JDIV vs. BDVL

Last updated Jun 5, 2026

JDIV (JPMorgan Dividend Leaders ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. JDIV is actively managed, while BDVL is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. JDIV charges 0.47%/yr vs 0.40%/yr for BDVL.

Performance

JDIV vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Dividend Leaders ETF (JDIV) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, JDIV achieves a 6.35% return, which is significantly higher than BDVL's 5.11% return.

JDIV

• 1D: 0.37%
• 1M: 1.95%
• YTD: 6.35%
• 6M: 6.29%
• 1Y: 15.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDVL

• 1D: 0.38%
• 1M: 0.49%
• YTD: 5.11%
• 6M: 5.65%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JDIV vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
JDIV JPMorgan Dividend Leaders ETF	6.35%	1.57%
BDVL iShares Disciplined Volatility Equity Active ETF	5.11%	1.97%

Correlation

The correlation between JDIV and BDVL is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.86

JDIV vs. BDVL - Sectors Allocation Comparison

Sectors	JDIV	BDVL
Technology	23.1%	23.0%
Financial Services	15.9%	13.9%
Healthcare	10.2%	11.1%
Consumer Cyclical	7.8%	8.5%
Communication Services	6.7%	10.7%
Industrials	6.4%	15.4%
Energy	4.5%	2.8%
Utilities	3.4%	4.8%
Consumer Defensive	2.1%	6.3%
Basic Materials	1.8%	2.6%
Real Estate	1.5%	1.0%

Return for Risk

JDIV vs. BDVL — Risk / Return Rank

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

JDIV

JDIV Risk / Return Rank: 38
JDIV Sharpe Ratio Rank: 37
JDIV Sortino Ratio Rank: 38
JDIV Omega Ratio Rank: 38
JDIV Calmar Ratio Rank: 34
JDIV Martin Ratio Rank: 42

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.

JDIV vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Dividend Leaders ETF (JDIV) 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.

	JDIV	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	1.33	—	—
Sortino ratio: Return per unit of downside risk	1.94	—	—
Omega ratio: Gain probability vs. loss probability	1.25	—	—
Calmar ratio: Return relative to maximum drawdown	1.68	—	—
Martin ratio: Return relative to average drawdown	6.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	JDIV	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	1.07	-0.26

Drawdowns

JDIV vs. BDVL - Drawdown Comparison

The maximum JDIV drawdown since its inception was -13.34%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for JDIV and BDVL.

Drawdown Indicators

	JDIV	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-13.34%	-7.71%	-5.63%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.57%	+0.28%
Average Drawdown Average peak-to-trough decline	-2.01%	-1.19%	-0.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	—	—

Volatility

Volatility by Period

	JDIV	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.45%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.69%	9.47%	+2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	9.47%	+4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.08%	9.47%	+4.61%

JDIV vs. BDVL - Expense Ratio Comparison

JDIV has a 0.47% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

JDIV vs. BDVL - Dividend Comparison

JDIV's dividend yield for the trailing twelve months is around 2.06%, less than BDVL's 2.65% yield.

Position	TTM	2025	2024
BDVL iShares Disciplined Volatility Equity Active ETF	2.65%	2.79%	0.00%
JDIV JPMorgan Dividend Leaders ETF	2.06%	2.15%	0.36%

Frequently Asked Questions

Can I hold both JDIV and BDVL in my portfolio?

JDIV and BDVL have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JDIV or BDVL?

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.

Which ETF is cheaper, JDIV or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.47% for JDIV.

Which ETF pays a higher dividend yield, JDIV or BDVL?

BDVL has the higher dividend yield at 2.65%, compared with 2.06% for JDIV.

What is the main difference between JDIV and BDVL?

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.47% for JDIV and 0.40% for BDVL.