GVUS vs. VLUE
Compare and contrast key facts about Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) and iShares Edge MSCI USA Value Factor ETF (VLUE).
GVUS and VLUE 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. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. Both GVUS and VLUE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
GVUS vs. VLUE - Performance Comparison
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GVUS vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.94% | 15.90% | 14.08% | 5.51% |
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 7.58% |
Returns By Period
In the year-to-date period, GVUS achieves a 1.94% return, which is significantly lower than VLUE's 4.44% return.
GVUS
- 1D
- 2.03%
- 1M
- -4.79%
- YTD
- 1.94%
- 6M
- 5.84%
- 1Y
- 15.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
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GVUS vs. VLUE - Expense Ratio Comparison
GVUS has a 0.12% expense ratio, which is lower than VLUE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
GVUS vs. VLUE — Risk / Return Rank
GVUS
VLUE
GVUS vs. VLUE - 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 iShares Edge MSCI USA Value Factor ETF (VLUE). 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 | VLUE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 1.87 | -0.88 |
Sortino ratioReturn per unit of downside risk | 1.45 | 2.52 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.36 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.92 | -1.53 |
Martin ratioReturn relative to average drawdown | 6.63 | 12.74 | -6.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GVUS | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 1.87 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.55 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.23 | 0.61 | +0.62 |
Correlation
The correlation between GVUS and VLUE is 0.92, 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. VLUE - Dividend Comparison
GVUS's dividend yield for the trailing twelve months is around 1.77%, less than VLUE's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GVUS Goldman Sachs MarketBeta Russell 1000 Value Equity ETF | 1.77% | 1.77% | 2.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
Drawdowns
GVUS vs. VLUE - Drawdown Comparison
The maximum GVUS drawdown since its inception was -15.82%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for GVUS and VLUE.
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Drawdown Indicators
| GVUS | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -39.47% | +23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -12.81% | +0.81% |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -4.79% | -6.60% | +1.81% |
Average DrawdownAverage peak-to-trough decline | -2.11% | -6.08% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.94% | -0.43% |
Volatility
GVUS vs. VLUE - Volatility Comparison
The current volatility for Goldman Sachs MarketBeta Russell 1000 Value Equity ETF (GVUS) is 4.35%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 6.26%. This indicates that GVUS experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GVUS | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 6.26% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 8.33% | 12.28% | -3.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 19.55% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.42% | 17.35% | -3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.42% | 19.61% | -6.19% |