PCGG vs. BDVL

Last updated Jun 4, 2026

PCGG (Polen Capital Global Growth ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. PCGG is actively managed, while BDVL is passively managed. A 0.67 correlation means they provide meaningful diversification when combined. PCGG charges 0.85%/yr vs 0.40%/yr for BDVL.

Performance

PCGG vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Polen Capital Global Growth ETF (PCGG) 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, PCGG achieves a -6.93% return, which is significantly lower than BDVL's 4.71% return.

PCGG

• 1D: -1.46%
• 1M: 1.53%
• YTD: -6.93%
• 6M: -6.74%
• 1Y: -5.83%
• 3Y*: —
• 5Y*: —
• 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)

PCGG vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
PCGG Polen Capital Global Growth ETF	-6.93%	-3.51%
BDVL iShares Disciplined Volatility Equity Active ETF	4.71%	1.97%

Correlation

The correlation between PCGG and BDVL is 0.67, 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	0.67

PCGG vs. BDVL - Sectors Allocation Comparison

Sectors	PCGG	BDVL
Technology	40.1%	23.0%
Financial Services	17.5%	13.9%
Communication Services	15.8%	10.7%
Healthcare	13.0%	11.1%
Consumer Cyclical	9.4%	8.5%
Consumer Defensive	2.3%	6.3%
Real Estate	2.0%	1.0%
Basic Materials	-	2.6%
Energy	-	2.8%
Industrials	-	15.4%
Utilities	-	4.8%

Return for Risk

PCGG vs. BDVL — Risk / Return Rank

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

PCGG

PCGG Risk / Return Rank: 6
PCGG Sharpe Ratio Rank: 5
PCGG Sortino Ratio Rank: 5
PCGG Omega Ratio Rank: 5
PCGG Calmar Ratio Rank: 6
PCGG Martin Ratio Rank: 6

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.

PCGG vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Polen Capital Global Growth ETF (PCGG) 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.

	PCGG	BDVL	Difference
Sharpe ratio: Return per unit of total volatility	-0.38	—	—
Sortino ratio: Return per unit of downside risk	-0.43	—	—
Omega ratio: Gain probability vs. loss probability	0.95	—	—
Calmar ratio: Return relative to maximum drawdown	-0.26	—	—
Martin ratio: Return relative to average drawdown	-0.64	—	—
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

	PCGG	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.22	1.01	-0.79

Drawdowns

PCGG vs. BDVL - Drawdown Comparison

The maximum PCGG drawdown since its inception was -22.66%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for PCGG and BDVL.

Drawdown Indicators

	PCGG	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-22.66%	-7.71%	-14.95%
Max Drawdown (1Y) Largest decline over 1 year	-22.66%	—	—
Current Drawdown Current decline from peak	-11.59%	-0.95%	-10.64%
Average Drawdown Average peak-to-trough decline	-4.95%	-1.19%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.13%	—	—

Volatility

Volatility by Period

	PCGG	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.80%	—	—
Volatility (6M) Calculated over the trailing 6-month period	12.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.27%	9.49%	+5.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.64%	9.49%	+7.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.64%	9.49%	+7.15%

PCGG vs. BDVL - Expense Ratio Comparison

PCGG has a 0.85% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

PCGG vs. BDVL - Dividend Comparison

PCGG has not paid dividends to shareholders, while BDVL's dividend yield for the trailing twelve months is around 2.66%.

Position	TTM	2025
BDVL iShares Disciplined Volatility Equity Active ETF	2.66%	2.79%
PCGG Polen Capital Global Growth ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PCGG and BDVL in my portfolio?

PCGG and BDVL have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PCGG 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, PCGG or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.85% for PCGG.

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

BDVL has the higher dividend yield at 2.66%, compared with 0.00% for PCGG.

What is the main difference between PCGG and BDVL?

They also come from different issuers: Polen and iShares. Their fees differ too: 0.85% for PCGG and 0.40% for BDVL.