GVLE vs. IUSV
GVLE (Goldman Sachs Value Opportunities ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. GVLE is actively managed, while IUSV is passively managed. Their 0.77 correlation means they have sometimes moved together and sometimes differently. GVLE charges 0.45%/yr vs 0.04%/yr for IUSV.
Performance
GVLE vs. IUSV - Performance Comparison
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Returns By Period
In the year-to-date period, GVLE achieves a 18.84% return, which is significantly higher than IUSV's 10.38% return.
GVLE
- 1D
- 2.16%
- 1M
- 2.61%
- 6M
- 16.20%
- YTD
- 18.84%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
IUSV
- 1D
- -0.22%
- 1M
- 0.64%
- 6M
- 7.56%
- YTD
- 10.38%
- 1Y
- 21.41%
- 3Y*
- 13.80%
- 5Y*
- 11.39%
- 10Y*
- 11.91%
- ALL TIME*
- 11.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $50.89K | $151.90K | $80.35K | |
| $60.14M | $63.62M | $70.42M |
GVLE vs. IUSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GVLE Goldman Sachs Value Opportunities ETF | 18.84% | 4.29% |
IUSV iShares Core S&P U.S. Value ETF | 10.38% | 1.75% |
Correlation
The correlation between GVLE and IUSV is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | 0.77 |
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Return for Risk
GVLE vs. IUSV — Risk / Return Rank
GVLE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IUSV
GVLE vs. IUSV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Value Opportunities ETF (GVLE) and iShares Core S&P U.S. Value ETF (IUSV). 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.
| GVLE | IUSV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.13 | — |
| Martin ratioReturn relative to average drawdown | — | 12.16 | — |
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Drawdowns
GVLE vs. IUSV - Drawdown Comparison
The maximum GVLE drawdown since its inception was -7.88%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for GVLE and IUSV.
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Drawdown Indicators
| GVLE | IUSV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.88% | -56.88% | +49.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.36% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.95% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.54% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.12% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -6.26% | +5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.64% | — |
Volatility
GVLE vs. IUSV - Volatility Comparison
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Volatility by Period
| GVLE | IUSV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.24% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.05% | 10.10% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.05% | 14.45% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.05% | 16.99% | -2.94% |
GVLE vs. IUSV - Expense Ratio Comparison
GVLE has a 0.45% expense ratio, which is higher than IUSV's 0.04% expense ratio.
Dividends
GVLE vs. IUSV - Dividend Comparison
GVLE's dividend yield for the trailing twelve months is around 0.98%, less than IUSV's 1.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVLE Goldman Sachs Value Opportunities ETF | 0.98% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUSV iShares Core S&P U.S. Value ETF | 1.66% | 1.78% | 2.15% | 1.75% | 2.22% | 1.87% | 2.40% | 2.19% | 2.67% | 1.93% | 4.44% | 7.63% |
Frequently Asked Questions
GVLE and IUSV have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSV is cheaper with a 0.04% expense ratio, compared with 0.45% for GVLE.
IUSV has the higher dividend yield at 1.66%, compared with 0.98% for GVLE.
They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.45% for GVLE and 0.04% for IUSV.
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