SQS vs. BDVL

Last updated Aug 1, 2026

SQS (Sapient Quality Select ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both exchange-traded funds - SQS is a Quality Factor fund actively managed by Alpha Architect, while BDVL is a Global Equities fund tracking the MSCI ACWI Minimum Volatility Index. SQS is actively managed, while BDVL is passively managed. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SQS charges 0.80%/yr vs 0.40%/yr for BDVL.

Performance

SQS vs. BDVL - Performance Comparison

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

Returns By Period

SQS

• 1D: 1.43%
• 1M: -0.43%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

BDVL

• 1D: 0.14%
• 1M: 0.66%
• 6M: 4.88%
• YTD: 6.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BDVL iShares Disciplined Volatility Equity Active ETF	$4.62M	$5.40M	$7.08M
SQS Sapient Quality Select ETF	$368.93K	$275.74K	$458.12K

SQS vs. BDVL - Yearly Performance Comparison

	2026 (YTD)
SQS Sapient Quality Select ETF	8.23%
BDVL iShares Disciplined Volatility Equity Active ETF	6.74%

Correlation

The correlation between SQS and BDVL is 0.70, 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 Mar 16, 2026	0.70

Return for Risk

SQS vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sapient Quality Select ETF (SQS) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Drawdowns

SQS vs. BDVL - Drawdown Comparison

The maximum SQS drawdown since its inception was -7.90%, roughly equal to the maximum BDVL drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for SQS and BDVL.

Drawdown Indicators

	SQS	BDVL	Difference
Max Drawdown Largest peak-to-trough decline	-7.90%	-7.71%	-0.19%
Current Drawdown Current decline from peak	-3.23%	0.00%	-3.23%
Average Drawdown Average peak-to-trough decline	-2.12%	-1.13%	-0.99%

Volatility

Volatility by Period

	SQS	BDVL	Difference
Volatility (1Y) Calculated over the trailing 1-year period	18.52%	9.44%	+9.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.52%	9.44%	+9.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.52%	9.44%	+9.08%

SQS vs. BDVL - Expense Ratio Comparison

SQS has a 0.80% expense ratio, which is higher than BDVL's 0.40% expense ratio.

Dividends

SQS vs. BDVL - Dividend Comparison

SQS has not paid dividends to shareholders, while BDVL's dividend yield for the trailing twelve months is around 3.49%.

Position	TTM	2025
BDVL iShares Disciplined Volatility Equity Active ETF	3.49%	2.79%
SQS Sapient Quality Select ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both SQS and BDVL in my portfolio?

SQS and BDVL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SQS or BDVL?

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.

Which ETF is cheaper, SQS or BDVL?

BDVL is cheaper with a 0.40% expense ratio, compared with 0.80% for SQS.

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

BDVL has the higher dividend yield at 3.49%, compared with 0.00% for SQS.

What is the main difference between SQS and BDVL?

SQS is categorized as Quality Factor, while BDVL is Global Equities. They also come from different issuers: Alpha Architect and iShares. Their fees differ too: 0.80% for SQS and 0.40% for BDVL.