FCUV vs. VLUE

Last updated Apr 1, 2026

Compare and contrast key facts about Focus Universal Inc. (FCUV) and iShares Edge MSCI USA Value Factor ETF (VLUE).

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

FCUV vs. VLUE - Performance Comparison

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

FCUV vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
FCUV Focus Universal Inc.	-55.44%	-76.85%	-76.03%	-65.83%	-27.65%	153.14%	-30.00%	0.00%
VLUE iShares Edge MSCI USA Value Factor ETF	4.44%	32.67%	7.25%	14.26%	-14.17%	28.93%	-0.23%	-0.21%

Returns By Period

In the year-to-date period, FCUV achieves a -55.44% return, which is significantly lower than VLUE's 4.44% return.

FCUV

• 1D: 0.28%
• 1M: -27.66%
• YTD: -55.44%
• 6M: -88.32%
• 1Y: -91.34%
• 3Y*: -75.65%
• 5Y*: -58.21%
• 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)

Return for Risk

FCUV vs. VLUE — Risk / Return Rank

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

FCUV

FCUV Risk / Return Rank: 7
FCUV Sharpe Ratio Rank: 12
FCUV Sortino Ratio Rank: 4
FCUV Omega Ratio Rank: 5
FCUV Calmar Ratio Rank: 4
FCUV Martin Ratio Rank: 8

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.

FCUV vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Focus Universal Inc. (FCUV) 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.

	FCUV	VLUE	Difference
Sharpe ratio Return per unit of total volatility	-0.70	1.87	-2.57
Sortino ratio Return per unit of downside risk	-1.74	2.52	-4.26
Omega ratio Gain probability vs. loss probability	0.80	1.36	-0.56
Calmar ratio Return relative to maximum drawdown	-0.97	2.92	-3.89
Martin ratio Return relative to average drawdown	-1.56	12.74	-14.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FCUV vs. VLUE - Sharpe Ratio Comparison

The current FCUV Sharpe Ratio is -0.70, which is lower than the VLUE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of FCUV 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

	FCUV	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.70	1.87	-2.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.31	0.55	-0.86
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.29	0.61	-0.90

Correlation

The correlation between FCUV and VLUE is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

FCUV vs. VLUE - Dividend Comparison

FCUV has not paid dividends to shareholders, while VLUE's dividend yield for the trailing twelve months is around 2.00%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FCUV Focus Universal Inc.	0.00%	0.00%	0.00%	0.00%	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

FCUV vs. VLUE - Drawdown Comparison

The maximum FCUV drawdown since its inception was -99.77%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for FCUV and VLUE.

Drawdown Indicators

	FCUV	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-99.77%	-39.47%	-60.30%
Max Drawdown (1Y) Largest decline over 1 year	-94.98%	-12.81%	-82.17%
Max Drawdown (5Y) Largest decline over 5 years	-99.77%	-27.12%	-72.65%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-99.72%	-6.60%	-93.12%
Average Drawdown Average peak-to-trough decline	-67.24%	-6.08%	-61.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	58.83%	2.94%	+55.89%

Volatility

FCUV vs. VLUE - Volatility Comparison

Focus Universal Inc. (FCUV) has a higher volatility of 57.49% compared to iShares Edge MSCI USA Value Factor ETF (VLUE) at 6.26%. This indicates that FCUV'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

	FCUV	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	57.49%	6.26%	+51.23%
Volatility (6M) Calculated over the trailing 6-month period	109.90%	12.28%	+97.62%
Volatility (1Y) Calculated over the trailing 1-year period	129.89%	19.55%	+110.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	188.97%	17.35%	+171.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	185.08%	19.61%	+165.47%