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URTH vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

URTH vs. BDVL

Last updated Jun 4, 2026

URTH (iShares MSCI World ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds from iShares - URTH tracks the MSCI World Index (Net) while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. Their correlation of 0.84 suggests significant overlap in exposure. URTH charges 0.24%/yr vs 0.40%/yr for BDVL.

Performance

URTH vs. BDVL - Performance Comparison

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

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Returns By Period

In the year-to-date period, URTH achieves a 10.16% return, which is significantly higher than BDVL's 4.71% return.

URTH

1D
-0.74%
1M
4.65%
YTD
10.16%
6M
10.88%
1Y
26.06%
3Y*
20.81%
5Y*
11.86%
10Y*
13.19%

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)

URTH vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
URTH
iShares MSCI World ETF		10.16%3.94%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between URTH and BDVL is 0.84, 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

0.84

URTH vs. BDVL - Sectors Allocation Comparison

Sectors
URTH
BDVL

Technology

28.3%
23.0%

Financial Services

15.8%
13.9%

Industrials

11.3%
15.4%

Consumer Cyclical

9.3%
8.5%

Communication Services

9.3%
10.7%

Healthcare

8.8%
11.1%

Consumer Defensive

5.2%
6.3%

Energy

4.2%
2.8%

Basic Materials

3.3%
2.6%

Utilities

2.7%
4.8%

Real Estate

1.9%
1.0%

Technology

URTH
28.3%
BDVL
23.0%

Financial Services

URTH
15.8%
BDVL
13.9%

Industrials

URTH
11.3%
BDVL
15.4%

Consumer Cyclical

URTH
9.3%
BDVL
8.5%

Communication Services

URTH
9.3%
BDVL
10.7%

Healthcare

URTH
8.8%
BDVL
11.1%

Consumer Defensive

URTH
5.2%
BDVL
6.3%

Energy

URTH
4.2%
BDVL
2.8%

Basic Materials

URTH
3.3%
BDVL
2.6%

Utilities

URTH
2.7%
BDVL
4.8%

Real Estate

URTH
1.9%
BDVL
1.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI World ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. MWRD.L
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. VTBDVL vs. DFAWBDVL vs. UFOBDVL vs. IVESBDVL vs. AVGVBDVL vs. PAWZ

Return for Risk

URTH vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
URTH
URTH Risk / Return Rank: 6363
Overall Rank
URTH Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
URTH Omega Ratio Rank: 6363
Omega Ratio Rank
URTH Calmar Ratio Rank: 5757
Calmar Ratio Rank
URTH Martin Ratio Rank: 6969
Martin Ratio Rank
BDVL
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.

URTH vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) 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.

URTHBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.17

—

—

Sortino ratioReturn per unit of downside risk
3.02

—

—

Omega ratioGain probability vs. loss probability

1.39

—

—

Calmar ratioReturn relative to maximum drawdown

2.89

—

—

Martin ratioReturn relative to average drawdown

13.11

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

URTH vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

URTHBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

1.01

-0.29

Drawdowns

URTH vs. BDVL - Drawdown Comparison

The maximum URTH drawdown since its inception was -34.01%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for URTH and BDVL.

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Drawdown Indicators

URTHBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-34.01%

-7.71%

-26.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.06%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.94%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.05%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.01%

—

—

Current Drawdown

Current decline from peak

-0.74%

-0.95%

+0.21%

Average Drawdown

Average peak-to-trough decline

-4.37%

-1.19%

-3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

—

—

Volatility

URTH vs. BDVL - Volatility Comparison

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Volatility by Period

URTHBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

9.49%

+2.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

9.49%

+6.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

9.49%

+7.78%

URTH vs. BDVL - Expense Ratio Comparison

URTH has a 0.24% expense ratio, which is lower than BDVL's 0.40% expense ratio.

Dividends

URTH vs. BDVL - Dividend Comparison

URTH's dividend yield for the trailing twelve months is around 1.35%, less than BDVL's 2.66% yield.

PositionTTM20252024202320222021202020192018201720162015
BDVL
iShares Disciplined Volatility Equity Active ETF		2.66%2.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF		1.35%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

URTH and BDVL have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, URTH is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

URTH is cheaper with a 0.24% expense ratio, compared with 0.40% for BDVL.

BDVL has the higher dividend yield at 2.66%, compared with 1.35% for URTH.

URTH tracks MSCI World Index (Net), while BDVL tracks MSCI ACWI Minimum Volatility Index. Their fees differ too: 0.24% for URTH and 0.40% for BDVL.

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