CBSE vs. VLUE
CBSE (Clough Select Equity ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. CBSE is actively managed, while VLUE is passively managed. Over the past 5 years, CBSE returned 10.41%/yr vs 15.91%/yr for VLUE. Their 0.74 correlation means they have sometimes moved together and sometimes differently. CBSE charges 0.85%/yr vs 0.15%/yr for VLUE.
Performance
CBSE vs. VLUE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CBSE achieves a 17.44% return, which is significantly lower than VLUE's 40.90% return.
CBSE
- 1D
- 0.48%
- 1M
- -8.06%
- 6M
- 10.14%
- YTD
- 17.44%
- 1Y
- 22.91%
- 3Y*
- 24.56%
- 5Y*
- 10.41%
- 10Y*
- —
- ALL TIME*
- 16.07%
VLUE
- 1D
- -1.13%
- 1M
- -0.95%
- 6M
- 30.89%
- YTD
- 40.90%
- 1Y
- 74.68%
- 3Y*
- 28.44%
- 5Y*
- 15.91%
- 10Y*
- 14.59%
- ALL TIME*
- 13.47%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $202.38K | $195.77K | $371.19K | |
| $126.51M | $186.31M | $281.60M |
CBSE vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 17.44% | 19.53% | 32.20% | 17.29% | -19.92% | 14.57% | 17.27% |
VLUE iShares MSCI USA Value Factor ETF | 40.90% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | 9.72% |
Correlation
The correlation between CBSE and VLUE is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2020 | 0.74 |
The correlation between CBSE and VLUE has been stable across timeframes, ranging from 0.70 to 0.74 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CBSE vs. VLUE — Risk / Return Rank
CBSE
VLUE
CBSE vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clough Select Equity ETF (CBSE) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| CBSE | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.60 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | 1.56 | 8.06 | -6.50 |
| Martin ratioReturn relative to average drawdown | 4.04 | 27.03 | -23.00 |
Loading charts...
Drawdowns
CBSE vs. VLUE - Drawdown Comparison
The maximum CBSE drawdown since its inception was -36.30%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for CBSE and VLUE.
Loading charts...
Drawdown Indicators
| CBSE | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.30% | -39.47% | +3.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -9.04% | -4.53% |
Max Drawdown (3Y)Largest decline over 3 years | -29.40% | -17.89% | -11.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.30% | -27.12% | -9.18% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -11.97% | -6.57% | -5.40% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -5.99% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 2.69% | +2.55% |
Volatility
CBSE vs. VLUE - Volatility Comparison
The current volatility for Clough Select Equity ETF (CBSE) is 5.71%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 6.56%. This indicates that CBSE experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CBSE | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 6.56% | -0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 20.76% | 17.51% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.56% | 20.49% | +5.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.56% | 18.37% | +6.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.07% | 20.05% | +4.02% |
CBSE vs. VLUE - Expense Ratio Comparison
CBSE has a 0.85% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
CBSE vs. VLUE - Dividend Comparison
CBSE's dividend yield for the trailing twelve months is around 0.29%, less than VLUE's 1.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBSE Clough Select Equity ETF | 0.29% | 0.35% | 0.37% | 1.50% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.47% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Frequently Asked Questions
CBSE and VLUE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (6.56%) compared to CBSE (5.71%). In terms of maximum drawdown, CBSE dropped -36.30% vs VLUE's -39.47%.
On 5-year performance, VLUE leads with 15.91% vs 10.41% for CBSE. On fees, VLUE is cheaper at 0.15% per year. On volatility, CBSE has been the lower-risk option at 5.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VLUE has performed better with a 15.91% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.85% for CBSE.
VLUE has the higher dividend yield at 1.47%, compared with 0.29% for CBSE.
They also come from different issuers: Clough and iShares. Their fees differ too: 0.85% for CBSE and 0.15% for VLUE.
VLUE currently has the higher Sharpe Ratio (3.57 vs 0.83), 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.
Find the right allocation for CBSE and VLUE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer