SFGV vs. BDVL

Last updated Jun 4, 2026

SFGV (Sequoia Global Value ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds. SFGV is actively managed, while BDVL is passively managed. Their correlation of 0.83 suggests significant overlap in exposure. SFGV charges 0.33%/yr vs 0.40%/yr for BDVL.

Performance

SFGV vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Global Value ETF (SFGV) and iShares Disciplined Volatility Equity Active ETF (BDVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SFGV achieves a 11.37% return, which is significantly higher than BDVL's 4.71% return.

SFGV

• 1D: -0.38%
• 1M: 3.27%
• YTD: 11.37%
• 6M: 11.60%
• 1Y: 25.44%
• 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)

SFGV vs. BDVL - Yearly Performance Comparison

	2026 (YTD)	2025
SFGV Sequoia Global Value ETF	11.37%	3.49%
BDVL iShares Disciplined Volatility Equity Active ETF	4.71%	1.97%

Correlation

The correlation between SFGV and BDVL is 0.83, 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	0.83

SFGV vs. BDVL - Sectors Allocation Comparison

Sectors	SFGV	BDVL
Consumer Cyclical	15.3%	8.5%
Industrials	13.7%	15.4%
Healthcare	12.7%	11.1%
Energy	11.4%	2.8%
Technology	11.4%	23.0%
Financial Services	10.5%	13.9%
Consumer Defensive	8.8%	6.3%
Basic Materials	6.0%	2.6%
Real Estate	5.9%	1.0%
Communication Services	3.4%	10.7%
Utilities	1.0%	4.8%

Return for Risk

SFGV vs. BDVL — Risk / Return Rank

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

SFGV

SFGV Risk / Return Rank: 66
SFGV Sharpe Ratio Rank: 68
SFGV Sortino Ratio Rank: 70
SFGV Omega Ratio Rank: 66
SFGV Calmar Ratio Rank: 62
SFGV Martin Ratio Rank: 64

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.

SFGV vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Global Value ETF (SFGV) 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.

	SFGV	BDVL	Difference
Sharpe ratio Return per unit of total volatility	2.21	—	—
Sortino ratio Return per unit of downside risk	3.17	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	3.06	—	—
Martin ratio Return relative to average drawdown	11.43	—	—
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

	SFGV	BDVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.33	1.01	+0.31

Drawdowns

SFGV vs. BDVL - Drawdown Comparison

The maximum SFGV drawdown since its inception was -14.51%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for SFGV and BDVL.

Drawdown Indicators

	SFGV	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-14.51%	-7.71%	-6.80%
Max Drawdown (1Y) Largest decline over 1 year	-8.36%	—	—
Current Drawdown Current decline from peak	-0.38%	-0.95%	+0.57%
Average Drawdown Average peak-to-trough decline	-1.89%	-1.19%	-0.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	—	—

Volatility

Volatility by Period

	SFGV	BDVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.62%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.58%	9.49%	+2.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.26%	9.49%	+3.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.26%	9.49%	+3.77%

SFGV vs. BDVL - Expense Ratio Comparison

SFGV has a 0.33% expense ratio, which is lower than BDVL's 0.40% expense ratio.

Dividends

SFGV vs. BDVL - Dividend Comparison

SFGV's dividend yield for the trailing twelve months is around 2.25%, less than BDVL's 2.66% yield.

Position	TTM	2025	2024
BDVL iShares Disciplined Volatility Equity Active ETF	2.66%	2.79%	0.00%
SFGV Sequoia Global Value ETF	2.25%	2.52%	2.23%

Frequently Asked Questions

Can I hold both SFGV and BDVL in my portfolio?

SFGV and BDVL have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SFGV or BDVL?

On fees, SFGV is cheaper at 0.33% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SFGV or BDVL?

SFGV is cheaper with a 0.33% expense ratio, compared with 0.40% for BDVL.

Which ETF pays a higher dividend yield, SFGV or BDVL?

BDVL has the higher dividend yield at 2.66%, compared with 2.25% for SFGV.

What is the main difference between SFGV and BDVL?

They also come from different issuers: Sequoia and iShares. Their fees differ too: 0.33% for SFGV and 0.40% for BDVL.