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KVLE vs. IUSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KVLE vs. IUSV

Last updated Jun 4, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds - KVLE tracks the 3D/L Value Line Dynamic Core Equity Index while IUSV tracks the S&P 900 Value Index. Both are passively managed. Over the past 5 years, KVLE returned 9.67%/yr vs 10.47%/yr for IUSV. Their correlation of 0.87 suggests significant overlap in exposure. KVLE charges 0.56%/yr vs 0.04%/yr for IUSV.

Performance

KVLE vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KVLE achieves a 10.22% return, which is significantly higher than IUSV's 7.63% return.

KVLE

1D
-0.91%
1M
4.69%
YTD
10.22%
6M
9.55%
1Y
18.85%
3Y*
14.93%
5Y*
9.67%
10Y*
—

IUSV

1D
-0.37%
1M
2.24%
YTD
7.63%
6M
7.88%
1Y
21.24%
3Y*
15.62%
5Y*
10.47%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KVLE vs. IUSV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		10.22%9.34%18.25%10.49%-5.96%28.01%1.36%
IUSV
iShares Core S&P U.S. Value ETF		7.63%12.85%12.18%21.73%-5.40%25.22%1.86%

Correlation

The correlation between KVLE and IUSV is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2020

0.87

The correlation between KVLE and IUSV has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

KVLE vs. IUSV - Sectors Allocation Comparison

Sectors
KVLE
IUSV

Technology

27.0%
20.8%

Industrials

12.6%
11.2%

Financial Services

12.2%
15.0%

Real Estate

12.0%
3.7%

Healthcare

9.3%
11.0%

Consumer Cyclical

9.2%
11.1%

Consumer Defensive

6.8%
8.8%

Energy

4.6%
7.2%

Communication Services

3.9%
3.1%

Basic Materials

1.3%
3.6%

Utilities

0.7%
4.3%

Technology

KVLE
27.0%
IUSV
20.8%

Industrials

KVLE
12.6%
IUSV
11.2%

Financial Services

KVLE
12.2%
IUSV
15.0%

Real Estate

KVLE
12.0%
IUSV
3.7%

Healthcare

KVLE
9.3%
IUSV
11.0%

Consumer Cyclical

KVLE
9.2%
IUSV
11.1%

Consumer Defensive

KVLE
6.8%
IUSV
8.8%

Energy

KVLE
4.6%
IUSV
7.2%

Communication Services

KVLE
3.9%
IUSV
3.1%

Basic Materials

KVLE
1.3%
IUSV
3.6%

Utilities

KVLE
0.7%
IUSV
4.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

KFA Value Liner Dynamic Core Equity Index ETF

iShares Core S&P U.S. Value ETF

Often compared with KVLE:
KVLE vs. SPYKVLE vs. SCHDKVLE vs. VTVKVLE vs. VOOKVLE vs. DOGGKVLE vs. KLIPKVLE vs. KBA
Often compared with IUSV:
IUSV vs. IUSGIUSV vs. VTVIUSV vs. SPYIUSV vs. VOOIUSV vs. SCHDIUSV vs. VLUEIUSV vs. DGRO

Return for Risk

KVLE vs. IUSV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
KVLE
KVLE Risk / Return Rank: 4747
Overall Rank
KVLE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
KVLE Sortino Ratio Rank: 5151
Sortino Ratio Rank
KVLE Omega Ratio Rank: 4949
Omega Ratio Rank
KVLE Calmar Ratio Rank: 4040
Calmar Ratio Rank
KVLE Martin Ratio Rank: 4646
Martin Ratio Rank
IUSV
IUSV Risk / Return Rank: 6565
Overall Rank
IUSV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSV Omega Ratio Rank: 6262
Omega Ratio Rank
IUSV Calmar Ratio Rank: 6767
Calmar Ratio Rank
IUSV Martin Ratio Rank: 6868
Martin Ratio Rank
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.

KVLE vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) and iShares Core S&P U.S. Value ETF (IUSV). 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.

KVLEIUSVDifference
Sharpe ratioReturn per unit of total volatility
1.72
2.14

-0.42

Sortino ratioReturn per unit of downside risk
2.45
3.01

-0.56

Omega ratioGain probability vs. loss probability

1.31

1.38

-0.08

Calmar ratioReturn relative to maximum drawdown

1.97

3.35

-1.38

Martin ratioReturn relative to average drawdown

7.57

12.84

-5.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KVLE vs. IUSV - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.72, which is comparable to the IUSV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of KVLE and IUSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

KVLEIUSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

2.14

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.72

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.71

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.60

+0.28

Drawdowns

KVLE vs. IUSV - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for KVLE and IUSV.

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Drawdown Indicators

KVLEIUSVDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-56.88%

+38.50%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-6.36%

-3.23%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-17.76%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-17.95%

-0.43%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.54%

—

Current Drawdown

Current decline from peak

-0.91%

-0.51%

-0.40%

Average Drawdown

Average peak-to-trough decline

-3.21%

-6.29%

+3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

1.66%

+0.84%

Volatility

KVLE vs. IUSV - Volatility Comparison

KFA Value Liner Dynamic Core Equity Index ETF (KVLE) has a higher volatility of 2.64% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.14%. This indicates that KVLE's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

KVLEIUSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

2.14%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

7.14%

+1.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

9.98%

+1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

14.55%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

17.07%

-2.74%

KVLE vs. IUSV - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than IUSV's 0.04% expense ratio.

Dividends

KVLE vs. IUSV - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.30%, more than IUSV's 1.68% yield.

PositionTTM20252024202320222021202020192018201720162015
IUSV
iShares Core S&P U.S. Value ETF		1.68%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%
KVLE
KFA Value Liner Dynamic Core Equity Index ETF		7.30%7.90%7.99%2.53%5.78%9.51%0.35%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

KVLE and IUSV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KVLE has higher volatility (2.64%) compared to IUSV (2.14%). In terms of maximum drawdown, KVLE dropped -18.38% vs IUSV's -56.88%.

On 5-year performance, IUSV leads with 10.47% vs 9.67% for KVLE. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUSV has performed better with a 10.47% return vs 9.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSV is cheaper with a 0.04% expense ratio, compared with 0.56% for KVLE.

KVLE has the higher dividend yield at 7.30%, compared with 1.68% for IUSV.

KVLE tracks 3D/L Value Line Dynamic Core Equity Index, while IUSV tracks S&P 900 Value Index. They also come from different issuers: CICC and iShares. Their fees differ too: 0.56% for KVLE and 0.04% for IUSV.

IUSV currently has the higher Sharpe Ratio (2.14 vs 1.72), 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.

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