BRCE vs BDIV overlap
BRCE and BDIV overlap 27.2% by weight, across 17 shared holdings.
Pick 2 to 4 ETFs.
These funds report on different dates (BRCE: May 31, 2026, BDIV: July 31, 2026), so market moves and index changes between those dates lower the number. Funds tracking the same index can read well below their true overlap.
Top shared holdings
| Holding | BRCE | BDIV | Overlap |
|---|---|---|---|
| Apple Inc.AAPL | 8.33% | 5.87% | 5.87% |
| Microsoft Corp.MSFT | 4.88% | 6.77% | 4.88% |
| Alphabet Inc.-aGOOGL | 3.10% | 4.24% | 3.10% |
| Broadcom Inc.AVGO | 2.73% | 3.15% | 2.73% |
| Johnson&JohnsonJNJ | 2.07% | 3.24% | 2.07% |
| LAM ResearchLRCX | 1.90% | 4.46% | 1.90% |
| Philip Morris inPM | 1.49% | 3.47% | 1.49% |
| Union PAC Corp.UNP | 1.16% | 2.62% | 1.16% |
| VISA Inc.-Class aV | 1.06% | 2.52% | 1.06% |
| Chevron Corp.CVX | 0.65% | 3.50% | 0.65% |
| McKesson Corp.MCK | 0.63% | 2.42% | 0.63% |
| TJX COS Inc.TJX | 0.60% | 2.48% | 0.60% |
| JPMorgan ChaseJPM | 0.27% | 3.98% | 0.27% |
| CRH PLCCRH | 0.27% | 1.46% | 0.27% |
| Trane TechnologiTT | 0.26% | 3.54% | 0.26% |
Overlap by weight adds up the smaller weight of each holding the funds share, so 100% means identical portfolios. Long securities only: derivatives and cash vehicles are left out. Sources: BRCE, SEC Form N-PORT, May 31, 2026; BDIV, SEC Form N-PORT, July 31, 2026.
Largest institutions holding both
| Firm | BRCE | BDIV |
|---|---|---|
| UBS Group AG | $18K | $21K |
This compares who owns the funds, not what the funds hold. From SEC Form 13F, for managers with $100M+ in US securities.
Who owns them: BRCE institutional holders, BDIV institutional holders.
Frequently asked questions
How much do BRCE and BDIV overlap?
27.2% by weight, with 17 holdings in common, using holdings for BRCE as of May 31, 2026 and BDIV as of July 31, 2026. The largest shared position is AAPL.
Do institutions hold both BRCE and BDIV?
1 Form 13F filers report positions in both, out of 11 that report either one.
How is overlap by weight worked out?
For each holding the two funds share, take the smaller of the two weights, then add those up. Identical portfolios score 100%.