GVUS vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

GVUS and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GVUS is a passively managed fund by Goldman Sachs that tracks the performance of the Russell 1000 Value 40 Act Daily Capped Index - Benchmark TR Gross. It was launched on Nov 28, 2023. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

GVUS vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

GVUS vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.94%	8.06%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

The year-to-date returns for both investments are quite close, with GVUS having a 1.94% return and LVDS slightly higher at 1.98%.

GVUS

• 1D: 2.03%
• 1M: -4.79%
• YTD: 1.94%
• 6M: 5.84%
• 1Y: 15.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GVUS vs. LVDS - Expense Ratio Comparison

GVUS has a 0.12% expense ratio, which is lower than LVDS's 0.30% expense ratio.

LVDS

JPMorgan Fundamental Data Science Large Value ETF

GVUS

Goldman Sachs MarketBeta Russell 1000 Value Equity ETF

Return for Risk

GVUS vs. LVDS — Risk / Return Rank

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

GVUS

GVUS Risk / Return Rank: 56
GVUS Sharpe Ratio Rank: 54
GVUS Sortino Ratio Rank: 53
GVUS Omega Ratio Rank: 56
GVUS Calmar Ratio Rank: 53
GVUS Martin Ratio Rank: 65

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.

GVUS vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	GVUS	LVDS	Difference
Sharpe ratio Return per unit of total volatility	0.99	—	—
Sortino ratio Return per unit of downside risk	1.45	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	1.39	—	—
Martin ratio Return relative to average drawdown	6.63	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GVUS	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.23	1.30	-0.07

Correlation

The correlation between GVUS and LVDS is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

GVUS vs. LVDS - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.77%, less than LVDS's 8.42% yield.

	TTM	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.77%	1.77%	2.04%	0.00%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%

Drawdowns

GVUS vs. LVDS - Drawdown Comparison

The maximum GVUS drawdown since its inception was -15.82%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for GVUS and LVDS.

Drawdown Indicators

	GVUS	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-15.82%	-6.64%	-9.18%
Max Drawdown (1Y) Largest decline over 1 year	-12.00%	—	—
Current Drawdown Current decline from peak	-4.79%	-4.86%	+0.07%
Average Drawdown Average peak-to-trough decline	-2.11%	-1.04%	-1.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.51%	—	—

Volatility

Volatility by Period

	GVUS	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.82%	10.29%	+5.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.42%	10.29%	+3.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.42%	10.29%	+3.13%