GVUS vs. LVDS

Last updated Aug 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. Over the past year, GVUS returned 34.00% vs 33.36% for LVDS. Their 0.97 correlation means they have historically moved very closely together. 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 investments are quite close, with GVUS having a 21.68% return and LVDS slightly higher at 22.24%.

GVUS

• 1D: 1.03%
• 1M: 3.02%
• 6M: 15.56%
• YTD: 21.68%
• 1Y: 34.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 21.87%

LVDS

• 1D: 0.75%
• 1M: 3.84%
• 6M: 15.81%
• YTD: 22.24%
• 1Y: 33.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 29.46%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	$2.17M	$1.84M	$678.88K
LVDS JPMorgan Fundamental Data Science Large Value ETF	$261.57K	$220.62K	$164.56K

GVUS vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	21.68%	8.22%
LVDS JPMorgan Fundamental Data Science Large Value ETF	22.24%	7.40%

Correlation

The correlation between GVUS and LVDS is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.97

The correlation between GVUS and LVDS has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

GVUS vs. LVDS - Sectors Allocation Comparison

Sectors	GVUS	LVDS
Technology	19.6%	19.0%
Financial Services	19.3%	18.5%
Healthcare	12.6%	11.8%
Industrials	10.3%	11.7%
Consumer Cyclical	10.2%	12.2%
Consumer Defensive	7.3%	6.2%
Energy	6.1%	5.8%
Utilities	3.9%	4.6%
Real Estate	3.8%	4.1%
Basic Materials	3.5%	2.7%
Communication Services	3.2%	3.4%

Return for Risk

GVUS vs. LVDS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GVUS

GVUS Risk / Return Rank: 95
GVUS Sharpe Ratio Rank: 96
GVUS Sortino Ratio Rank: 95
GVUS Omega Ratio Rank: 94
GVUS Calmar Ratio Rank: 94
GVUS Martin Ratio Rank: 95

LVDS

LVDS Risk / Return Rank: 95
LVDS Sharpe Ratio Rank: 96
LVDS Sortino Ratio Rank: 96
LVDS Omega Ratio Rank: 95
LVDS Calmar Ratio Rank: 94
LVDS Martin Ratio Rank: 95

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.

	GVUS	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	3.04	3.18	-0.15
Sortino ratio: Return per unit of downside risk	4.24	4.46	-0.22
Omega ratio: Gain probability vs. loss probability	1.55	1.57	-0.03
Calmar ratio: Return relative to maximum drawdown	5.11	5.04	+0.07
Martin ratio: Return relative to average drawdown	21.84	20.90	+0.94

GVUS vs. LVDS - Sharpe Ratio Comparison

The current GVUS Sharpe Ratio is 3.04, which is comparable to the LVDS Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of GVUS and LVDS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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%	-6.64%	-0.04%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.92%	-0.89%	-1.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	1.60%	-0.04%

Volatility

GVUS vs. LVDS - Volatility Comparison

Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) has a higher volatility of 2.87% compared to JPMorgan Fundamental Data Science Large Value ETF (LVDS) at 2.68%. This indicates that GVUS's price experiences larger fluctuations and is considered to be riskier than LVDS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVUS	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.87%	2.68%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	8.13%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	11.28%	10.55%	+0.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.21%	10.53%	+2.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.21%	10.53%	+2.68%

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 1.47%, less than LVDS's 7.36% yield.

Position	TTM	2025	2024	2023
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF	1.47%	1.77%	2.04%	0.00%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.36%	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 is riskier, GVUS or LVDS?

GVUS has higher volatility (2.87%) compared to LVDS (2.68%). In terms of maximum drawdown, GVUS dropped -15.82% vs LVDS's -6.64%.

Which ETF is better, GVUS or LVDS?

On 1-year performance, GVUS leads with 34.00% vs 33.36% for LVDS. On fees, GVUS is cheaper at 0.12% per year. On volatility, LVDS has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVUS or LVDS?

Over the 1-year period, GVUS has performed better with a 34.00% return vs 33.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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 7.36%, compared with 1.47% 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.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (3.18 vs 3.04), 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.