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LSV Disciplined Value ETF (LSVD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US0075W01555
CUSIP
0075W0155
Issuer
LSV
Inception Date
Dec 17, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$583M

Share Price Chart


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LSV Disciplined Value ETF

Performance

LSVD Performance Chart

LSV Disciplined Value ETF (LSVD) is up 6.3% since the beginning of the year. LSVD is currently trading at $32 per share.


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S&P 500 Index

Returns By Period

LSV Disciplined Value ETF (LSVD) has returned 6.34% so far this year and 46.29% over the past 12 months.


LSV Disciplined Value ETF

1D
0.44%
1M
5.62%
YTD
6.34%
6M
13.88%
1Y
46.29%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.26%
1M
4.84%
YTD
2.86%
6M
6.22%
1Y
33.47%
3Y*
19.26%
5Y*
10.96%
10Y*
12.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSVD Monthly Returns History

Based on dividend-adjusted daily data since Dec 18, 2024, LSVD's average daily return is +0.09%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +8.0%, while the worst month was Mar 2025 at -5.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LSVD closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Apr 4, 2025 at -5.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.95%-0.49%-3.91%8.02%6.34%
20253.45%-2.26%-5.54%-1.92%6.33%5.60%1.53%3.74%4.09%2.63%1.92%1.39%22.29%
20240.14%0.14%

Benchmark Metrics

LSV Disciplined Value ETF has an annualized alpha of 6.73%, beta of 0.99, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since December 19, 2024.

  • This ETF captured 126.64% of S&P 500 Index gains but only 92.37% of its losses — a favorable profile for investors.
  • This ETF generated an annualized alpha of 6.73% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R² of 0.96, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.73%
Beta
0.99
0.96
Upside Capture
126.64%
Downside Capture
92.37%

Expense Ratio

LSVD has an expense ratio of 0.40%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LSVD ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LSVD Risk / Return Rank: 9090
Overall Rank
LSVD Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LSVD Sortino Ratio Rank: 9292
Sortino Ratio Rank
LSVD Omega Ratio Rank: 8989
Omega Ratio Rank
LSVD Calmar Ratio Rank: 8787
Calmar Ratio Rank
LSVD Martin Ratio Rank: 9292
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for LSV Disciplined Value ETF (LSVD) and compare them to a chosen benchmark (S&P 500 Index).


LSVDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.43

2.59

+0.84

Sortino ratio

Return per unit of downside risk

4.77

3.60

+1.17

Omega ratio

Gain probability vs. loss probability

1.63

1.48

+0.15

Calmar ratio

Return relative to maximum drawdown

5.34

3.33

+2.01

Martin ratio

Return relative to average drawdown

23.99

15.04

+8.95

Explore LSVD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

LSV Disciplined Value ETF provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.10 per share.


0.32%$0.00$0.02$0.04$0.06$0.08$0.102025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.10$0.10

Dividend yield

0.30%0.32%

Monthly Dividends

The table displays the monthly dividend distributions for LSV Disciplined Value ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00
2025$0.10$0.10

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the LSV Disciplined Value ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the LSV Disciplined Value ETF was 19.30%, occurring on Apr 8, 2025. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.3%Feb 20, 202534Apr 8, 202555Jun 27, 202589
-8.07%Feb 10, 202634Mar 30, 202610Apr 14, 202644
-4.6%Nov 13, 20256Nov 20, 20254Nov 26, 202510
-3.61%Oct 7, 20254Oct 10, 202510Oct 24, 202514
-2.77%Jan 12, 20266Jan 20, 20265Jan 27, 202611

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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