BKDV vs. IUSV

Last updated Jun 4, 2026

BKDV (BNY Mellon Dynamic Value ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. BKDV is actively managed, while IUSV is passively managed. Over the past year, BKDV returned 29.06% vs 21.24% for IUSV. Their correlation of 0.92 suggests significant overlap in exposure. BKDV charges 0.60%/yr vs 0.04%/yr for IUSV.

Performance

BKDV vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Dynamic Value ETF (BKDV) 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, BKDV achieves a 13.65% return, which is significantly higher than IUSV's 7.63% return.

BKDV

• 1D: -0.21%
• 1M: 4.33%
• YTD: 13.65%
• 6M: 15.13%
• 1Y: 29.06%
• 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)

BKDV vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BKDV BNY Mellon Dynamic Value ETF	13.65%	18.58%	-0.91%
IUSV iShares Core S&P U.S. Value ETF	7.63%	12.85%	-1.17%

Correlation

The correlation between BKDV and IUSV is 0.91, 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	0.91
Correlation (All Time) Calculated using the full available price history since Nov 5, 2024	0.92

The correlation between BKDV and IUSV has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

BKDV vs. IUSV - Sectors Allocation Comparison

Sectors	BKDV	IUSV
Financial Services	23.6%	15.0%
Industrials	15.4%	11.2%
Healthcare	14.4%	11.0%
Technology	13.5%	20.8%
Energy	8.3%	7.2%
Consumer Cyclical	7.2%	11.1%
Communication Services	7.1%	3.1%
Basic Materials	4.0%	3.6%
Consumer Defensive	3.8%	8.8%
Utilities	1.4%	4.3%
Real Estate	1.2%	3.7%

Return for Risk

BKDV vs. IUSV — Risk / Return Rank

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

BKDV

BKDV Risk / Return Rank: 79
BKDV Sharpe Ratio Rank: 76
BKDV Sortino Ratio Rank: 78
BKDV Omega Ratio Rank: 74
BKDV Calmar Ratio Rank: 83
BKDV Martin Ratio Rank: 82

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.

BKDV vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value ETF (BKDV) 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.

	BKDV	IUSV	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.14	+0.33
Sortino ratio: Return per unit of downside risk	3.47	3.01	+0.46
Omega ratio: Gain probability vs. loss probability	1.44	1.38	+0.06
Calmar ratio: Return relative to maximum drawdown	4.39	3.35	+1.03
Martin ratio: Return relative to average drawdown	16.14	12.84	+3.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BKDV vs. IUSV - Sharpe Ratio Comparison

The current BKDV Sharpe Ratio is 2.47, which is comparable to the IUSV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of BKDV 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

	BKDV	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.14	+0.33
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	1.30	0.60	+0.70

Drawdowns

BKDV vs. IUSV - Drawdown Comparison

The maximum BKDV drawdown since its inception was -15.49%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for BKDV and IUSV.

Drawdown Indicators

	BKDV	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-15.49%	-56.88%	+41.39%
Max Drawdown (1Y) Largest decline over 1 year	-6.65%	-6.36%	-0.29%
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	-0.21%	-0.51%	+0.30%
Average Drawdown Average peak-to-trough decline	-2.39%	-6.29%	+3.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.66%	+0.15%

Volatility

BKDV vs. IUSV - Volatility Comparison

BNY Mellon Dynamic Value ETF (BKDV) has a higher volatility of 3.46% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.14%. This indicates that BKDV'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

	BKDV	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.46%	2.14%	+1.32%
Volatility (6M) Calculated over the trailing 6-month period	9.05%	7.14%	+1.91%
Volatility (1Y) Calculated over the trailing 1-year period	11.85%	9.98%	+1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	14.55%	+1.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.67%	17.07%	-1.40%

BKDV vs. IUSV - Expense Ratio Comparison

BKDV has a 0.60% expense ratio, which is higher than IUSV's 0.04% expense ratio.

Dividends

BKDV vs. IUSV - Dividend Comparison

BKDV's dividend yield for the trailing twelve months is around 0.54%, less than IUSV's 1.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BKDV BNY Mellon Dynamic Value ETF	0.54%	0.62%	0.27%	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 BKDV and IUSV in my portfolio?

With a correlation of 0.91, BKDV and IUSV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BKDV or IUSV?

BKDV has higher volatility (3.46%) compared to IUSV (2.14%). In terms of maximum drawdown, BKDV dropped -15.49% vs IUSV's -56.88%.

Which ETF is better, BKDV or IUSV?

On 1-year performance, BKDV leads with 29.06% vs 21.24% for IUSV. 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, BKDV or IUSV?

Over the 1-year period, BKDV has performed better with a 29.06% return vs 21.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BKDV or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.60% for BKDV.

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

IUSV has the higher dividend yield at 1.68%, compared with 0.54% for BKDV.

What is the main difference between BKDV and IUSV?

They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.60% for BKDV and 0.04% for IUSV.

Which has better risk-adjusted returns?

BKDV currently has the higher Sharpe Ratio (2.47 vs 2.14), 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.