ABEQ vs. VLUE

Last updated Aug 4, 2026

ABEQ (Absolute Select Value ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. ABEQ is actively managed, while VLUE is passively managed. Over the past 5 years, ABEQ returned 8.42%/yr vs 16.24%/yr for VLUE. Their 0.72 correlation means they have sometimes moved together and sometimes differently. ABEQ charges 0.85%/yr vs 0.15%/yr for VLUE.

Performance

ABEQ vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Absolute Select Value ETF (ABEQ) and iShares MSCI USA Value Factor ETF (VLUE). 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 VLUE's 42.20% 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%

VLUE

• 1D: 0.93%
• 1M: -0.03%
• 6M: 29.94%
• YTD: 42.20%
• 1Y: 76.30%
• 3Y*: 29.44%
• 5Y*: 16.24%
• 10Y*: 14.46%
• ALL TIME*: 13.54%

*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
VLUE iShares MSCI USA Value Factor ETF	$129.84M	$160.96M	$278.87M

ABEQ vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ABEQ Absolute Select Value ETF	7.54%	15.32%	12.68%	4.63%	-1.00%	12.49%	2.14%
VLUE iShares MSCI USA Value Factor ETF	42.20%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.47%

Correlation

The correlation between ABEQ and VLUE is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.33
Correlation (3Y) Balances recent behavior with more history.	0.57
Correlation (5Y) Shows whether the relationship held over a longer period.	0.68
Correlation (All Time) Calculated using the full available price history since Jan 22, 2020	0.72

Over the past year, the correlation between ABEQ and VLUE has dropped to 0.33 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

ABEQ vs. VLUE - Sectors Allocation Comparison

Sectors	ABEQ	VLUE
Financial Services	27.5%	10.6%
Industrials	16.0%	7.9%
Basic Materials	15.5%	1.2%
Energy	11.0%	2.8%
Consumer Defensive	8.2%	4.2%
Healthcare	6.5%	7.8%
Communication Services	6.2%	8.7%
Real Estate	5.2%	1.8%
Technology	4.4%	43.1%
Utilities	3.9%	2.0%
Consumer Cyclical	-	9.9%

Return for Risk

ABEQ vs. VLUE — 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

VLUE

VLUE Risk / Return Rank: 97
VLUE Sharpe Ratio Rank: 98
VLUE Sortino Ratio Rank: 97
VLUE Omega Ratio Rank: 96
VLUE Calmar Ratio Rank: 97
VLUE Martin Ratio Rank: 97

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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Absolute Select Value ETF (ABEQ) and iShares MSCI USA Value Factor ETF (VLUE). 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	VLUE	Difference
Sharpe ratio: Return per unit of total volatility	1.50	3.76	-2.26
Sortino ratio: Return per unit of downside risk	2.18	4.77	-2.60
Omega ratio: Gain probability vs. loss probability	1.27	1.63	-0.36
Calmar ratio: Return relative to maximum drawdown	1.73	8.49	-6.75
Martin ratio: Return relative to average drawdown	3.43	28.19	-24.76

ABEQ vs. VLUE - Sharpe Ratio Comparison

The current ABEQ Sharpe Ratio is 1.50, which is lower than the VLUE Sharpe Ratio of 3.76. The chart below compares the historical Sharpe Ratios of ABEQ and VLUE, 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. VLUE - Drawdown Comparison

The maximum ABEQ drawdown since its inception was -27.82%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for ABEQ and VLUE.

Drawdown Indicators

	ABEQ	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-27.82%	-39.47%	+11.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.89%	-9.04%	+1.15%
Max Drawdown (3Y) Largest decline over 3 years	-7.95%	-17.89%	+9.94%
Max Drawdown (5Y) Largest decline over 5 years	-17.26%	-27.12%	+9.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-3.76%	-5.71%	+1.95%
Average Drawdown Average peak-to-trough decline	-4.12%	-5.99%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.98%	2.71%	+1.27%

Volatility

ABEQ vs. VLUE - Volatility Comparison

The current volatility for Absolute Select Value ETF (ABEQ) is 2.78%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 6.51%. This indicates that ABEQ experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABEQ	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.78%	6.51%	-3.73%
Volatility (6M) Calculated over the trailing 6-month period	6.52%	17.49%	-10.97%
Volatility (1Y) Calculated over the trailing 1-year period	9.12%	20.44%	-11.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	18.38%	-7.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	20.05%	-6.30%

ABEQ vs. VLUE - Expense Ratio Comparison

ABEQ has a 0.85% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

ABEQ vs. VLUE - Dividend Comparison

ABEQ's dividend yield for the trailing twelve months is around 1.18%, less than VLUE's 1.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ABEQ Absolute Select Value ETF	1.18%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%	0.00%	0.00%	0.00%	0.00%	0.00%
VLUE iShares MSCI USA Value Factor ETF	1.45%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Frequently Asked Questions

Can I hold both ABEQ and VLUE in my portfolio?

ABEQ and VLUE have a correlation of 0.33, 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 VLUE?

VLUE has higher volatility (6.51%) compared to ABEQ (2.78%). In terms of maximum drawdown, ABEQ dropped -27.82% vs VLUE's -39.47%.

Which ETF is better, ABEQ or VLUE?

On 5-year performance, VLUE leads with 16.24% vs 8.42% for ABEQ. On fees, VLUE is cheaper at 0.15% per year. On volatility, ABEQ has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABEQ or VLUE?

Over the 5-year period, VLUE has performed better with a 16.24% return vs 8.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABEQ or VLUE?

VLUE is cheaper with a 0.15% expense ratio, compared with 0.85% for ABEQ.

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

VLUE has the higher dividend yield at 1.45%, compared with 1.18% for ABEQ.

What is the main difference between ABEQ and VLUE?

They also come from different issuers: Absolute Investment Advisers and iShares. Their fees differ too: 0.85% for ABEQ and 0.15% for VLUE.

Which has better risk-adjusted returns?

VLUE currently has the higher Sharpe Ratio (3.76 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.