BASV vs. ROE

Last updated Aug 4, 2026

BASV (Brown Advisory Sustainable Value ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both exchange-traded funds - BASV is a Large Cap Value Equities fund actively managed by Brown Advisory, while ROE is a Quality Factor fund actively managed by Astoria. Both are actively managed. Over the past year, BASV returned 23.80% vs 34.66% for ROE. Their 0.77 correlation means they have sometimes moved together and sometimes differently. BASV charges 0.71%/yr vs 0.49%/yr for ROE.

Performance

BASV vs. ROE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Value ETF (BASV) and Astoria US Equal Weight Quality Kings ETF (ROE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BASV achieves a 14.07% return, which is significantly lower than ROE's 21.52% return.

BASV

• 1D: 1.55%
• 1M: 2.58%
• 6M: 11.42%
• YTD: 14.07%
• 1Y: 23.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.54%

ROE

• 1D: 0.98%
• 1M: 1.61%
• 6M: 15.98%
• YTD: 21.52%
• 1Y: 34.66%
• 3Y*: 21.23%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.65%

*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)
BASV Brown Advisory Sustainable Value ETF	$439.72K	$617.98K	$647.17K
ROE Astoria US Equal Weight Quality Kings ETF	$1.14M	$1.17M	$931.17K

BASV vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025
BASV Brown Advisory Sustainable Value ETF	14.07%	10.32%
ROE Astoria US Equal Weight Quality Kings ETF	21.52%	14.25%

Correlation

The correlation between BASV and ROE is 0.77, 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.	0.77
Correlation (All Time) Calculated using the full available price history since Jun 16, 2025	0.77

The correlation between BASV and ROE has been stable across timeframes, ranging from 0.77 to 0.77 - a consistent structural relationship.

Return for Risk

BASV vs. ROE — Risk / Return Rank

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

BASV

BASV Risk / Return Rank: 66
BASV Sharpe Ratio Rank: 66
BASV Sortino Ratio Rank: 67
BASV Omega Ratio Rank: 63
BASV Calmar Ratio Rank: 65
BASV Martin Ratio Rank: 67

ROE

ROE Risk / Return Rank: 90
ROE Sharpe Ratio Rank: 90
ROE Sortino Ratio Rank: 88
ROE Omega Ratio Rank: 87
ROE Calmar Ratio Rank: 90
ROE Martin Ratio Rank: 93

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.

BASV vs. ROE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Value ETF (BASV) and Astoria US Equal Weight Quality Kings ETF (ROE). 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.

	BASV	ROE	Difference
Sharpe ratio: Return per unit of total volatility	1.70	2.32	-0.61
Sortino ratio: Return per unit of downside risk	2.44	3.09	-0.65
Omega ratio: Gain probability vs. loss probability	1.30	1.40	-0.10
Calmar ratio: Return relative to maximum drawdown	2.54	4.02	-1.49
Martin ratio: Return relative to average drawdown	9.03	17.11	-8.09

BASV vs. ROE - Sharpe Ratio Comparison

The current BASV Sharpe Ratio is 1.70, which is comparable to the ROE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of BASV and ROE, 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

BASV vs. ROE - Drawdown Comparison

The maximum BASV drawdown since its inception was -9.43%, smaller than the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for BASV and ROE.

Drawdown Indicators

	BASV	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-9.43%	-19.10%	+9.67%
Max Drawdown (1Y) Largest decline over 1 year	-9.43%	-8.66%	-0.77%
Max Drawdown (3Y) Largest decline over 3 years	—	-19.10%	—
Current Drawdown Current decline from peak	0.00%	-0.34%	+0.34%
Average Drawdown Average peak-to-trough decline	-1.58%	-2.54%	+0.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	2.03%	+0.61%

Volatility

BASV vs. ROE - Volatility Comparison

Brown Advisory Sustainable Value ETF (BASV) has a higher volatility of 4.33% compared to Astoria US Equal Weight Quality Kings ETF (ROE) at 3.61%. This indicates that BASV's price experiences larger fluctuations and is considered to be riskier than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BASV	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	3.61%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	11.12%	11.74%	-0.62%
Volatility (1Y) Calculated over the trailing 1-year period	14.06%	15.05%	-0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.69%	15.87%	-2.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.69%	15.87%	-2.18%

BASV vs. ROE - Expense Ratio Comparison

BASV has a 0.71% expense ratio, which is higher than ROE's 0.49% expense ratio.

Dividends

BASV vs. ROE - Dividend Comparison

BASV's dividend yield for the trailing twelve months is around 0.36%, less than ROE's 1.00% yield.

Position	TTM	2025	2024	2023
BASV Brown Advisory Sustainable Value ETF	0.36%	0.41%	0.00%	0.00%
ROE Astoria US Equal Weight Quality Kings ETF	1.00%	0.97%	1.18%	0.68%

Frequently Asked Questions

Can I hold both BASV and ROE in my portfolio?

BASV and ROE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BASV or ROE?

BASV has higher volatility (4.33%) compared to ROE (3.61%). In terms of maximum drawdown, BASV dropped -9.43% vs ROE's -19.10%.

Which ETF is better, BASV or ROE?

On 1-year performance, ROE leads with 34.66% vs 23.80% for BASV. On fees, ROE is cheaper at 0.49% per year. On volatility, ROE has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BASV or ROE?

Over the 1-year period, ROE has performed better with a 34.66% return vs 23.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BASV or ROE?

ROE is cheaper with a 0.49% expense ratio, compared with 0.71% for BASV.

Which ETF pays a higher dividend yield, BASV or ROE?

ROE has the higher dividend yield at 1.00%, compared with 0.36% for BASV.

What is the main difference between BASV and ROE?

BASV is categorized as Large Cap Value Equities, while ROE is Quality Factor. They also come from different issuers: Brown Advisory and Astoria. Their fees differ too: 0.71% for BASV and 0.49% for ROE.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.32 vs 1.70), 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.