ASGM vs. VUS

Last updated Jun 4, 2026

ASGM (Virtus AlphaSimplex Global Macro ETF) and VUS (Virtus U.S. Dividend ETF) are both exchange-traded funds - ASGM is a Tactical Allocation fund actively managed by Virtus, while VUS is a Large Cap Blend Equities fund actively managed by Virtus. Both are actively managed. Their correlation of 0.82 suggests significant overlap in exposure. ASGM charges 0.86%/yr vs 0.25%/yr for VUS.

Performance

ASGM vs. VUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus AlphaSimplex Global Macro ETF (ASGM) and Virtus U.S. Dividend ETF (VUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ASGM achieves a 22.52% return, which is significantly higher than VUS's 19.93% return.

ASGM

• 1D: -0.53%
• 1M: 7.21%
• YTD: 22.52%
• 6M: 24.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VUS

• 1D: -0.58%
• 1M: 4.84%
• YTD: 19.93%
• 6M: 20.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ASGM vs. VUS - Yearly Performance Comparison

	2026 (YTD)	2025
ASGM Virtus AlphaSimplex Global Macro ETF	22.52%	1.26%
VUS Virtus U.S. Dividend ETF	19.93%	0.81%

Correlation

The correlation between ASGM and VUS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 4, 2025	0.82

Return for Risk

ASGM vs. VUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus AlphaSimplex Global Macro ETF (ASGM) and Virtus U.S. Dividend ETF (VUS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ASGM	VUS	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	2.95	3.23	-0.28

Drawdowns

ASGM vs. VUS - Drawdown Comparison

The maximum ASGM drawdown since its inception was -6.62%, smaller than the maximum VUS drawdown of -9.45%. Use the drawdown chart below to compare losses from any high point for ASGM and VUS.

Drawdown Indicators

	ASGM	VUS	Difference
Max Drawdown Largest peak-to-trough decline	-6.62%	-9.45%	+2.83%
Current Drawdown Current decline from peak	-0.53%	-0.58%	+0.05%
Average Drawdown Average peak-to-trough decline	-1.22%	-1.46%	+0.24%

Volatility

Volatility by Period

	ASGM	VUS	Difference
Volatility (1Y) Calculated over the trailing 1-year period	15.67%	14.63%	+1.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	14.63%	+1.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	14.63%	+1.04%

ASGM vs. VUS - Expense Ratio Comparison

ASGM has a 0.86% expense ratio, which is higher than VUS's 0.25% expense ratio.

Dividends

ASGM vs. VUS - Dividend Comparison

ASGM's dividend yield for the trailing twelve months is around 3.69%, more than VUS's 0.73% yield.

Position	TTM	2025
ASGM Virtus AlphaSimplex Global Macro ETF	3.69%	4.52%
VUS Virtus U.S. Dividend ETF	0.73%	0.00%

Frequently Asked Questions

Can I hold both ASGM and VUS in my portfolio?

ASGM and VUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, ASGM or VUS?

On fees, VUS is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ASGM or VUS?

VUS is cheaper with a 0.25% expense ratio, compared with 0.86% for ASGM.

Which ETF pays a higher dividend yield, ASGM or VUS?

ASGM has the higher dividend yield at 3.69%, compared with 0.73% for VUS.

What is the main difference between ASGM and VUS?

ASGM is categorized as Tactical Allocation, while VUS is Large Cap Blend Equities. Their fees differ too: 0.86% for ASGM and 0.25% for VUS.