RGLO vs. BDVL
RGLO (Russell Investments Global Equity ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. RGLO is actively managed, while BDVL is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. RGLO charges 0.49%/yr vs 0.40%/yr for BDVL.
Performance
RGLO vs. BDVL - Performance Comparison
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Returns By Period
In the year-to-date period, RGLO achieves a 10.04% return, which is significantly higher than BDVL's 4.71% return.
RGLO
- 1D
- -0.80%
- 1M
- 4.54%
- YTD
- 10.04%
- 6M
- 11.57%
- 1Y
- 28.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDVL
- 1D
- -0.44%
- 1M
- 0.91%
- YTD
- 4.71%
- 6M
- 5.43%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RGLO vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RGLO Russell Investments Global Equity ETF | 10.04% | 5.52% |
BDVL iShares Disciplined Volatility Equity Active ETF | 4.71% | 1.97% |
Correlation
The correlation between RGLO and BDVL is 0.80, 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 | 0.80 |
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Return for Risk
RGLO vs. BDVL — Risk / Return Rank
RGLO
BDVL
RGLO vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Russell Investments Global Equity ETF (RGLO) 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.
| RGLO | BDVL | Difference | |
|---|---|---|---|
| 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 | 2.96 | — | — |
| Martin ratioReturn relative to average drawdown | 13.33 | — | — |
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
| RGLO | BDVL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.23 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.29 | 1.01 | +1.28 |
Drawdowns
RGLO vs. BDVL - Drawdown Comparison
The maximum RGLO drawdown since its inception was -9.61%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for RGLO and BDVL.
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Drawdown Indicators
| RGLO | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.61% | -7.71% | -1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | — | — |
Current DrawdownCurrent decline from peak | -1.10% | -0.95% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -1.19% | +0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | — | — |
Volatility
RGLO vs. BDVL - Volatility Comparison
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Volatility by Period
| RGLO | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.90% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 9.49% | +3.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.69% | 9.49% | +3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.69% | 9.49% | +3.20% |
RGLO vs. BDVL - Expense Ratio Comparison
RGLO has a 0.49% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
RGLO vs. BDVL - Dividend Comparison
RGLO's dividend yield for the trailing twelve months is around 0.58%, less than BDVL's 2.66% yield.
| Position | TTM | 2025 |
|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 2.66% | 2.79% |
RGLO Russell Investments Global Equity ETF | 0.58% | 0.63% |
Frequently Asked Questions
RGLO and BDVL have a correlation of 0.80, 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 0.49% for RGLO.
BDVL has the higher dividend yield at 2.66%, compared with 0.58% for RGLO.
They also come from different issuers: Russell and iShares. Their fees differ too: 0.49% for RGLO and 0.40% for BDVL.
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