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RGEF vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RGEF vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockefeller Global Equity ETF (RGEF) 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, RGEF achieves a 13.96% return, which is significantly higher than BDVL's 4.71% return.


RGEF

1D
-0.42%
1M
5.52%
YTD
13.96%
6M
14.81%
1Y
31.08%
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)

RGEF vs. BDVL - Yearly Performance Comparison


Correlation

The correlation between RGEF and BDVL is 0.82, 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

0.82

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Return for Risk

RGEF vs. BDVL — Risk / Return Rank

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

RGEF
RGEF Risk / Return Rank: 7070
Overall Rank
RGEF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RGEF Sortino Ratio Rank: 7171
Sortino Ratio Rank
RGEF Omega Ratio Rank: 6868
Omega Ratio Rank
RGEF Calmar Ratio Rank: 6464
Calmar Ratio Rank
RGEF Martin Ratio Rank: 7575
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.

RGEF vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockefeller Global Equity ETF (RGEF) 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.


RGEFBDVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.14

Martin ratioReturn relative to average drawdown

14.03

RGEF vs. BDVL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RGEFBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

1.01

+0.43

Drawdowns

RGEF vs. BDVL - Drawdown Comparison

The maximum RGEF drawdown since its inception was -16.01%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for RGEF and BDVL.


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Drawdown Indicators


RGEFBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-16.01%

-7.71%

-8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

Current Drawdown

Current decline from peak

-0.42%

-0.95%

+0.53%

Average Drawdown

Average peak-to-trough decline

-1.79%

-1.19%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

RGEF vs. BDVL - Volatility Comparison


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Volatility by Period


RGEFBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.11%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

9.49%

+4.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.80%

9.49%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

9.49%

+7.31%

RGEF vs. BDVL - Expense Ratio Comparison

RGEF has a 0.55% expense ratio, which is higher than BDVL's 0.40% expense ratio.


Dividends

RGEF vs. BDVL - Dividend Comparison

RGEF's dividend yield for the trailing twelve months is around 0.88%, less than BDVL's 2.66% yield.


PositionTTM20252024
BDVL
iShares Disciplined Volatility Equity Active ETF
2.66%2.79%0.00%
RGEF
Rockefeller Global Equity ETF
0.88%0.92%0.29%

Frequently Asked Questions


RGEF and BDVL have a correlation of 0.82, 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 0.55% for RGEF.

BDVL has the higher dividend yield at 2.66%, compared with 0.88% for RGEF.

They also come from different issuers: Rockefeller and iShares. Their fees differ too: 0.55% for RGEF and 0.40% for BDVL.

Portfolio Optimizer

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