ABEQ vs. LVDS

Last updated Aug 4, 2026

ABEQ (Absolute Select Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, ABEQ returned 13.63% vs 33.36% for LVDS. Their 0.69 correlation means they have sometimes moved together and sometimes differently. ABEQ charges 0.85%/yr vs 0.30%/yr for LVDS.

Performance

ABEQ vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absolute Select Value ETF (ABEQ) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABEQ achieves a 7.54% return, which is significantly lower than LVDS's 22.24% return.

ABEQ

• 1D: 0.27%
• 1M: 1.30%
• 6M: 2.94%
• YTD: 7.54%
• 1Y: 13.63%
• 3Y*: 12.47%
• 5Y*: 8.42%
• 10Y*: —
• ALL TIME*: 8.10%

LVDS

• 1D: 0.75%
• 1M: 3.84%
• 6M: 15.81%
• YTD: 22.24%
• 1Y: 33.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 29.46%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ABEQ Absolute Select Value ETF	$447.80K	$487.79K	$489.86K
LVDS JPMorgan Fundamental Data Science Large Value ETF	$261.57K	$220.62K	$164.56K

ABEQ vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
ABEQ Absolute Select Value ETF	7.54%	5.69%
LVDS JPMorgan Fundamental Data Science Large Value ETF	22.24%	7.40%

Correlation

The correlation between ABEQ and LVDS is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.68
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.69

The correlation between ABEQ and LVDS has been stable across timeframes, ranging from 0.68 to 0.69 - a consistent structural relationship.

ABEQ vs. LVDS - Sectors Allocation Comparison

Sectors	ABEQ	LVDS
Financial Services	27.5%	18.5%
Industrials	16.0%	11.7%
Basic Materials	15.5%	2.7%
Energy	11.0%	5.8%
Consumer Defensive	8.2%	6.2%
Healthcare	6.5%	11.8%
Communication Services	6.2%	3.4%
Real Estate	5.2%	4.1%
Technology	4.4%	19.0%
Utilities	3.9%	4.6%
Consumer Cyclical	-	12.2%

Return for Risk

ABEQ vs. LVDS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ABEQ

ABEQ Risk / Return Rank: 53
ABEQ Sharpe Ratio Rank: 61
ABEQ Sortino Ratio Rank: 62
ABEQ Omega Ratio Rank: 59
ABEQ Calmar Ratio Rank: 46
ABEQ Martin Ratio Rank: 35

LVDS

LVDS Risk / Return Rank: 95
LVDS Sharpe Ratio Rank: 96
LVDS Sortino Ratio Rank: 96
LVDS Omega Ratio Rank: 95
LVDS Calmar Ratio Rank: 94
LVDS Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ABEQ vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

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.

	ABEQ	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	1.50	3.18	-1.68
Sortino ratio: Return per unit of downside risk	2.18	4.46	-2.28
Omega ratio: Gain probability vs. loss probability	1.27	1.57	-0.31
Calmar ratio: Return relative to maximum drawdown	1.73	5.04	-3.31
Martin ratio: Return relative to average drawdown	3.43	20.90	-17.46

ABEQ vs. LVDS - Sharpe Ratio Comparison

The current ABEQ Sharpe Ratio is 1.50, which is lower than the LVDS Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of ABEQ and LVDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ABEQ vs. LVDS - Drawdown Comparison

The maximum ABEQ drawdown since its inception was -27.82%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for ABEQ and LVDS.

Drawdown Indicators

	ABEQ	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-6.64%	-21.18%
Max Drawdown (1Y) Largest decline over 1 year	-7.89%	-6.64%	-1.25%
Max Drawdown (3Y) Largest decline over 3 years	-7.95%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-17.26%	—	—
Current Drawdown Current decline from peak	-3.76%	0.00%	-3.76%
Average Drawdown Average peak-to-trough decline	-4.12%	-0.89%	-3.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	1.60%	+2.38%

Volatility

ABEQ vs. LVDS - Volatility Comparison

Absolute Select Value ETF (ABEQ) and JPMorgan Fundamental Data Science Large Value ETF (LVDS) have volatilities of 2.78% and 2.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEQ	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	2.68%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	6.52%	8.13%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	9.12%	10.55%	-1.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	10.53%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	10.53%	+3.22%

ABEQ vs. LVDS - Expense Ratio Comparison

ABEQ has a 0.85% expense ratio, which is higher than LVDS's 0.30% expense ratio.

Dividends

ABEQ vs. LVDS - Dividend Comparison

ABEQ's dividend yield for the trailing twelve months is around 1.18%, less than LVDS's 7.36% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABEQ Absolute Select Value ETF	1.18%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.36%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ABEQ and LVDS in my portfolio?

ABEQ and LVDS have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABEQ or LVDS?

ABEQ has higher volatility (2.78%) compared to LVDS (2.68%). In terms of maximum drawdown, ABEQ dropped -27.82% vs LVDS's -6.64%.

Which ETF is better, ABEQ or LVDS?

On 1-year performance, LVDS leads with 33.36% vs 13.63% for ABEQ. On fees, LVDS is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABEQ or LVDS?

Over the 1-year period, LVDS has performed better with a 33.36% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABEQ or LVDS?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.85% for ABEQ.

Which ETF pays a higher dividend yield, ABEQ or LVDS?

LVDS has the higher dividend yield at 7.36%, compared with 1.18% for ABEQ.

What is the main difference between ABEQ and LVDS?

They also come from different issuers: Absolute Investment Advisers and JPMorgan. Their fees differ too: 0.85% for ABEQ and 0.30% for LVDS.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (3.18 vs 1.50), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.