EVUS vs. VLUE

In the year-to-date period, EVUS achieves a 1.06% return, which is significantly lower than VLUE's 1.95% return.

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EVUS has a 0.18% expense ratio, which is higher than VLUE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

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

The current EVUS Sharpe Ratio is 0.58, which is higher than the VLUE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of EVUS 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.

EVUS's dividend yield for the trailing twelve months is around 1.86%, less than VLUE's 2.68% yield.

The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for EVUS and VLUE.

The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 4.35%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 4.91%. This indicates that EVUS 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.