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JSTC vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

JSTC vs. BDVL

Last updated Jun 4, 2026

JSTC (Adasina Social Justice All Cap Global ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. JSTC is actively managed, while BDVL is passively managed. Their correlation of 0.81 suggests significant overlap in exposure. JSTC charges 0.89%/yr vs 0.40%/yr for BDVL.

Performance

JSTC vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adasina Social Justice All Cap Global ETF (JSTC) 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, JSTC achieves a 10.79% return, which is significantly higher than BDVL's 4.71% return.

JSTC

1D
-0.22%
1M
5.99%
YTD
10.79%
6M
11.65%
1Y
18.07%
3Y*
14.06%
5Y*
6.41%
10Y*
—

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)

JSTC vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
JSTC
Adasina Social Justice All Cap Global ETF		10.79%0.84%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between JSTC and BDVL is 0.81, 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

0.81

JSTC vs. BDVL - Sectors Allocation Comparison

Sectors
JSTC
BDVL

Technology

27.2%
23.0%

Financial Services

22.5%
13.9%

Industrials

16.7%
15.4%

Healthcare

10.3%
11.1%

Communication Services

7.7%
10.7%

Consumer Cyclical

4.6%
8.5%

Consumer Defensive

3.0%
6.3%

Utilities

1.8%
4.8%

Basic Materials

0.8%
2.6%

Real Estate

0.5%
1.0%

Energy

0.0%
2.8%

Technology

JSTC
27.2%
BDVL
23.0%

Financial Services

JSTC
22.5%
BDVL
13.9%

Industrials

JSTC
16.7%
BDVL
15.4%

Healthcare

JSTC
10.3%
BDVL
11.1%

Communication Services

JSTC
7.7%
BDVL
10.7%

Consumer Cyclical

JSTC
4.6%
BDVL
8.5%

Consumer Defensive

JSTC
3.0%
BDVL
6.3%

Utilities

JSTC
1.8%
BDVL
4.8%

Basic Materials

JSTC
0.8%
BDVL
2.6%

Real Estate

JSTC
0.5%
BDVL
1.0%

Energy

JSTC
0.0%
BDVL
2.8%

Compare stocks, funds, or ETFs

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

Adasina Social Justice All Cap Global ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with JSTC:
JSTC vs. VOOJSTC vs. GABFJSTC vs. VGTJSTC vs. SPYJSTC vs. SPREJSTC vs. BOATJSTC vs. RPAR
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. AVGVBDVL vs. IVESBDVL vs. PAWZ

Return for Risk

JSTC vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
JSTC
JSTC Risk / Return Rank: 3939
Overall Rank
JSTC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
JSTC Sortino Ratio Rank: 3838
Sortino Ratio Rank
JSTC Omega Ratio Rank: 3737
Omega Ratio Rank
JSTC Calmar Ratio Rank: 3737
Calmar Ratio Rank
JSTC Martin Ratio Rank: 4545
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.

JSTC vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Adasina Social Justice All Cap Global ETF (JSTC) 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.

JSTCBDVLDifference
Sharpe ratioReturn per unit of total volatility
1.36

—

—

Sortino ratioReturn per unit of downside risk
1.98

—

—

Omega ratioGain probability vs. loss probability

1.24

—

—

Calmar ratioReturn relative to maximum drawdown

1.83

—

—

Martin ratioReturn relative to average drawdown

7.44

—

—

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

JSTC vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

JSTCBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.36

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

1.01

-0.47

Drawdowns

JSTC vs. BDVL - Drawdown Comparison

The maximum JSTC drawdown since its inception was -26.82%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for JSTC and BDVL.

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Drawdown Indicators

JSTCBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-26.82%

-7.71%

-19.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.93%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.72%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.82%

—

—

Current Drawdown

Current decline from peak

-0.22%

-0.95%

+0.73%

Average Drawdown

Average peak-to-trough decline

-6.60%

-1.19%

-5.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

—

—

Volatility

JSTC vs. BDVL - Volatility Comparison

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Volatility by Period

JSTCBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.30%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.70%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

9.49%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

9.49%

+6.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.76%

9.49%

+6.27%

JSTC vs. BDVL - Expense Ratio Comparison

JSTC has a 0.89% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

JSTC vs. BDVL - Dividend Comparison

JSTC's dividend yield for the trailing twelve months is around 1.21%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%
JSTC
Adasina Social Justice All Cap Global ETF		1.21%1.34%1.11%1.03%0.83%0.96%

Frequently Asked Questions

JSTC and BDVL have a correlation of 0.81, 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 0.89% for JSTC.

BDVL has the higher dividend yield at 2.66%, compared with 1.21% for JSTC.

They also come from different issuers: Toroso Investments and iShares. Their fees differ too: 0.89% for JSTC and 0.40% for BDVL.

Portfolio Optimizer

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