DEEP vs. QVAL
Compare and contrast key facts about Roundhill Acquirers Deep Value ETF (DEEP) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
DEEP and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEEP is a passively managed fund by Exchange Traded Concepts that tracks the performance of the DEEP-US - Acquirers Deep Value Index. It was launched on Sep 23, 2014. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
DEEP vs. QVAL - Performance Comparison
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DEEP vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 3.00% | 5.69% | -2.97% | 22.37% | -17.71% | 35.66% | -9.96% | 12.54% | -7.17% | 27.19% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.89% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -17.28% | 25.59% |
Returns By Period
In the year-to-date period, DEEP achieves a 3.00% return, which is significantly lower than QVAL's 7.89% return. Over the past 10 years, DEEP has underperformed QVAL with an annualized return of 7.19%, while QVAL has yielded a comparatively higher 10.22% annualized return.
DEEP
- 1D
- 0.41%
- 1M
- -3.41%
- YTD
- 3.00%
- 6M
- 2.48%
- 1Y
- 20.61%
- 3Y*
- 7.07%
- 5Y*
- 3.12%
- 10Y*
- 7.19%
QVAL
- 1D
- 0.56%
- 1M
- -1.05%
- YTD
- 7.89%
- 6M
- 12.39%
- 1Y
- 24.13%
- 3Y*
- 17.72%
- 5Y*
- 11.78%
- 10Y*
- 10.22%
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DEEP vs. QVAL - Expense Ratio Comparison
DEEP has a 0.80% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Return for Risk
DEEP vs. QVAL — Risk / Return Rank
DEEP
QVAL
DEEP vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Acquirers Deep Value ETF (DEEP) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
| DEEP | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.20 | -0.29 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.84 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.25 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.71 | -0.23 |
Martin ratioReturn relative to average drawdown | 4.33 | 7.37 | -3.04 |
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
| DEEP | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.20 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.55 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.45 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.47 | -0.20 |
Correlation
The correlation between DEEP and QVAL is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DEEP vs. QVAL - Dividend Comparison
DEEP's dividend yield for the trailing twelve months is around 1.66%, more than QVAL's 1.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEEP Roundhill Acquirers Deep Value ETF | 1.66% | 1.78% | 1.96% | 1.67% | 1.28% | 1.43% | 4.03% | 3.49% | 1.51% | 2.01% | 3.14% | 3.98% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.55% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% | 0.00% |
Drawdowns
DEEP vs. QVAL - Drawdown Comparison
The maximum DEEP drawdown since its inception was -52.52%, roughly equal to the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DEEP and QVAL.
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Drawdown Indicators
| DEEP | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.52% | -51.49% | -1.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.91% | -14.61% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -28.40% | -27.17% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -52.52% | -51.49% | -1.03% |
Current DrawdownCurrent decline from peak | -5.91% | -2.33% | -3.58% |
Average DrawdownAverage peak-to-trough decline | -10.53% | -7.90% | -2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.75% | 3.40% | +1.35% |
Volatility
DEEP vs. QVAL - Volatility Comparison
Roundhill Acquirers Deep Value ETF (DEEP) has a higher volatility of 5.18% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.23%. This indicates that DEEP's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DEEP | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 4.23% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 10.22% | +3.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.83% | 20.20% | +2.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.70% | 21.64% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 22.80% | +1.47% |