SCDV vs. BPH

Last updated Jun 4, 2026

SCDV (Bahl & Gaynor Small Cap Dividend ETF) and BPH (BP p.l.c. ADRhedged ETF) are both exchange-traded funds - SCDV is a Small Cap Blend Equities fund actively managed by Bahl & Gaynor, while BPH is a Oil & Gas fund actively managed by Precidian. Both are actively managed. At a 0.03 correlation, their price movements are largely independent. SCDV charges 0.70%/yr vs 0.19%/yr for BPH.

Performance

SCDV vs. BPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bahl & Gaynor Small Cap Dividend ETF (SCDV) and BP p.l.c. ADRhedged ETF (BPH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SCDV

• 1D: 0.31%
• 1M: 0.18%
• YTD: 10.50%
• 6M: 10.22%
• 1Y: 14.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BPH

• 1D: 1.20%
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCDV vs. BPH - Yearly Performance Comparison

	2026 (YTD)
SCDV Bahl & Gaynor Small Cap Dividend ETF	-2.73%
BPH BP p.l.c. ADRhedged ETF	2.83%

Correlation

The correlation between SCDV and BPH is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 27, 2026	0.03

Return for Risk

SCDV vs. BPH — Risk / Return Rank

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

SCDV

SCDV Risk / Return Rank: 27
SCDV Sharpe Ratio Rank: 27
SCDV Sortino Ratio Rank: 27
SCDV Omega Ratio Rank: 26
SCDV Calmar Ratio Rank: 27
SCDV Martin Ratio Rank: 28

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.

SCDV vs. BPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small Cap Dividend ETF (SCDV) and BP p.l.c. ADRhedged ETF (BPH). 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.

	SCDV	BPH	Difference
Sharpe ratio: Return per unit of total volatility	0.94	—	—
Sortino ratio: Return per unit of downside risk	1.46	—	—
Omega ratio: Gain probability vs. loss probability	1.17	—	—
Calmar ratio: Return relative to maximum drawdown	1.28	—	—
Martin ratio: Return relative to average drawdown	3.92	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SCDV	BPH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.24	9.48	-9.24

Drawdowns

SCDV vs. BPH - Drawdown Comparison

The maximum SCDV drawdown since its inception was -22.84%, which is greater than BPH's maximum drawdown of -2.35%. Use the drawdown chart below to compare losses from any high point for SCDV and BPH.

Drawdown Indicators

	SCDV	BPH	Difference
Max Drawdown Largest peak-to-trough decline	-22.84%	-2.35%	-20.49%
Max Drawdown (1Y) Largest decline over 1 year	-11.38%	—	—
Current Drawdown Current decline from peak	-3.88%	0.00%	-3.88%
Average Drawdown Average peak-to-trough decline	-5.55%	-1.08%	-4.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.71%	—	—

Volatility

Volatility by Period

	SCDV	BPH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.59%	25.75%	-10.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.19%	25.75%	-6.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.19%	25.75%	-6.56%

SCDV vs. BPH - Expense Ratio Comparison

SCDV has a 0.70% expense ratio, which is higher than BPH's 0.19% expense ratio.

Dividends

SCDV vs. BPH - Dividend Comparison

SCDV's dividend yield for the trailing twelve months is around 0.52%, while BPH has not paid dividends to shareholders.

Position	TTM	2025	2024
BPH BP p.l.c. ADRhedged ETF	0.00%	0.00%	0.00%
SCDV Bahl & Gaynor Small Cap Dividend ETF	0.52%	0.61%	0.05%

Frequently Asked Questions

Can I hold both SCDV and BPH in my portfolio?

SCDV and BPH have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SCDV or BPH?

On fees, BPH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SCDV or BPH?

BPH is cheaper with a 0.19% expense ratio, compared with 0.70% for SCDV.

Which ETF pays a higher dividend yield, SCDV or BPH?

SCDV has the higher dividend yield at 0.52%, compared with 0.00% for BPH.

What is the main difference between SCDV and BPH?

SCDV is categorized as Small Cap Blend Equities, while BPH is Oil & Gas. They also come from different issuers: Bahl & Gaynor and Precidian. Their fees differ too: 0.70% for SCDV and 0.19% for BPH.