BEDY vs. IUSV

Last updated Jun 24, 2026

BEDY (BNY Mellon Enhanced Dividend Income ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. BEDY is actively managed, while IUSV is passively managed. Their correlation of 0.87 suggests significant overlap in exposure. BEDY charges 0.50%/yr vs 0.04%/yr for IUSV.

Performance

BEDY vs. IUSV - Performance Comparison

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

Returns By Period

In the year-to-date period, BEDY achieves a 12.52% return, which is significantly higher than IUSV's 7.71% return.

BEDY

• 1D: -0.19%
• 1M: 2.34%
• YTD: 12.52%
• 6M: 11.68%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUSV

• 1D: -0.36%
• 1M: -0.29%
• YTD: 7.71%
• 6M: 7.04%
• 1Y: 20.11%
• 3Y*: 15.13%
• 5Y*: 11.05%
• 10Y*: 12.30%

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

BEDY vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025
BEDY BNY Mellon Enhanced Dividend Income ETF	12.52%	1.45%
IUSV iShares Core S&P U.S. Value ETF	7.71%	0.46%

Correlation

The correlation between BEDY and IUSV is 0.87, 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 8, 2025	0.87

Return for Risk

BEDY vs. IUSV — Risk / Return Rank

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

BEDY

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

IUSV

IUSV Risk / Return Rank: 65
IUSV Sharpe Ratio Rank: 63
IUSV Sortino Ratio Rank: 63
IUSV Omega Ratio Rank: 61
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.

BEDY vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Enhanced Dividend Income ETF (BEDY) 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.

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.

	BEDY	IUSV	Difference
Sharpe ratio: Return per unit of total volatility	—	2.00	—
Sortino ratio: Return per unit of downside risk	—	2.80	—
Omega ratio: Gain probability vs. loss probability	—	1.36	—
Calmar ratio: Return relative to maximum drawdown	—	3.18	—
Martin ratio: Return relative to average drawdown	—	12.08	—

Drawdowns

BEDY vs. IUSV - Drawdown Comparison

The maximum BEDY drawdown since its inception was -6.25%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for BEDY and IUSV.

Drawdown Indicators

	BEDY	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-6.25%	-56.88%	+50.63%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.36%	—
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	-0.35%	-1.31%	+0.96%
Average Drawdown Average peak-to-trough decline	-1.27%	-6.28%	+5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.67%	—

Volatility

Volatility by Period

	BEDY	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.11%	10.11%	+2.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.11%	14.53%	-2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.11%	17.04%	-4.93%

BEDY vs. IUSV - Expense Ratio Comparison

BEDY has a 0.50% expense ratio, which is higher than IUSV's 0.04% expense ratio.

Dividends

BEDY vs. IUSV - Dividend Comparison

BEDY's dividend yield for the trailing twelve months is around 3.29%, more than IUSV's 1.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BEDY BNY Mellon Enhanced Dividend Income ETF	3.29%	0.09%	0.00%	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	1.70%	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 BEDY and IUSV in my portfolio?

BEDY and IUSV have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BEDY or IUSV?

On fees, IUSV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BEDY or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.50% for BEDY.

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

BEDY has the higher dividend yield at 3.29%, compared with 1.70% for IUSV.

What is the main difference between BEDY and IUSV?

They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.50% for BEDY and 0.04% for IUSV.