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VT vs. BDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VT vs. BDVL

Last updated Jun 4, 2026

VT (Vanguard Total World Stock ETF) and BDVL (iShares Disciplined Volatility Equity Active ETF) are both Global Equities funds - VT tracks the FTSE Global All Cap Index while BDVL tracks the MSCI ACWI Minimum Volatility Index. Both are passively managed. Their correlation of 0.85 suggests significant overlap in exposure. VT charges 0.06%/yr vs 0.40%/yr for BDVL.

Performance

VT vs. BDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) 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, VT achieves a 12.24% return, which is significantly higher than BDVL's 4.71% return.

VT

1D
-0.88%
1M
4.91%
YTD
12.24%
6M
13.14%
1Y
29.24%
3Y*
20.93%
5Y*
10.99%
10Y*
12.74%

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)

VT vs. BDVL - Yearly Performance Comparison

2026 (YTD)2025
VT
Vanguard Total World Stock ETF		12.24%3.87%
BDVL
iShares Disciplined Volatility Equity Active ETF		4.71%1.97%

Correlation

The correlation between VT and BDVL is 0.85, 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

0.85

VT vs. BDVL - Sectors Allocation Comparison

Sectors
VT
BDVL

Technology

27.8%
23.0%

Financial Services

15.9%
13.9%

Industrials

12.0%
15.4%

Consumer Cyclical

9.5%
8.5%

Communication Services

8.3%
10.7%

Healthcare

8.1%
11.1%

Consumer Defensive

4.8%
6.3%

Energy

4.3%
2.8%

Basic Materials

4.2%
2.6%

Utilities

2.7%
4.8%

Real Estate

2.4%
1.0%

Technology

VT
27.8%
BDVL
23.0%

Financial Services

VT
15.9%
BDVL
13.9%

Industrials

VT
12.0%
BDVL
15.4%

Consumer Cyclical

VT
9.5%
BDVL
8.5%

Communication Services

VT
8.3%
BDVL
10.7%

Healthcare

VT
8.1%
BDVL
11.1%

Consumer Defensive

VT
4.8%
BDVL
6.3%

Energy

VT
4.3%
BDVL
2.8%

Basic Materials

VT
4.2%
BDVL
2.6%

Utilities

VT
2.7%
BDVL
4.8%

Real Estate

VT
2.4%
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.

Vanguard Total World Stock ETF

iShares Disciplined Volatility Equity Active ETF

Often compared with VT:
VT vs. VOOVT vs. VTIVT vs. VXUSVT vs. SPYVT vs. ACWIVT vs. VWRA.LVT vs. VWCE.DE
Often compared with BDVL:
BDVL vs. CGGEBDVL vs. DFAWBDVL vs. UFOBDVL vs. IVESBDVL vs. AVGVBDVL vs. PAWZBDVL vs. CAPE

Return for Risk

VT vs. BDVL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VT
VT Risk / Return Rank: 6767
Overall Rank
VT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6767
Omega Ratio Rank
VT Calmar Ratio Rank: 6060
Calmar Ratio Rank
VT Martin Ratio Rank: 7171
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.

VT vs. BDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.

VTBDVLDifference
Sharpe ratioReturn per unit of total volatility
2.31

—

—

Sortino ratioReturn per unit of downside risk
3.20

—

—

Omega ratioGain probability vs. loss probability

1.42

—

—

Calmar ratioReturn relative to maximum drawdown

3.04

—

—

Martin ratioReturn relative to average drawdown

13.53

—

—

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

VT vs. BDVL - Sharpe Ratio Comparison

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Sharpe Ratios by Period

VTBDVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.01

-0.58

Drawdowns

VT vs. BDVL - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than BDVL's maximum drawdown of -7.71%. Use the drawdown chart below to compare losses from any high point for VT and BDVL.

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Drawdown Indicators

VTBDVLDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-7.71%

-42.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

—

—

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

—

—

Current Drawdown

Current decline from peak

-0.88%

-0.95%

+0.07%

Average Drawdown

Average peak-to-trough decline

-7.02%

-1.19%

-5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

—

—

Volatility

VT vs. BDVL - Volatility Comparison

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Volatility by Period

VTBDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

10.17%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

9.49%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

9.49%

+6.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.23%

9.49%

+7.74%

VT vs. BDVL - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than BDVL's 0.40% expense ratio.

Dividends

VT vs. BDVL - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.59%, 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%
VT
Vanguard Total World Stock ETF		1.59%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions

VT and BDVL have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VT is cheaper with a 0.06% expense ratio, compared with 0.40% for BDVL.

BDVL has the higher dividend yield at 2.66%, compared with 1.59% for VT.

VT tracks FTSE Global All Cap Index, while BDVL tracks MSCI ACWI Minimum Volatility Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VT and 0.40% for BDVL.

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