BDIV vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about AAM Brentview Dividend Growth ETF (BDIV) and iShares Edge MSCI USA Value Factor ETF (VLUE).

BDIV and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDIV is an actively managed fund by AAM. It was launched on Jul 30, 2024. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.

Performance

BDIV vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AAM Brentview Dividend Growth ETF (BDIV) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

BDIV vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BDIV AAM Brentview Dividend Growth ETF	-0.19%	18.59%	3.14%
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	-0.39%

Returns By Period

In the year-to-date period, BDIV achieves a -0.19% return, which is significantly lower than VLUE's 4.44% return.

BDIV

• 1D: 1.54%
• 1M: -5.31%
• YTD: -0.19%
• 6M: 1.34%
• 1Y: 17.29%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VLUE

• 1D: 2.68%
• 1M: -5.29%
• YTD: 4.44%
• 6M: 14.88%
• 1Y: 36.35%
• 3Y*: 18.33%
• 5Y*: 9.45%
• 10Y*: 11.61%

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

BDIV vs. VLUE - Expense Ratio Comparison

BDIV has a 0.49% expense ratio, which is higher than VLUE's 0.15% expense ratio.

BDIV

AAM Brentview Dividend Growth ETF

VLUE

iShares Edge MSCI USA Value Factor ETF

Return for Risk

BDIV vs. VLUE — Risk / Return Rank

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

BDIV

BDIV Risk / Return Rank: 70
BDIV Sharpe Ratio Rank: 66
BDIV Sortino Ratio Rank: 69
BDIV Omega Ratio Rank: 70
BDIV Calmar Ratio Rank: 69
BDIV Martin Ratio Rank: 76

VLUE

VLUE Risk / Return Rank: 90
VLUE Sharpe Ratio Rank: 89
VLUE Sortino Ratio Rank: 90
VLUE Omega Ratio Rank: 89
VLUE Calmar Ratio Rank: 90
VLUE Martin Ratio Rank: 92

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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AAM Brentview Dividend Growth ETF (BDIV) and iShares Edge 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.

	BDIV	VLUE	Difference
Sharpe ratio Return per unit of total volatility	1.18	1.87	-0.69
Sortino ratio Return per unit of downside risk	1.77	2.52	-0.75
Omega ratio Gain probability vs. loss probability	1.26	1.36	-0.10
Calmar ratio Return relative to maximum drawdown	1.79	2.92	-1.13
Martin ratio Return relative to average drawdown	8.35	12.74	-4.39
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. VLUE - Sharpe Ratio Comparison

The current BDIV Sharpe Ratio is 1.18, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of BDIV and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BDIV	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.18	1.87	-0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.94	0.61	+0.33

Correlation

The correlation between BDIV and VLUE is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

BDIV vs. VLUE - Dividend Comparison

BDIV's dividend yield for the trailing twelve months is around 1.14%, less than VLUE's 2.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BDIV AAM Brentview Dividend Growth ETF	1.14%	1.14%	0.62%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VLUE iShares Edge MSCI USA Value Factor ETF	2.00%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Drawdowns

BDIV vs. VLUE - Drawdown Comparison

The maximum BDIV drawdown since its inception was -14.98%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for BDIV and VLUE.

Drawdown Indicators

	BDIV	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-14.98%	-39.47%	+24.49%
Max Drawdown (1Y) Largest decline over 1 year	-10.26%	-12.81%	+2.55%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-5.58%	-6.60%	+1.02%
Average Drawdown Average peak-to-trough decline	-2.08%	-6.08%	+4.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	2.94%	-0.74%

Volatility

BDIV vs. VLUE - Volatility Comparison

The current volatility for AAM Brentview Dividend Growth ETF (BDIV) is 3.86%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that BDIV 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

	BDIV	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.86%	6.26%	-2.40%
Volatility (6M) Calculated over the trailing 6-month period	7.29%	12.28%	-4.99%
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	19.55%	-4.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.71%	17.35%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.71%	19.61%	-5.90%