RCGE vs. BDVL
RCGE (RockCreek Global Equality ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. RCGE is actively managed, while BDVL is passively managed. Their correlation of 0.84 suggests significant overlap in exposure. RCGE charges 0.95%/yr vs 0.40%/yr for BDVL.
Performance
RCGE vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, RCGE achieves a 2.35% return, which is significantly lower than BDVL's 3.52% return.
RCGE
- 1D
- -1.31%
- 1M
- 0.03%
- YTD
- 2.35%
- 6M
- 4.49%
- 1Y
- 11.30%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDVL
- 1D
- -1.52%
- 1M
- -1.29%
- YTD
- 3.52%
- 6M
- 3.81%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RCGE vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RCGE RockCreek Global Equality ETF | 2.35% | 2.12% |
BDVL iShares Disciplined Volatility Equity Active ETF | 3.52% | 1.97% |
Correlation
The correlation between RCGE 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 16, 2025 | 0.84 |
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Return for Risk
RCGE vs. BDVL — Risk / Return Rank
RCGE
BDVL
RCGE vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RockCreek Global Equality ETF (RCGE) 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.
| RCGE | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.18 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | — | — |
| Martin ratioReturn relative to average drawdown | 4.40 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RCGE | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.02 | 0.81 | +0.21 |
Drawdowns
RCGE vs. BDVL - Drawdown Comparison
The maximum RCGE drawdown since its inception was -12.38%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for RCGE and BDVL.
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Drawdown Indicators
| RCGE | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.38% | -7.71% | -4.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | — | — |
Current DrawdownCurrent decline from peak | -3.09% | -2.08% | -1.01% |
Average DrawdownAverage peak-to-trough decline | -1.83% | -1.19% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | — | — |
Volatility
RCGE vs. BDVL - Volatility Comparison
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Volatility by Period
| RCGE | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.69% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 9.62% | +2.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 9.62% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.24% | 9.62% | +5.62% |
RCGE vs. BDVL - Expense Ratio Comparison
RCGE has a 0.95% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
RCGE vs. BDVL - Dividend Comparison
RCGE's dividend yield for the trailing twelve months is around 1.77%, less than BDVL's 2.70% yield.
| Position | TTM | 2025 |
|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.70% | 2.79% |
RCGE RockCreek Global Equality ETF | 1.77% | 1.81% |
Frequently Asked Questions
RCGE 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.
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 0.95% for RCGE.
BDVL has the higher dividend yield at 2.70%, compared with 1.77% for RCGE.
They also come from different issuers: RockCreek and iShares. Their fees differ too: 0.95% for RCGE and 0.40% for BDVL.
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