YLDE vs. BDGS

In the year-to-date period, YLDE achieves a 21.34% return, which is significantly higher than BDGS's 18.32% return.

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YLDE has a 0.60% expense ratio, which is lower than BDGS's 0.85% expense ratio.

The correlation between YLDE and BDGS is 0.61, 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.

This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) 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 YLDE Sharpe Ratio is 2.78, which is lower than the BDGS Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of YLDE 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.

YLDE's dividend yield for the trailing twelve months is around 1.35%, more than BDGS's 0.71% yield.

The maximum YLDE drawdown since its inception was -33.23%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for YLDE and BDGS. For additional features, visit the drawdowns tool.

ClearBridge Dividend Strategy ESG ETF (YLDE) has a higher volatility of 3.69% compared to Bridges Capital Tactical ETF (BDGS) at 2.50%. This indicates that YLDE'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.