SAGP vs. BDVL
SAGP (Strategas Global Policy Opportunities ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. SAGP is actively managed, while BDVL is passively managed. Their 0.74 correlation means they have sometimes moved together and sometimes differently. SAGP charges 0.65%/yr vs 0.40%/yr for BDVL.
Performance
SAGP vs. BDVL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SAGP achieves a 7.89% return, which is significantly higher than BDVL's 6.70% return.
SAGP
- 1D
- -0.89%
- 1M
- 1.03%
- 6M
- 2.80%
- YTD
- 7.89%
- 1Y
- 16.76%
- 3Y*
- 15.13%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.87%
BDVL
- 1D
- 0.14%
- 1M
- 0.66%
- 6M
- 4.88%
- YTD
- 6.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.62M | $5.40M | $7.08M | |
| $90.74K | $96.37K | $122.55K |
SAGP vs. BDVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SAGP Strategas Global Policy Opportunities ETF | 7.89% | 2.56% |
BDVL iShares Disciplined Volatility Equity Active ETF | 6.70% | 2.20% |
Correlation
The correlation between SAGP and BDVL is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 15, 2025 | 0.74 |
SAGP vs. BDVL - Sectors Allocation Comparison
Sectors
SAGP
BDVL
Healthcare
Industrials
Technology
Basic Materials
Consumer Cyclical
Communication Services
Financial Services
Energy
Consumer Defensive
Real Estate
Utilities
-
Healthcare
SAGP
BDVL
Industrials
SAGP
BDVL
Technology
SAGP
BDVL
Basic Materials
SAGP
BDVL
Consumer Cyclical
SAGP
BDVL
Communication Services
SAGP
BDVL
Financial Services
SAGP
BDVL
Energy
SAGP
BDVL
Consumer Defensive
SAGP
BDVL
Real Estate
SAGP
BDVL
Utilities
SAGP
-
BDVL
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAGP vs. BDVL — Risk / Return Rank
SAGP
BDVL
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SAGP vs. BDVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strategas Global Policy Opportunities ETF (SAGP) 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.
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.
| SAGP | BDVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.21 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | — | — |
| Martin ratioReturn relative to average drawdown | 4.52 | — | — |
Loading charts...
Drawdowns
SAGP vs. BDVL - Drawdown Comparison
The maximum SAGP drawdown since its inception was -22.90%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for SAGP and BDVL.
Loading charts...
Drawdown Indicators
| SAGP | BDVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.90% | -7.71% | -15.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -11.47% | — | — |
Current DrawdownCurrent decline from peak | -1.08% | 0.00% | -1.08% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -1.13% | -3.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.41% | — | — |
Volatility
SAGP vs. BDVL - Volatility Comparison
Loading charts...
Volatility by Period
| SAGP | BDVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.64% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.05% | 9.44% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 9.44% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 9.44% | +5.96% |
SAGP vs. BDVL - Expense Ratio Comparison
SAGP has a 0.65% expense ratio, which is higher than BDVL's 0.40% expense ratio.
Dividends
SAGP vs. BDVL - Dividend Comparison
SAGP's dividend yield for the trailing twelve months is around 3.20%, less than BDVL's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BDVL iShares Disciplined Volatility Equity Active ETF | 3.49% | 2.79% | 0.00% | 0.00% | 0.00% |
SAGP Strategas Global Policy Opportunities ETF | 3.20% | 3.45% | 2.23% | 0.94% | 0.51% |
Frequently Asked Questions
SAGP and BDVL have a correlation of 0.74, 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 0.65% for SAGP.
BDVL has the higher dividend yield at 3.49%, compared with 3.20% for SAGP.
They also come from different issuers: Strategas and iShares. Their fees differ too: 0.65% for SAGP and 0.40% for BDVL.
Find the right allocation for SAGP and BDVL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer