RCGE vs. BBLU

Last updated Aug 1, 2026

RCGE (RockCreek Global Equality ETF) and BBLU (Ea Bridgeway Blue Chip ETF) are both exchange-traded funds - RCGE is a Global Equities fund actively managed by Alpha Architect, while BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect. Both are actively managed. Over the past year, RCGE returned 18.47% vs 23.33% for BBLU. Their 0.66 correlation means they have sometimes moved together and sometimes differently. RCGE charges 0.95%/yr vs 0.15%/yr for BBLU.

Performance

RCGE vs. BBLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RockCreek Global Equality ETF (RCGE) and Ea Bridgeway Blue Chip ETF (BBLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RCGE achieves a 9.52% return, which is significantly lower than BBLU's 10.22% return.

RCGE

• 1D: -0.72%
• 1M: 2.70%
• 6M: 7.02%
• YTD: 9.52%
• 1Y: 18.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.42%

BBLU

• 1D: 0.90%
• 1M: 0.42%
• 6M: 9.58%
• YTD: 10.22%
• 1Y: 23.33%
• 3Y*: 20.32%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 24.90%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BBLU Ea Bridgeway Blue Chip ETF	$1.07M	$1.06M	$1.29M
RCGE RockCreek Global Equality ETF	$848.09	$796.67	$990.58

RCGE vs. BBLU - Yearly Performance Comparison

	2026 (YTD)	2025
RCGE RockCreek Global Equality ETF	9.52%	13.33%
BBLU Ea Bridgeway Blue Chip ETF	10.22%	16.09%

Correlation

The correlation between RCGE and BBLU is 0.63, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.63
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.66

The correlation between RCGE and BBLU has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

Return for Risk

RCGE vs. BBLU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RCGE

RCGE Risk / Return Rank: 60
RCGE Sharpe Ratio Rank: 63
RCGE Sortino Ratio Rank: 65
RCGE Omega Ratio Rank: 63
RCGE Calmar Ratio Rank: 54
RCGE Martin Ratio Rank: 57

BBLU

BBLU Risk / Return Rank: 80
BBLU Sharpe Ratio Rank: 81
BBLU Sortino Ratio Rank: 81
BBLU Omega Ratio Rank: 77
BBLU Calmar Ratio Rank: 82
BBLU Martin Ratio Rank: 81

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RCGE vs. BBLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RockCreek Global Equality ETF (RCGE) and Ea Bridgeway Blue Chip ETF (BBLU). 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.

	RCGE	BBLU	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.86	-0.37
Sortino ratio: Return per unit of downside risk	2.19	2.62	-0.44
Omega ratio: Gain probability vs. loss probability	1.27	1.32	-0.05
Calmar ratio: Return relative to maximum drawdown	1.97	2.97	-0.99
Martin ratio: Return relative to average drawdown	6.92	10.59	-3.67

RCGE vs. BBLU - Sharpe Ratio Comparison

The current RCGE Sharpe Ratio is 1.49, which is comparable to the BBLU Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of RCGE and BBLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RCGE vs. BBLU - Drawdown Comparison

The maximum RCGE drawdown since its inception was -13.32%, smaller than the maximum BBLU drawdown of -17.20%. Use the drawdown chart below to compare losses from any high point for RCGE and BBLU.

Drawdown Indicators

	RCGE	BBLU	Difference
Max Drawdown Largest peak-to-trough decline	-13.32%	-17.20%	+3.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.33%	-7.22%	-2.11%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.20%	—
Current Drawdown Current decline from peak	-0.72%	-0.83%	+0.11%
Average Drawdown Average peak-to-trough decline	-1.88%	-1.98%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.66%	2.02%	+0.64%

Volatility

RCGE vs. BBLU - Volatility Comparison

RockCreek Global Equality ETF (RCGE) has a higher volatility of 3.88% compared to Ea Bridgeway Blue Chip ETF (BBLU) at 3.08%. This indicates that RCGE's price experiences larger fluctuations and is considered to be riskier than BBLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RCGE	BBLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.88%	3.08%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	10.28%	8.57%	+1.71%
Volatility (1Y) Calculated over the trailing 1-year period	12.37%	11.52%	+0.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.17%	14.43%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.17%	14.43%	+0.74%

RCGE vs. BBLU - Expense Ratio Comparison

RCGE has a 0.95% expense ratio, which is higher than BBLU's 0.15% expense ratio.

Dividends

RCGE vs. BBLU - Dividend Comparison

RCGE's dividend yield for the trailing twelve months is around 1.66%, more than BBLU's 1.14% yield.

Position	TTM	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	1.14%	1.25%	1.39%	1.68%	32.08%
RCGE RockCreek Global Equality ETF	1.66%	1.81%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RCGE and BBLU in my portfolio?

RCGE and BBLU have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RCGE or BBLU?

RCGE has higher volatility (3.88%) compared to BBLU (3.08%). In terms of maximum drawdown, RCGE dropped -13.32% vs BBLU's -17.20%.

Which ETF is better, RCGE or BBLU?

On 1-year performance, BBLU leads with 23.33% vs 18.47% for RCGE. On fees, BBLU is cheaper at 0.15% per year. On volatility, BBLU has been the lower-risk option at 3.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RCGE or BBLU?

Over the 1-year period, BBLU has performed better with a 23.33% return vs 18.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RCGE or BBLU?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.95% for RCGE.

Which ETF pays a higher dividend yield, RCGE or BBLU?

RCGE has the higher dividend yield at 1.66%, compared with 1.14% for BBLU.

What is the main difference between RCGE and BBLU?

RCGE is categorized as Global Equities, while BBLU is Large Cap Growth Equities. Their fees differ too: 0.95% for RCGE and 0.15% for BBLU.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (1.86 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.