BUSA vs. VALQ

Last updated Jun 4, 2026

BUSA (Brandes U.S. Value ETF) and VALQ (American Century STOXX U.S. Quality Value ETF) are both Large Cap Value Equities funds. BUSA is actively managed, while VALQ is passively managed. Over the past year, BUSA returned 22.40% vs 16.17% for VALQ. Their correlation of 0.89 suggests significant overlap in exposure. BUSA charges 0.60%/yr vs 0.29%/yr for VALQ.

Performance

BUSA vs. VALQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes U.S. Value ETF (BUSA) and American Century STOXX U.S. Quality Value ETF (VALQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUSA achieves a 6.93% return, which is significantly higher than VALQ's 5.49% return.

BUSA

• 1D: -0.17%
• 1M: 1.70%
• YTD: 6.93%
• 6M: 9.34%
• 1Y: 22.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VALQ

• 1D: -0.38%
• 1M: 5.64%
• YTD: 5.49%
• 6M: 6.17%
• 1Y: 16.17%
• 3Y*: 15.35%
• 5Y*: 8.69%
• 10Y*: —

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

BUSA vs. VALQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BUSA Brandes U.S. Value ETF	6.93%	17.56%	15.76%	10.65%
VALQ American Century STOXX U.S. Quality Value ETF	5.49%	10.58%	16.71%	11.07%

Correlation

The correlation between BUSA and VALQ is 0.90, 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	0.90
Correlation (All Time) Calculated using the full available price history since Oct 6, 2023	0.89

The correlation between BUSA and VALQ has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

BUSA vs. VALQ - Sectors Allocation Comparison

Sectors	BUSA	VALQ
Healthcare	23.8%	16.6%
Financial Services	20.1%	3.7%
Technology	12.9%	27.0%
Industrials	12.4%	12.0%
Energy	7.3%	5.3%
Communication Services	5.6%	7.2%
Consumer Defensive	5.1%	16.3%
Consumer Cyclical	4.9%	9.5%
Basic Materials	4.1%	1.6%
Utilities	3.4%	-
Real Estate	-	0.8%

Return for Risk

BUSA vs. VALQ — Risk / Return Rank

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

BUSA

BUSA Risk / Return Rank: 56
BUSA Sharpe Ratio Rank: 55
BUSA Sortino Ratio Rank: 56
BUSA Omega Ratio Rank: 54
BUSA Calmar Ratio Rank: 60
BUSA Martin Ratio Rank: 57

VALQ

VALQ Risk / Return Rank: 41
VALQ Sharpe Ratio Rank: 42
VALQ Sortino Ratio Rank: 43
VALQ Omega Ratio Rank: 39
VALQ Calmar Ratio Rank: 42
VALQ Martin Ratio Rank: 38

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.

BUSA vs. VALQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes U.S. Value ETF (BUSA) and American Century STOXX U.S. Quality Value ETF (VALQ). 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.

	BUSA	VALQ	Difference
Sharpe ratio: Return per unit of total volatility	1.90	1.46	+0.44
Sortino ratio: Return per unit of downside risk	2.72	2.17	+0.55
Omega ratio: Gain probability vs. loss probability	1.34	1.26	+0.08
Calmar ratio: Return relative to maximum drawdown	2.96	2.07	+0.89
Martin ratio: Return relative to average drawdown	10.06	5.87	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BUSA vs. VALQ - Sharpe Ratio Comparison

The current BUSA Sharpe Ratio is 1.90, which is higher than the VALQ Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BUSA and VALQ, 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

	BUSA	VALQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	1.46	+0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.45	0.50	+0.94

Drawdowns

BUSA vs. VALQ - Drawdown Comparison

The maximum BUSA drawdown since its inception was -14.19%, smaller than the maximum VALQ drawdown of -38.19%. Use the drawdown chart below to compare losses from any high point for BUSA and VALQ.

Drawdown Indicators

	BUSA	VALQ	Difference
Max Drawdown Largest peak-to-trough decline	-14.19%	-38.19%	+24.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.61%	-7.85%	+0.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.62%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.19%	—
Current Drawdown Current decline from peak	-0.86%	-0.38%	-0.48%
Average Drawdown Average peak-to-trough decline	-2.15%	-4.95%	+2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.76%	-0.53%

Volatility

BUSA vs. VALQ - Volatility Comparison

Brandes U.S. Value ETF (BUSA) and American Century STOXX U.S. Quality Value ETF (VALQ) have volatilities of 2.50% and 2.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUSA	VALQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	2.45%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	8.44%	7.97%	+0.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	11.13%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.65%	14.48%	-0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.65%	17.66%	-4.01%

BUSA vs. VALQ - Expense Ratio Comparison

BUSA has a 0.60% expense ratio, which is higher than VALQ's 0.29% expense ratio.

Dividends

BUSA vs. VALQ - Dividend Comparison

BUSA's dividend yield for the trailing twelve months is around 1.48%, less than VALQ's 1.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BUSA Brandes U.S. Value ETF	1.48%	1.53%	1.37%	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%
VALQ American Century STOXX U.S. Quality Value ETF	1.73%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%

Frequently Asked Questions

Can I hold both BUSA and VALQ in my portfolio?

With a correlation of 0.90, BUSA and VALQ 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, BUSA or VALQ?

BUSA has higher volatility (2.50%) compared to VALQ (2.45%). In terms of maximum drawdown, BUSA dropped -14.19% vs VALQ's -38.19%.

Which ETF is better, BUSA or VALQ?

On 1-year performance, BUSA leads with 22.40% vs 16.17% for VALQ. On fees, VALQ is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUSA or VALQ?

Over the 1-year period, BUSA has performed better with a 22.40% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUSA or VALQ?

VALQ is cheaper with a 0.29% expense ratio, compared with 0.60% for BUSA.

Which ETF pays a higher dividend yield, BUSA or VALQ?

VALQ has the higher dividend yield at 1.73%, compared with 1.48% for BUSA.

What is the main difference between BUSA and VALQ?

They also come from different issuers: Brandes and American Century. Their fees differ too: 0.60% for BUSA and 0.29% for VALQ.

Which has better risk-adjusted returns?

BUSA currently has the higher Sharpe Ratio (1.90 vs 1.46), 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.