EVUS vs. LSVD

Last updated Jun 23, 2026

EVUS (Ishares ESG Aware MSCI USA Value ETF) and LSVD (LSV Disciplined Value ETF) are both Large Cap Value Equities funds. EVUS is passively managed, while LSVD is actively managed. Over the past year, EVUS returned 21.71% vs 39.73% for LSVD. Their correlation of 0.83 suggests significant overlap in exposure. EVUS charges 0.18%/yr vs 0.40%/yr for LSVD.

Performance

EVUS vs. LSVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares ESG Aware MSCI USA Value ETF (EVUS) and LSV Disciplined Value ETF (LSVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EVUS achieves a 10.02% return, which is significantly lower than LSVD's 15.72% return.

EVUS

• 1D: 0.43%
• 1M: 0.44%
• YTD: 10.02%
• 6M: 9.44%
• 1Y: 21.71%
• 3Y*: 15.77%
• 5Y*: —
• 10Y*: —

LSVD

• 1D: -0.36%
• 1M: 0.57%
• YTD: 15.72%
• 6M: 15.13%
• 1Y: 39.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EVUS vs. LSVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EVUS Ishares ESG Aware MSCI USA Value ETF	10.02%	13.31%	-1.87%
LSVD LSV Disciplined Value ETF	15.72%	22.29%	-2.62%

Correlation

The correlation between EVUS and LSVD is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.83

The correlation between EVUS and LSVD has been stable across timeframes, ranging from 0.83 to 0.83 - a consistent structural relationship.

Return for Risk

EVUS vs. LSVD — Risk / Return Rank

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

EVUS

EVUS Risk / Return Rank: 63
EVUS Sharpe Ratio Rank: 64
EVUS Sortino Ratio Rank: 64
EVUS Omega Ratio Rank: 61
EVUS Calmar Ratio Rank: 59
EVUS Martin Ratio Rank: 66

LSVD

LSVD Risk / Return Rank: 90
LSVD Sharpe Ratio Rank: 91
LSVD Sortino Ratio Rank: 91
LSVD Omega Ratio Rank: 89
LSVD Calmar Ratio Rank: 88
LSVD 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.

EVUS vs. LSVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and LSV Disciplined Value ETF (LSVD). 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.

	EVUS	LSVD	Difference
Sharpe ratio: Return per unit of total volatility	2.04	3.03	-0.99
Sortino ratio: Return per unit of downside risk	2.87	4.06	-1.18
Omega ratio: Gain probability vs. loss probability	1.36	1.53	-0.17
Calmar ratio: Return relative to maximum drawdown	2.82	4.94	-2.12
Martin ratio: Return relative to average drawdown	11.81	21.76	-9.95

EVUS vs. LSVD - Sharpe Ratio Comparison

The current EVUS Sharpe Ratio is 2.04, which is lower than the LSVD Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of EVUS and LSVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EVUS vs. LSVD - Drawdown Comparison

The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum LSVD drawdown of -19.30%. Use the drawdown chart below to compare losses from any high point for EVUS and LSVD.

Drawdown Indicators

	EVUS	LSVD	Difference
Max Drawdown Largest peak-to-trough decline	-15.65%	-19.30%	+3.65%
Max Drawdown (1Y) Largest decline over 1 year	-7.72%	-8.07%	+0.35%
Max Drawdown (3Y) Largest decline over 3 years	-15.65%	—	—
Current Drawdown Current decline from peak	-0.97%	-2.32%	+1.35%
Average Drawdown Average peak-to-trough decline	-2.75%	-2.49%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	1.83%	+0.01%

Volatility

EVUS vs. LSVD - Volatility Comparison

The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 3.27%, while LSV Disciplined Value ETF (LSVD) has a volatility of 4.68%. This indicates that EVUS experiences smaller price fluctuations and is considered to be less risky than LSVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EVUS	LSVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.27%	4.68%	-1.41%
Volatility (6M) Calculated over the trailing 6-month period	8.21%	10.24%	-2.03%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	13.22%	-2.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.73%	17.64%	-4.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.73%	17.64%	-4.91%

EVUS vs. LSVD - Expense Ratio Comparison

EVUS has a 0.18% expense ratio, which is lower than LSVD's 0.40% expense ratio.

Dividends

EVUS vs. LSVD - Dividend Comparison

EVUS's dividend yield for the trailing twelve months is around 1.53%, more than LSVD's 0.28% yield.

Position	TTM	2025	2024	2023
EVUS Ishares ESG Aware MSCI USA Value ETF	1.53%	1.62%	1.99%	2.31%
LSVD LSV Disciplined Value ETF	0.28%	0.32%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EVUS and LSVD in my portfolio?

EVUS and LSVD have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EVUS or LSVD?

LSVD has higher volatility (4.68%) compared to EVUS (3.27%). In terms of maximum drawdown, EVUS dropped -15.65% vs LSVD's -19.30%.

Which ETF is better, EVUS or LSVD?

On 1-year performance, LSVD leads with 39.73% vs 21.71% for EVUS. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 3.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EVUS or LSVD?

Over the 1-year period, LSVD has performed better with a 39.73% return vs 21.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EVUS or LSVD?

EVUS is cheaper with a 0.18% expense ratio, compared with 0.40% for LSVD.

Which ETF pays a higher dividend yield, EVUS or LSVD?

EVUS has the higher dividend yield at 1.53%, compared with 0.28% for LSVD.

What is the main difference between EVUS and LSVD?

They also come from different issuers: iShares and LSV. Their fees differ too: 0.18% for EVUS and 0.40% for LSVD.

Which has better risk-adjusted returns?

LSVD currently has the higher Sharpe Ratio (3.03 vs 2.04), 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.