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Inception Date
Apr 29, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$360M

Share Price Chart


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Performance

VSLU Performance Chart

Applied Finance Valuation Large Cap US ETF (VSLU) is up 3.2% since the beginning of the year. VSLU is currently trading at $46 per share. Investors who bought $1,000 worth of VSLU shares 5 years ago would now be looking at an investment worth $1,868.


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S&P 500 Index

Returns By Period

Applied Finance Valuation Large Cap US ETF (VSLU) has returned 3.23% so far this year and 22.76% over the past 12 months.


Applied Finance Valuation Large Cap US ETF

1D
-0.85%
1M
-2.07%
YTD
3.23%
6M
4.07%
1Y
22.76%
3Y*
20.03%
5Y*
13.31%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSLU Monthly Returns History

Based on dividend-adjusted daily data since Apr 30, 2021, VSLU's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +8.3%, while the worst month was Sep 2022 at -9.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VSLU closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 3, 2025 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%-0.70%-5.26%8.26%4.54%-3.44%3.23%
20252.87%-1.37%-5.66%-0.78%7.19%5.10%3.00%2.20%3.59%2.43%1.12%0.56%21.52%
20242.14%4.56%2.65%-4.27%4.59%4.81%1.05%2.31%1.80%-0.60%4.56%-1.61%23.80%
20235.37%-2.65%4.61%1.61%0.60%6.35%3.05%-0.93%-4.58%-1.99%8.30%5.10%26.79%
2022-4.46%-4.26%4.13%-6.80%-0.09%-8.35%8.30%-4.31%-9.05%7.98%6.63%-4.82%-16.05%
20210.05%-0.16%2.61%3.57%2.59%-5.43%5.44%-0.82%5.95%14.11%

Benchmark Metrics

Applied Finance Valuation Large Cap US ETF has an annualized alpha of 2.11%, beta of 0.92, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since April 30, 2021.

  • This ETF captured 101.35% of S&P 500 Index gains but only 95.87% of its losses - a favorable profile for investors.
  • This ETF generated an annualized alpha of 2.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.92, 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
2.11%
Beta
0.92
0.92
Upside Capture
101.35%
Downside Capture
95.87%

Expense Ratio

VSLU has an expense ratio of 0.49%, placing it in the medium range.


Return for Risk

Risk / Return Rank

VSLU ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VSLU Risk / Return Rank: 5454
Overall Rank
VSLU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VSLU Sortino Ratio Rank: 5252
Sortino Ratio Rank
VSLU Omega Ratio Rank: 5252
Omega Ratio Rank
VSLU Calmar Ratio Rank: 5252
Calmar Ratio Rank
VSLU Martin Ratio Rank: 6161
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 Applied Finance Valuation Large Cap US ETF (VSLU) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VSLUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.50

2.78

-0.29

Martin ratioReturn relative to average drawdown

10.70

12.44

-1.74

Dividends

Dividend History

Applied Finance Valuation Large Cap US ETF provided a 0.45% dividend yield over the last twelve months, with an annual payout of $0.20 per share.


0.50%0.60%0.70%0.80%0.90%1.00%$0.00$0.05$0.10$0.15$0.2020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.20$0.20$0.22$0.18$0.23$0.16

Dividend yield

0.45%0.46%0.60%0.60%0.99%0.57%

Monthly Dividends

The table displays the monthly dividend distributions for Applied Finance Valuation Large Cap US 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$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.18
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23$0.23
2021$0.16$0.16

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 Applied Finance Valuation Large Cap US 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 Applied Finance Valuation Large Cap US ETF was 23.86%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.

The current Applied Finance Valuation Large Cap US ETF drawdown is 3.66%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-23.86%Sep 2022
9mo 4d10mo 1d
1y 7moDec 2021 - Jul 2023
2025 selloff2025
-17.89%Apr 2025
1mo 18d2mo 3d
3mo 21dFeb 2025 - Jun 2025
2023 pullback2023
-9.18%Oct 2023
2mo 26d24d
3mo 20dAug 2023 - Nov 2023
2026 pullback2026
-9.16%Mar 2026
1mo 2d16d
1mo 18dFeb 2026 - Apr 2026
2024 pullback2024
-7.15%Aug 2024
19d16d
1mo 5dJul 2024 - Aug 2024

Drawdown Indicators


VSLUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-56.78%

+32.92%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

-9.10%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-18.90%

+1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

-25.43%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.66%

-1.80%

-1.86%

Average Drawdown

Average peak-to-trough decline

-4.86%

-10.71%

+5.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

2.03%

+0.10%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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