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IOO vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IOO vs. BDVL

Last updated Jun 4, 2026

IOO (iShares Global 100 ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds from iShares - IOO tracks the S&P Global 100 Index (Net) while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. A 0.73 correlation means they provide meaningful diversification when combined. Both charge a 0.40% expense ratio.

Performance

IOO vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global 100 ETF (IOO) 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

In the year-to-date period, IOO achieves a 12.26% return, which is significantly higher than BDVL's 4.71% return.

IOO

1D
-1.33%
1M
5.37%
YTD
12.26%
6M
12.43%
1Y
38.24%
3Y*
25.48%
5Y*
16.68%
10Y*
16.70%

BDVL

1D
-0.44%
1M
0.91%
YTD
4.71%
6M
5.43%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IOO vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
IOO
iShares Global 100 ETF		12.26%7.23%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between IOO and BDVL is 0.73, 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

0.73

IOO vs. BDVL - Sectors Allocation Comparison

Sectors
IOO
BDVL

Technology

46.2%
23.0%

Communication Services

11.0%
10.7%

Financial Services

9.1%
13.9%

Consumer Cyclical

8.4%
8.5%

Healthcare

8.4%
11.1%

Consumer Defensive

5.6%
6.3%

Industrials

4.8%
15.4%

Energy

3.6%
2.8%

Basic Materials

1.7%
2.6%

Utilities

0.5%
4.8%

Real Estate

0.2%
1.0%

Technology

IOO
46.2%
BDVL
23.0%

Communication Services

IOO
11.0%
BDVL
10.7%

Financial Services

IOO
9.1%
BDVL
13.9%

Consumer Cyclical

IOO
8.4%
BDVL
8.5%

Healthcare

IOO
8.4%
BDVL
11.1%

Consumer Defensive

IOO
5.6%
BDVL
6.3%

Industrials

IOO
4.8%
BDVL
15.4%

Energy

IOO
3.6%
BDVL
2.8%

Basic Materials

IOO
1.7%
BDVL
2.6%

Utilities

IOO
0.5%
BDVL
4.8%

Real Estate

IOO
0.2%
BDVL
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Global 100 ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with IOO:
IOO vs. IVVIOO vs. SPYIOO vs. NDQ.AXIOO vs. OEFIOO vs. NDAQIOO vs. VGTIOO vs. MOAT
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

IOO vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IOO
IOO Risk / Return Rank: 8282
Overall Rank
IOO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IOO Sortino Ratio Rank: 8484
Sortino Ratio Rank
IOO Omega Ratio Rank: 8282
Omega Ratio Rank
IOO Calmar Ratio Rank: 7575
Calmar Ratio Rank
IOO Martin Ratio Rank: 8585
Martin Ratio Rank
BDVL
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.

IOO vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global 100 ETF (IOO) 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.

IOOBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.84

—

—

Sortino ratioReturn per unit of downside risk
3.85

—

—

Omega ratioGain probability vs. loss probability

1.50

—

—

Calmar ratioReturn relative to maximum drawdown

3.87

—

—

Martin ratioReturn relative to average drawdown

17.94

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOO vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IOOBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

1.01

-0.62

Drawdowns

IOO vs. BDVL - Drawdown Comparison

The maximum IOO drawdown since its inception was -55.85%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for IOO and BDVL.

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Drawdown Indicators

IOOBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-55.85%

-7.71%

-48.14%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-23.52%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-31.43%

—

—

Current Drawdown

Current decline from peak

-1.33%

-0.95%

-0.38%

Average Drawdown

Average peak-to-trough decline

-11.27%

-1.19%

-10.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

—

—

Volatility

IOO vs. BDVL - Volatility Comparison

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Volatility by Period

IOOBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.59%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.54%

9.49%

+4.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

9.49%

+7.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.78%

9.49%

+8.29%

IOO vs. BDVL - Expense Ratio Comparison

Both IOO and BDVL have an expense ratio of 0.40%.

Dividends

IOO vs. BDVL - Dividend Comparison

IOO's dividend yield for the trailing twelve months is around 0.82%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IOO
iShares Global 100 ETF		0.82%0.92%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%

Frequently Asked Questions

IOO and BDVL have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.40% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IOO and BDVL have the same expense ratio: 0.40% per year.

BDVL has the higher dividend yield at 2.66%, compared with 0.82% for IOO.

IOO tracks S&P Global 100 Index (Net), while BDVL tracks MSCI ACWI Minimum Volatility Index.

Portfolio Optimizer

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