CBSE vs. LVDS
CBSE (Clough Select Equity ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. Both are actively managed. A 0.65 correlation means they provide meaningful diversification when combined. CBSE charges 0.85%/yr vs 0.30%/yr for LVDS.
Performance
CBSE vs. LVDS - Performance Comparison
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Returns By Period
In the year-to-date period, CBSE achieves a 32.18% return, which is significantly higher than LVDS's 13.56% return.
CBSE
- 1D
- -0.93%
- 1M
- 10.89%
- YTD
- 32.18%
- 6M
- 29.85%
- 1Y
- 51.66%
- 3Y*
- 31.65%
- 5Y*
- 12.52%
- 10Y*
- —
LVDS
- 1D
- 0.18%
- 1M
- 3.85%
- YTD
- 13.56%
- 6M
- 14.52%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CBSE vs. LVDS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CBSE Clough Select Equity ETF | 32.18% | 6.64% |
LVDS JPMorgan Fundamental Data Science Large Value ETF | 13.56% | 7.24% |
Correlation
The correlation between CBSE and LVDS is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025 | 0.65 |
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Return for Risk
CBSE vs. LVDS — Risk / Return Rank
CBSE
LVDS
CBSE vs. LVDS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clough Select Equity ETF (CBSE) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.
| CBSE | LVDS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.37 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | — | — |
| Martin ratioReturn relative to average drawdown | 11.59 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBSE | LVDS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 2.39 | -1.58 |
Drawdowns
CBSE vs. LVDS - Drawdown Comparison
The maximum CBSE drawdown since its inception was -36.30%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for CBSE and LVDS.
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Drawdown Indicators
| CBSE | LVDS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -6.64% | -29.66% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | — | — |
Current DrawdownCurrent decline from peak | -0.93% | 0.00% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -12.31% | -0.98% | -11.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.47% | — | — |
Volatility
CBSE vs. LVDS - Volatility Comparison
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Volatility by Period
| CBSE | LVDS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.58% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.55% | 10.43% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.06% | 10.43% | +13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.79% | 10.43% | +13.36% |
CBSE vs. LVDS - Expense Ratio Comparison
CBSE has a 0.85% expense ratio, which is higher than LVDS's 0.30% expense ratio.
Dividends
CBSE vs. LVDS - Dividend Comparison
CBSE's dividend yield for the trailing twelve months is around 0.26%, less than LVDS's 7.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 0.26% | 0.35% | 0.37% | 1.50% | 0.52% |
LVDS JPMorgan Fundamental Data Science Large Value ETF | 7.56% | 8.25% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CBSE and LVDS have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVDS is cheaper with a 0.30% expense ratio, compared with 0.85% for CBSE.
LVDS has the higher dividend yield at 7.56%, compared with 0.26% for CBSE.
They also come from different issuers: Clough and JPMorgan. Their fees differ too: 0.85% for CBSE and 0.30% for LVDS.
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