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XRLV vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XRLV and BDGS is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

XRLV vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
18.28%
28.42%
XRLV
BDGS

Key characteristics

Sharpe Ratio

XRLV:

1.07

BDGS:

1.38

Sortino Ratio

XRLV:

1.48

BDGS:

2.21

Omega Ratio

XRLV:

1.21

BDGS:

1.41

Calmar Ratio

XRLV:

1.53

BDGS:

1.74

Martin Ratio

XRLV:

4.95

BDGS:

8.47

Ulcer Index

XRLV:

2.79%

BDGS:

1.88%

Daily Std Dev

XRLV:

12.92%

BDGS:

11.49%

Max Drawdown

XRLV:

-38.31%

BDGS:

-9.12%

Current Drawdown

XRLV:

-3.95%

BDGS:

-3.05%

Returns By Period

In the year-to-date period, XRLV achieves a 3.25% return, which is significantly higher than BDGS's -0.42% return.


XRLV

YTD

3.25%

1M

-2.51%

6M

1.67%

1Y

13.70%

5Y*

12.49%

10Y*

10.10%

BDGS

YTD

-0.42%

1M

0.07%

6M

4.15%

1Y

15.77%

5Y*

N/A

10Y*

N/A

*Annualized

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XRLV vs. BDGS - Expense Ratio Comparison

XRLV has a 0.25% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Expense ratio chart for BDGS: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BDGS: 0.85%
Expense ratio chart for XRLV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XRLV: 0.25%

Risk-Adjusted Performance

XRLV vs. BDGS — Risk-Adjusted Performance Rank

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

XRLV
The Risk-Adjusted Performance Rank of XRLV is 8383
Overall Rank
The Sharpe Ratio Rank of XRLV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of XRLV is 8080
Sortino Ratio Rank
The Omega Ratio Rank of XRLV is 8282
Omega Ratio Rank
The Calmar Ratio Rank of XRLV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of XRLV is 8484
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9191
Overall Rank
The Sharpe Ratio Rank of BDGS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9494
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9292
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XRLV vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) 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 chart of Sharpe ratio for XRLV, currently valued at 1.07, compared to the broader market-1.000.001.002.003.004.00
XRLV: 1.07
BDGS: 1.38
The chart of Sortino ratio for XRLV, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.00
XRLV: 1.48
BDGS: 2.21
The chart of Omega ratio for XRLV, currently valued at 1.21, compared to the broader market0.501.001.502.00
XRLV: 1.21
BDGS: 1.41
The chart of Calmar ratio for XRLV, currently valued at 1.53, compared to the broader market0.002.004.006.008.0010.0012.00
XRLV: 1.53
BDGS: 1.74
The chart of Martin ratio for XRLV, currently valued at 4.95, compared to the broader market0.0020.0040.0060.00
XRLV: 4.95
BDGS: 8.47

The current XRLV Sharpe Ratio is 1.07, which is comparable to the BDGS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XRLV 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.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.07
1.38
XRLV
BDGS

Dividends

XRLV vs. BDGS - Dividend Comparison

XRLV's dividend yield for the trailing twelve months is around 1.93%, more than BDGS's 1.82% yield.


TTM2024202320222021202020192018201720162015
XRLV
Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF
1.93%1.94%2.57%1.96%1.26%1.65%1.66%1.76%1.39%1.71%1.07%
BDGS
Bridges Capital Tactical ETF
1.82%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XRLV vs. BDGS - Drawdown Comparison

The maximum XRLV drawdown since its inception was -38.31%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for XRLV and BDGS. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.95%
-3.05%
XRLV
BDGS

Volatility

XRLV vs. BDGS - Volatility Comparison

The current volatility for Invesco S&P 500® ex-Rate Sensitive Low Volatility ETF (XRLV) is 8.62%, while Bridges Capital Tactical ETF (BDGS) has a volatility of 9.08%. This indicates that XRLV experiences smaller price fluctuations and is considered to be less risky than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
8.62%
9.08%
XRLV
BDGS