DVDN vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about Kingsbarn Dividend Opportunity ETF (DVDN) and iShares Edge MSCI USA Value Factor ETF (VLUE).

DVDN and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVDN is an actively managed fund by Kingsbarn. It was launched on Nov 1, 2023. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013.

Performance

DVDN vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Kingsbarn Dividend Opportunity ETF (DVDN) and iShares Edge MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

DVDN vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DVDN Kingsbarn Dividend Opportunity ETF	-9.53%	-17.23%	2.17%	14.96%
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	7.25%	13.26%

Returns By Period

In the year-to-date period, DVDN achieves a -9.53% return, which is significantly lower than VLUE's 4.44% return.

DVDN

• 1D: 2.59%
• 1M: -4.47%
• YTD: -9.53%
• 6M: -15.91%
• 1Y: -25.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VLUE

• 1D: 2.68%
• 1M: -5.29%
• YTD: 4.44%
• 6M: 14.88%
• 1Y: 36.35%
• 3Y*: 18.33%
• 5Y*: 9.45%
• 10Y*: 11.61%

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

DVDN vs. VLUE - Expense Ratio Comparison

DVDN has a 1.72% expense ratio, which is higher than VLUE's 0.15% expense ratio.

DVDN

Kingsbarn Dividend Opportunity ETF

VLUE

iShares Edge MSCI USA Value Factor ETF

Return for Risk

DVDN vs. VLUE — Risk / Return Rank

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

DVDN

DVDN Risk / Return Rank: 0
DVDN Sharpe Ratio Rank: 0
DVDN Sortino Ratio Rank: 1
DVDN Omega Ratio Rank: 1
DVDN Calmar Ratio Rank: 1
DVDN Martin Ratio Rank: 1

VLUE

VLUE Risk / Return Rank: 90
VLUE Sharpe Ratio Rank: 89
VLUE Sortino Ratio Rank: 90
VLUE Omega Ratio Rank: 89
VLUE Calmar Ratio Rank: 90
VLUE Martin Ratio Rank: 92

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.

DVDN vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Kingsbarn Dividend Opportunity ETF (DVDN) and iShares Edge 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.

	DVDN	VLUE	Difference
Sharpe ratio Return per unit of total volatility	-1.23	1.87	-3.10
Sortino ratio Return per unit of downside risk	-1.64	2.52	-4.16
Omega ratio Gain probability vs. loss probability	0.80	1.36	-0.56
Calmar ratio Return relative to maximum drawdown	-0.88	2.92	-3.80
Martin ratio Return relative to average drawdown	-1.68	12.74	-14.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVDN vs. VLUE - Sharpe Ratio Comparison

The current DVDN Sharpe Ratio is -1.23, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DVDN and VLUE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DVDN	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.23	1.87	-3.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.55	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	0.61	-0.89

Correlation

The correlation between DVDN and VLUE is 0.61, 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

DVDN vs. VLUE - Dividend Comparison

DVDN's dividend yield for the trailing twelve months is around 19.08%, more than VLUE's 2.00% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVDN Kingsbarn Dividend Opportunity ETF	19.08%	17.27%	14.43%	2.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VLUE iShares Edge MSCI USA Value Factor ETF	2.00%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Drawdowns

DVDN vs. VLUE - Drawdown Comparison

The maximum DVDN drawdown since its inception was -34.59%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for DVDN and VLUE.

Drawdown Indicators

	DVDN	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-39.47%	+4.88%
Max Drawdown (1Y) Largest decline over 1 year	-28.81%	-12.81%	-16.00%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-31.59%	-6.60%	-24.99%
Average Drawdown Average peak-to-trough decline	-11.42%	-6.08%	-5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.23%	2.94%	+12.29%

Volatility

DVDN vs. VLUE - Volatility Comparison

Kingsbarn Dividend Opportunity ETF (DVDN) has a higher volatility of 8.59% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 6.26%. This indicates that DVDN's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVDN	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.59%	6.26%	+2.33%
Volatility (6M) Calculated over the trailing 6-month period	13.57%	12.28%	+1.29%
Volatility (1Y) Calculated over the trailing 1-year period	21.04%	19.55%	+1.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.78%	17.35%	+1.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.78%	19.61%	-0.83%