BDIV vs. IUSV

Last updated Jun 4, 2026

BDIV (AAM Brentview Dividend Growth ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. BDIV is actively managed, while IUSV is passively managed. Over the past year, BDIV returned 20.21% vs 21.24% for IUSV. Their correlation of 0.84 suggests significant overlap in exposure. BDIV charges 0.49%/yr vs 0.04%/yr for IUSV.

Performance

BDIV vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BDIV having a 7.27% return and IUSV slightly higher at 7.63%.

BDIV

• 1D: 0.04%
• 1M: 1.48%
• YTD: 7.27%
• 6M: 6.86%
• 1Y: 20.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUSV

• 1D: -0.37%
• 1M: 2.24%
• YTD: 7.63%
• 6M: 7.88%
• 1Y: 21.24%
• 3Y*: 15.62%
• 5Y*: 10.47%
• 10Y*: 12.04%

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

BDIV vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BDIV AAM Brentview Dividend Growth ETF	7.27%	18.59%	3.14%
IUSV iShares Core S&P U.S. Value ETF	7.63%	12.85%	1.39%

Correlation

The correlation between BDIV and IUSV is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.81
Correlation (All Time) Calculated using the full available price history since Aug 1, 2024	0.84

The correlation between BDIV and IUSV has been stable across timeframes, ranging from 0.81 to 0.84 - a consistent structural relationship.

BDIV vs. IUSV - Sectors Allocation Comparison

Sectors	BDIV	IUSV
Technology	19.8%	20.8%
Financial Services	14.8%	15.0%
Industrials	14.0%	11.2%
Healthcare	10.2%	11.0%
Consumer Defensive	7.8%	8.8%
Utilities	7.5%	4.3%
Communication Services	6.7%	3.1%
Energy	6.2%	7.2%
Consumer Cyclical	4.9%	11.1%
Basic Materials	4.6%	3.6%
Real Estate	3.5%	3.7%

Return for Risk

BDIV vs. IUSV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BDIV

BDIV Risk / Return Rank: 63
BDIV Sharpe Ratio Rank: 63
BDIV Sortino Ratio Rank: 68
BDIV Omega Ratio Rank: 63
BDIV Calmar Ratio Rank: 59
BDIV Martin Ratio Rank: 64

IUSV

IUSV Risk / Return Rank: 65
IUSV Sharpe Ratio Rank: 62
IUSV Sortino Ratio Rank: 64
IUSV Omega Ratio Rank: 62
IUSV Calmar Ratio Rank: 67
IUSV Martin Ratio Rank: 68

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.

BDIV vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and iShares Core S&P U.S. Value ETF (IUSV). 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.

	BDIV	IUSV	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.14	-0.04
Sortino ratio: Return per unit of downside risk	3.07	3.01	+0.06
Omega ratio: Gain probability vs. loss probability	1.38	1.38	-0.01
Calmar ratio: Return relative to maximum drawdown	2.89	3.35	-0.46
Martin ratio: Return relative to average drawdown	11.51	12.84	-1.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BDIV vs. IUSV - Sharpe Ratio Comparison

The current BDIV Sharpe Ratio is 2.10, which is comparable to the IUSV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BDIV and IUSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BDIV	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.10	2.14	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.20	0.60	+0.59

Drawdowns

BDIV vs. IUSV - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for BDIV and IUSV.

Drawdown Indicators

	BDIV	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-56.88%	+41.90%
Max Drawdown (1Y) Largest decline over 1 year	-7.01%	-6.36%	-0.65%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	-0.53%	-0.51%	-0.02%
Average Drawdown Average peak-to-trough decline	-1.99%	-6.29%	+4.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	1.66%	+0.10%

Volatility

BDIV vs. IUSV - Volatility Comparison

AAM Brentview Dividend Growth ETF (BDIV) has a higher volatility of 2.35% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.14%. This indicates that BDIV's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BDIV	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	2.14%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	7.22%	7.14%	+0.08%
Volatility (1Y) Calculated over the trailing 1-year period	9.69%	9.98%	-0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.41%	14.55%	-1.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.41%	17.07%	-3.66%

BDIV vs. IUSV - Expense Ratio Comparison

BDIV has a 0.49% expense ratio, which is higher than IUSV's 0.04% expense ratio.

Dividends

BDIV vs. IUSV - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.59%, less than IUSV's 1.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDIV AAM Brentview Dividend Growth ETF	1.59%	1.14%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUSV iShares Core S&P U.S. Value ETF	1.68%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%

Frequently Asked Questions

Can I hold both BDIV and IUSV in my portfolio?

BDIV and IUSV have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BDIV or IUSV?

BDIV has higher volatility (2.35%) compared to IUSV (2.14%). In terms of maximum drawdown, BDIV dropped -14.98% vs IUSV's -56.88%.

Which ETF is better, BDIV or IUSV?

On 1-year performance, IUSV leads with 21.24% vs 20.21% for BDIV. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BDIV or IUSV?

Over the 1-year period, IUSV has performed better with a 21.24% return vs 20.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BDIV or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.49% for BDIV.

Which ETF pays a higher dividend yield, BDIV or IUSV?

IUSV has the higher dividend yield at 1.68%, compared with 1.59% for BDIV.

What is the main difference between BDIV and IUSV?

They also come from different issuers: AAM and iShares. Their fees differ too: 0.49% for BDIV and 0.04% for IUSV.

Which has better risk-adjusted returns?

IUSV currently has the higher Sharpe Ratio (2.14 vs 2.10), 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.