CBSE vs. MFVL

Last updated Apr 1, 2026

Compare and contrast key facts about Clough Select Equity ETF (CBSE) and Motley Fool Value Factor ETF (MFVL).

CBSE and MFVL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CBSE is an actively managed fund by Clough. It was launched on Nov 13, 2020. MFVL is an actively managed fund by Motley Fool. It was launched on Dec 8, 2025.

Performance

CBSE vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Select Equity ETF (CBSE) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

CBSE vs. MFVL - Yearly Performance Comparison

	2026 (YTD)	2025
CBSE Clough Select Equity ETF	0.99%	-4.08%
MFVL Motley Fool Value Factor ETF	-1.60%	1.39%

Returns By Period

In the year-to-date period, CBSE achieves a 0.99% return, which is significantly higher than MFVL's -1.60% return.

CBSE

• 1D: 2.61%
• 1M: -6.97%
• YTD: 0.99%
• 6M: -3.27%
• 1Y: 33.74%
• 3Y*: 19.48%
• 5Y*: 7.10%
• 10Y*: —

MFVL

• 1D: 1.37%
• 1M: -5.21%
• YTD: -1.60%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CBSE vs. MFVL - Expense Ratio Comparison

CBSE has a 0.85% expense ratio, which is higher than MFVL's 0.50% expense ratio.

CBSE

Clough Select Equity ETF

MFVL

Motley Fool Value Factor ETF

Return for Risk

CBSE vs. MFVL — Risk / Return Rank

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

CBSE

CBSE Risk / Return Rank: 73
CBSE Sharpe Ratio Rank: 74
CBSE Sortino Ratio Rank: 74
CBSE Omega Ratio Rank: 68
CBSE Calmar Ratio Rank: 80
CBSE Martin Ratio Rank: 67

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.

CBSE vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Select Equity ETF (CBSE) and Motley Fool Value Factor ETF (MFVL). 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	MFVL	Difference
Sharpe ratio Return per unit of total volatility	1.33	—	—
Sortino ratio Return per unit of downside risk	1.87	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.18	—	—
Martin ratio Return relative to average drawdown	6.81	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CBSE	MFVL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	-0.07	+0.66

Correlation

The correlation between CBSE and MFVL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

CBSE vs. MFVL - Dividend Comparison

CBSE's dividend yield for the trailing twelve months is around 0.34%, while MFVL has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
CBSE Clough Select Equity ETF	0.34%	0.35%	0.37%	1.50%	0.52%
MFVL Motley Fool Value Factor ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

CBSE vs. MFVL - Drawdown Comparison

The maximum CBSE drawdown since its inception was -36.30%, which is greater than MFVL's maximum drawdown of -6.49%. Use the drawdown chart below to compare losses from any high point for CBSE and MFVL.

Drawdown Indicators

	CBSE	MFVL	Difference
Max Drawdown Largest peak-to-trough decline	-36.30%	-6.49%	-29.81%
Max Drawdown (1Y) Largest decline over 1 year	-14.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-36.30%	—	—
Current Drawdown Current decline from peak	-9.23%	-5.21%	-4.02%
Average Drawdown Average peak-to-trough decline	-12.65%	-1.41%	-11.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.77%	—	—

Volatility

Volatility by Period

	CBSE	MFVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.57%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.59%	11.67%	+13.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.81%	11.67%	+12.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.70%	11.67%	+12.03%