% | 1.97% |
Correlation
The correlation between GPT and BDVL is 0.68, 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 Sep 16, 2025 | 0.68 |
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Return for Risk
GPT vs. BDVL — Risk / Return Rank
GPT
BDVL
GPT vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Intelligent Alpha Atlas ETF (GPT) 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.
| GPT | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | — | — |
| Martin ratioReturn relative to average drawdown | 13.47 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GPT | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 1.01 | -0.06 |
Drawdowns
GPT vs. BDVL - Drawdown Comparison
The maximum GPT drawdown since its inception was -25.59%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for GPT and BDVL.
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Drawdown Indicators
| GPT | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.59% | -7.71% | -17.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -0.95% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -1.19% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.34% | — | — |
Volatility
GPT vs. BDVL - Volatility Comparison
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Volatility by Period
| GPT | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.61% | 9.49% | +8.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.69% | 9.49% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.69% | 9.49% | +11.20% |
GPT vs. BDVL - Expense Ratio Comparison
GPT has a 0.69% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
GPT vs. BDVL - Dividend Comparison
GPT's dividend yield for the trailing twelve months is around 0.67%, less than BDVL's 2.66% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.66% | 2.79% | 0.00% |
GPT Intelligent Alpha Atlas ETF | 0.67% | 0.75% | 0.19% |
Frequently Asked Questions
GPT and BDVL have a correlation of 0.68, 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 0.69% for GPT.
BDVL has the higher dividend yield at 2.66%, compared with 0.67% for GPT.
They also come from different issuers: Intelligent Alpha and iShares. Their fees differ too: 0.69% for GPT and 0.40% for BDVL.
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