USSE vs. BDGS

Last updated Jun 5, 2026

USSE (Segall Bryant & Hamill Select Equity ETF) and BDGS (Bridges Capital Tactical ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, USSE returned 30.78% vs 13.77% for BDGS. A 0.72 correlation means they provide meaningful diversification when combined. USSE charges 0.65%/yr vs 0.87%/yr for BDGS.

Performance

USSE vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Segall Bryant & Hamill Select Equity ETF (USSE) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, USSE achieves a 21.52% return, which is significantly higher than BDGS's 5.56% return.

USSE

• 1D: 0.91%
• 1M: 7.73%
• YTD: 21.52%
• 6M: 22.54%
• 1Y: 30.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BDGS

• 1D: -0.07%
• 1M: 1.33%
• YTD: 5.56%
• 6M: 5.60%
• 1Y: 13.77%
• 3Y*: 14.02%
• 5Y*: —
• 10Y*: —

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

USSE vs. BDGS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
USSE Segall Bryant & Hamill Select Equity ETF	21.52%	2.50%	24.49%	5.01%
BDGS Bridges Capital Tactical ETF	5.56%	10.61%	19.07%	4.97%

Correlation

The correlation between USSE and BDGS is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Aug 31, 2023	0.72

The correlation between USSE and BDGS has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.

USSE vs. BDGS - Sectors Allocation Comparison

Sectors	USSE	BDGS
Technology	36.4%	37.4%
Financial Services	17.0%	9.3%
Industrials	15.6%	6.6%
Consumer Cyclical	10.3%	10.9%
Communication Services	8.9%	16.6%
Energy	7.8%	2.6%
Healthcare	4.1%	7.5%
Basic Materials	-	1.5%
Consumer Defensive	-	4.1%
Real Estate	-	1.5%
Utilities	-	1.9%

Return for Risk

USSE vs. BDGS — Risk / Return Rank

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

USSE

USSE Risk / Return Rank: 65
USSE Sharpe Ratio Rank: 65
USSE Sortino Ratio Rank: 63
USSE Omega Ratio Rank: 61
USSE Calmar Ratio Rank: 69
USSE Martin Ratio Rank: 67

BDGS

BDGS Risk / Return Rank: 76
BDGS Sharpe Ratio Rank: 71
BDGS Sortino Ratio Rank: 76
BDGS Omega Ratio Rank: 80
BDGS Calmar Ratio Rank: 70
BDGS Martin Ratio Rank: 82

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.

USSE vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Segall Bryant & Hamill Select Equity ETF (USSE) 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.

	USSE	BDGS	Difference
Sharpe ratio: Return per unit of total volatility	2.12	2.28	-0.16
Sortino ratio: Return per unit of downside risk	2.91	3.38	-0.48
Omega ratio: Gain probability vs. loss probability	1.36	1.47	-0.11
Calmar ratio: Return relative to maximum drawdown	3.40	3.43	-0.04
Martin ratio: Return relative to average drawdown	12.11	16.36	-4.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USSE vs. BDGS - Sharpe Ratio Comparison

The current USSE Sharpe Ratio is 2.12, which is comparable to the BDGS Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of USSE and BDGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	USSE	BDGS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.12	2.28	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	1.75	-0.56

Drawdowns

USSE vs. BDGS - Drawdown Comparison

The maximum USSE drawdown since its inception was -22.36%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for USSE and BDGS.

Drawdown Indicators

	USSE	BDGS	Difference
Max Drawdown Largest peak-to-trough decline	-22.36%	-9.12%	-13.24%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-4.03%	-5.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-9.12%	—
Current Drawdown Current decline from peak	0.00%	-0.89%	+0.89%
Average Drawdown Average peak-to-trough decline	-3.61%	-0.64%	-2.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	0.84%	+1.71%

Volatility

USSE vs. BDGS - Volatility Comparison

Segall Bryant & Hamill Select Equity ETF (USSE) has a higher volatility of 4.16% compared to Bridges Capital Tactical ETF (BDGS) at 1.13%. This indicates that USSE's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USSE	BDGS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.16%	1.13%	+3.03%
Volatility (6M) Calculated over the trailing 6-month period	10.83%	4.74%	+6.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.62%	6.08%	+8.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.25%	8.20%	+8.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.25%	8.20%	+8.05%

USSE vs. BDGS - Expense Ratio Comparison

USSE has a 0.65% expense ratio, which is lower than BDGS's 0.87% expense ratio.

Dividends

USSE vs. BDGS - Dividend Comparison

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

Position	TTM	2025	2024	2023
BDGS Bridges Capital Tactical ETF	0.52%	0.55%	1.81%	0.84%
USSE Segall Bryant & Hamill Select Equity ETF	0.00%	0.00%	0.11%	0.13%

Frequently Asked Questions

Can I hold both USSE and BDGS in my portfolio?

USSE and BDGS have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, USSE or BDGS?

USSE has higher volatility (4.16%) compared to BDGS (1.13%). In terms of maximum drawdown, USSE dropped -22.36% vs BDGS's -9.12%.

Which ETF is better, USSE or BDGS?

On 1-year performance, USSE leads with 30.78% vs 13.77% for BDGS. On fees, USSE is cheaper at 0.65% per year. On volatility, BDGS has been the lower-risk option at 1.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, USSE or BDGS?

Over the 1-year period, USSE has performed better with a 30.78% return vs 13.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, USSE or BDGS?

USSE is cheaper with a 0.65% expense ratio, compared with 0.87% for BDGS.

Which ETF pays a higher dividend yield, USSE or BDGS?

BDGS has the higher dividend yield at 0.52%, compared with 0.00% for USSE.

What is the main difference between USSE and BDGS?

They also come from different issuers: Segall Bryant & Hamill and Bridges. Their fees differ too: 0.65% for USSE and 0.87% for BDGS.

Which has better risk-adjusted returns?

BDGS currently has the higher Sharpe Ratio (2.28 vs 2.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.