GVUS vs. LVDS

Last updated Jun 4, 2026

GVUS (Goldman Sachs MarketBeta Russell 1000 Value Equity ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. GVUS is passively managed, while LVDS is actively managed. With a 0.97 correlation, they move nearly in lockstep. GVUS charges 0.12%/yr vs 0.30%/yr for LVDS.

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.

Returns By Period

The year-to-date returns for both stocks are quite close, with GVUS having a 14.24% return and LVDS slightly lower at 13.56%.

GVUS

• 1D: 0.03%
• 1M: 4.34%
• YTD: 14.24%
• 6M: 14.89%
• 1Y: 28.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.18%
• 1M: 3.85%
• YTD: 13.56%
• 6M: 14.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GVUS vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	14.24%	8.06%
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%

Correlation

The correlation between GVUS and LVDS is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.97

GVUS vs. LVDS - Sectors Allocation Comparison

Sectors	GVUS	LVDS
Financial Services	19.2%	18.3%
Technology	15.0%	15.9%
Industrials	13.1%	10.2%
Healthcare	10.8%	8.6%
Communication Services	8.5%	7.5%
Consumer Cyclical	7.3%	8.0%
Consumer Defensive	7.1%	6.5%
Energy	6.9%	6.6%
Utilities	4.3%	4.8%
Real Estate	4.0%	4.2%
Basic Materials	3.8%	1.7%

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: 82
GVUS Sharpe Ratio Rank: 81
GVUS Sortino Ratio Rank: 83
GVUS Omega Ratio Rank: 80
GVUS Calmar Ratio Rank: 82
GVUS Martin Ratio Rank: 85

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	2.61	—	—
Sortino ratio: Return per unit of downside risk	3.71	—	—
Omega ratio: Gain probability vs. loss probability	1.47	—	—
Calmar ratio: Return relative to maximum drawdown	4.24	—	—
Martin ratio: Return relative to average drawdown	17.70	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GVUS	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.61	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.55	2.39	-0.83

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	-6.68%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.01%	-0.98%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	—	—

Volatility

Volatility by Period

	GVUS	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.14%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.86%	10.43%	+0.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.28%	10.43%	+2.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.28%	10.43%	+2.85%

GVUS vs. LVDS - Expense Ratio Comparison

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

Dividends

GVUS vs. LVDS - Dividend Comparison

GVUS's dividend yield for the trailing twelve months is around 1.58%, less than LVDS's 7.56% yield.

Position	TTM	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.58%	1.77%	2.04%	0.00%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GVUS and LVDS in my portfolio?

With a correlation of 0.97, GVUS and LVDS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, GVUS or LVDS?

On fees, GVUS is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GVUS or LVDS?

GVUS is cheaper with a 0.12% expense ratio, compared with 0.30% for LVDS.

Which ETF pays a higher dividend yield, GVUS or LVDS?

LVDS has the higher dividend yield at 7.56%, compared with 1.58% for GVUS.

What is the main difference between GVUS and LVDS?

They also come from different issuers: Goldman Sachs and JPMorgan. Their fees differ too: 0.12% for GVUS and 0.30% for LVDS.