USCL vs. BDGS

In the year-to-date period, USCL achieves a -3.93% return, which is significantly lower than BDGS's 0.46% return.

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

USCL has a 0.08% expense ratio, which is lower than BDGS's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and Bridges Capital Tactical ETF (BDGS). 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.

The current USCL Sharpe Ratio is 0.55, which is lower than the BDGS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of USCL and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

USCL's dividend yield for the trailing twelve months is around 1.28%, less than BDGS's 1.80% yield.

The maximum USCL drawdown since its inception was -18.99%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for USCL and BDGS. For additional features, visit the drawdowns tool.