GVLU vs. DXUV

Last updated Jun 4, 2026

GVLU (Gotham 1000 Value ETF) and DXUV (Dimensional US Vector Equity ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past year, GVLU returned 18.56% vs 27.35% for DXUV. Their correlation of 0.86 suggests significant overlap in exposure. GVLU charges 0.51%/yr vs 0.25%/yr for DXUV.

Performance

GVLU vs. DXUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham 1000 Value ETF (GVLU) and Dimensional US Vector Equity ETF (DXUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVLU achieves a 6.95% return, which is significantly lower than DXUV's 10.92% return.

GVLU

• 1D: -0.67%
• 1M: 1.02%
• YTD: 6.95%
• 6M: 7.83%
• 1Y: 18.56%
• 3Y*: 15.80%
• 5Y*: —
• 10Y*: —

DXUV

• 1D: -0.66%
• 1M: 3.66%
• YTD: 10.92%
• 6M: 11.46%
• 1Y: 27.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GVLU vs. DXUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GVLU Gotham 1000 Value ETF	6.95%	11.24%	2.56%
DXUV Dimensional US Vector Equity ETF	10.92%	14.34%	5.00%

Correlation

The correlation between GVLU and DXUV is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024	0.86

The correlation between GVLU and DXUV has been stable across timeframes, ranging from 0.82 to 0.86 - a consistent structural relationship.

GVLU vs. DXUV - Sectors Allocation Comparison

Sectors	GVLU	DXUV
Consumer Cyclical	16.1%	11.4%
Financial Services	15.9%	16.3%
Technology	14.5%	24.2%
Energy	11.4%	7.0%
Industrials	11.2%	14.7%
Healthcare	10.8%	8.3%
Consumer Defensive	10.3%	5.4%
Basic Materials	5.2%	3.7%
Communication Services	3.7%	8.1%
Real Estate	0.5%	0.4%
Utilities	0.4%	0.5%

Return for Risk

GVLU vs. DXUV — Risk / Return Rank

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

GVLU

GVLU Risk / Return Rank: 42
GVLU Sharpe Ratio Rank: 39
GVLU Sortino Ratio Rank: 42
GVLU Omega Ratio Rank: 36
GVLU Calmar Ratio Rank: 46
GVLU Martin Ratio Rank: 45

DXUV

DXUV Risk / Return Rank: 66
DXUV Sharpe Ratio Rank: 66
DXUV Sortino Ratio Rank: 66
DXUV Omega Ratio Rank: 64
DXUV Calmar Ratio Rank: 65
DXUV Martin Ratio Rank: 71

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.

GVLU vs. DXUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) and Dimensional US Vector Equity ETF (DXUV). 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.

	GVLU	DXUV	Difference
Sharpe ratio: Return per unit of total volatility	1.39	2.17	-0.77
Sortino ratio: Return per unit of downside risk	2.16	3.04	-0.88
Omega ratio: Gain probability vs. loss probability	1.24	1.38	-0.14
Calmar ratio: Return relative to maximum drawdown	2.29	3.22	-0.93
Martin ratio: Return relative to average drawdown	7.40	13.10	-5.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GVLU vs. DXUV - Sharpe Ratio Comparison

The current GVLU Sharpe Ratio is 1.39, which is lower than the DXUV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of GVLU and DXUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GVLU	DXUV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	2.17	-0.77
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	1.05	-0.45

Drawdowns

GVLU vs. DXUV - Drawdown Comparison

The maximum GVLU drawdown since its inception was -20.82%, roughly equal to the maximum DXUV drawdown of -21.08%. Use the drawdown chart below to compare losses from any high point for GVLU and DXUV.

Drawdown Indicators

	GVLU	DXUV	Difference
Max Drawdown Largest peak-to-trough decline	-20.82%	-21.08%	+0.26%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-8.53%	+0.39%
Max Drawdown (3Y) Largest decline over 3 years	-20.82%	—	—
Current Drawdown Current decline from peak	-1.57%	-0.66%	-0.91%
Average Drawdown Average peak-to-trough decline	-4.16%	-3.08%	-1.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.52%	2.09%	+0.43%

Volatility

GVLU vs. DXUV - Volatility Comparison

Gotham 1000 Value ETF (GVLU) and Dimensional US Vector Equity ETF (DXUV) have volatilities of 3.03% and 2.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVLU	DXUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.03%	2.98%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	9.04%	8.99%	+0.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.44%	12.72%	+0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.79%	17.31%	+0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.79%	17.31%	+0.48%

GVLU vs. DXUV - Expense Ratio Comparison

GVLU has a 0.51% expense ratio, which is higher than DXUV's 0.25% expense ratio.

Dividends

GVLU vs. DXUV - Dividend Comparison

GVLU's dividend yield for the trailing twelve months is around 6.02%, more than DXUV's 0.96% yield.

Position	TTM	2025	2024	2023	2022
DXUV Dimensional US Vector Equity ETF	0.96%	1.01%	0.37%	0.00%	0.00%
GVLU Gotham 1000 Value ETF	6.02%	6.44%	2.88%	1.62%	0.98%

Frequently Asked Questions

Can I hold both GVLU and DXUV in my portfolio?

GVLU and DXUV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GVLU or DXUV?

GVLU has higher volatility (3.03%) compared to DXUV (2.98%). In terms of maximum drawdown, GVLU dropped -20.82% vs DXUV's -21.08%.

Which ETF is better, GVLU or DXUV?

On 1-year performance, DXUV leads with 27.35% vs 18.56% for GVLU. On fees, DXUV is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVLU or DXUV?

Over the 1-year period, DXUV has performed better with a 27.35% return vs 18.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GVLU or DXUV?

DXUV is cheaper with a 0.25% expense ratio, compared with 0.51% for GVLU.

Which ETF pays a higher dividend yield, GVLU or DXUV?

GVLU has the higher dividend yield at 6.02%, compared with 0.96% for DXUV.

What is the main difference between GVLU and DXUV?

They also come from different issuers: Gotham and Dimensional. Their fees differ too: 0.51% for GVLU and 0.25% for DXUV.

Which has better risk-adjusted returns?

DXUV currently has the higher Sharpe Ratio (2.17 vs 1.39), 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.