JGLO vs. BDVL

Last updated Jun 24, 2026

JGLO (Jpmorgan Global Select Equity ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. JGLO is actively managed, while BDVL is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. JGLO charges 0.47%/yr vs 0.40%/yr for BDVL.

Performance

JGLO vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan Global Select Equity ETF (JGLO) 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, JGLO achieves a 3.31% return, which is significantly lower than BDVL's 4.73% return.

JGLO

• 1D: -1.34%
• 1M: -1.33%
• YTD: 3.31%
• 6M: 2.82%
• 1Y: 13.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDVL

• 1D: -0.97%
• 1M: -0.75%
• YTD: 4.73%
• 6M: 4.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JGLO vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
JGLO Jpmorgan Global Select Equity ETF	3.31%	2.43%
BDVL iShares Disciplined Volatility Equity Active ETF	4.73%	2.20%

Correlation

The correlation between JGLO and BDVL is 0.84, 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 15, 2025	0.84

JGLO vs. BDVL - Sectors Allocation Comparison

Sectors	JGLO	BDVL
Technology	31.6%	27.8%
Financial Services	17.3%	14.3%
Consumer Cyclical	16.1%	6.9%
Healthcare	8.6%	8.3%
Communication Services	8.2%	10.0%
Industrials	7.8%	14.2%
Energy	3.9%	1.6%
Utilities	2.2%	4.5%
Basic Materials	1.6%	1.9%
Real Estate	1.5%	0.9%
Consumer Defensive	1.3%	5.3%

Return for Risk

JGLO vs. BDVL — Risk / Return Rank

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

JGLO

JGLO Risk / Return Rank: 32
JGLO Sharpe Ratio Rank: 32
JGLO Sortino Ratio Rank: 31
JGLO Omega Ratio Rank: 30
JGLO Calmar Ratio Rank: 29
JGLO Martin Ratio Rank: 38

BDVL

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

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.

JGLO vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan Global Select Equity ETF (JGLO) 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.

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.

	JGLO	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	1.08	—	—
Sortino ratio: Return per unit of downside risk	1.56	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	1.39	—	—
Martin ratio: Return relative to average drawdown	5.59	—	—

Drawdowns

JGLO vs. BDVL - Drawdown Comparison

The maximum JGLO drawdown since its inception was -16.12%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for JGLO and BDVL.

Drawdown Indicators

	JGLO	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-16.12%	-7.71%	-8.41%
Max Drawdown (1Y) Largest decline over 1 year	-9.47%	—	—
Current Drawdown Current decline from peak	-2.43%	-1.41%	-1.02%
Average Drawdown Average peak-to-trough decline	-1.88%	-1.18%	-0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	—	—

Volatility

Volatility by Period

	JGLO	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.99%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	9.71%	+2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.17%	9.71%	+4.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.17%	9.71%	+4.46%

JGLO vs. BDVL - Expense Ratio Comparison

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

Dividends

JGLO vs. BDVL - Dividend Comparison

JGLO's dividend yield for the trailing twelve months is around 1.16%, less than BDVL's 3.56% yield.

Position	TTM	2025	2024	2023
BDVL iShares Disciplined Volatility Equity Active ETF	3.56%	2.79%	0.00%	0.00%
JGLO Jpmorgan Global Select Equity ETF	1.16%	1.20%	2.00%	0.32%

Frequently Asked Questions

Can I hold both JGLO and BDVL in my portfolio?

JGLO and BDVL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JGLO 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, JGLO or BDVL?

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

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

BDVL has the higher dividend yield at 3.56%, compared with 1.16% for JGLO.

What is the main difference between JGLO and BDVL?

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