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KVLE vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

KVLE vs. VLUE

Last updated Jun 4, 2026

KVLE (KFA Value Liner Dynamic Core Equity Index ETF) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds - KVLE tracks the 3D/L Value Line Dynamic Core Equity Index while VLUE tracks the MSCI USA Value Weighted Index. Both are passively managed. Over the past 5 years, KVLE returned 9.67%/yr vs 16.36%/yr for VLUE. Their correlation of 0.82 suggests significant overlap in exposure. KVLE charges 0.56%/yr vs 0.15%/yr for VLUE.

Performance

KVLE vs. VLUE - 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 Edge MSCI USA Value Factor ETF (VLUE). 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 lower than VLUE's 49.00% return.

KVLE

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

VLUE

1D
-0.42%
1M
20.77%
YTD
49.00%
6M
51.40%
1Y
91.45%
3Y*
34.26%
5Y*
16.36%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KVLE vs. VLUE - 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%
VLUE
iShares Edge MSCI USA Value Factor ETF		49.00%32.67%7.25%14.26%-14.17%28.93%1.08%

Correlation

The correlation between KVLE and VLUE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

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

0.80

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

0.83

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

0.82

The correlation between KVLE and VLUE has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

KVLE vs. VLUE - Sectors Allocation Comparison

Sectors
KVLE
VLUE

Technology

27.0%
44.5%

Industrials

12.6%
7.4%

Financial Services

12.2%
10.4%

Real Estate

12.0%
1.8%

Healthcare

9.3%
8.5%

Consumer Cyclical

9.2%
8.3%

Consumer Defensive

6.8%
4.0%

Energy

4.6%
3.2%

Communication Services

3.9%
8.3%

Basic Materials

1.3%
1.6%

Utilities

0.7%
2.0%

Technology

KVLE
27.0%
VLUE
44.5%

Industrials

KVLE
12.6%
VLUE
7.4%

Financial Services

KVLE
12.2%
VLUE
10.4%

Real Estate

KVLE
12.0%
VLUE
1.8%

Healthcare

KVLE
9.3%
VLUE
8.5%

Consumer Cyclical

KVLE
9.2%
VLUE
8.3%

Consumer Defensive

KVLE
6.8%
VLUE
4.0%

Energy

KVLE
4.6%
VLUE
3.2%

Communication Services

KVLE
3.9%
VLUE
8.3%

Basic Materials

KVLE
1.3%
VLUE
1.6%

Utilities

KVLE
0.7%
VLUE
2.0%

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 Edge MSCI USA Value Factor ETF

Often compared with KVLE:
KVLE vs. SPYKVLE vs. SCHDKVLE vs. VTVKVLE vs. VOOKVLE vs. DOGGKVLE vs. KLIPKVLE vs. KWEB
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

KVLE vs. VLUE — 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
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9898
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9797
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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. VLUE - 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 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.

KVLEVLUEDifference
Sharpe ratioReturn per unit of total volatility
1.72
5.32

-3.61

Sortino ratioReturn per unit of downside risk
2.45
6.86

-4.40

Omega ratioGain probability vs. loss probability

1.31

1.91

-0.60

Calmar ratioReturn relative to maximum drawdown

1.97

10.17

-8.20

Martin ratioReturn relative to average drawdown

7.57

45.62

-38.05

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. VLUE - Sharpe Ratio Comparison

The current KVLE Sharpe Ratio is 1.72, which is lower than the VLUE Sharpe Ratio of 5.32. The chart below compares the historical Sharpe Ratios of KVLE and VLUE, 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

KVLEVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.72

5.32

-3.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.92

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.78

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.76

+0.12

Drawdowns

KVLE vs. VLUE - Drawdown Comparison

The maximum KVLE drawdown since its inception was -18.38%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for KVLE and VLUE.

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Drawdown Indicators

KVLEVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-18.38%

-39.47%

+21.09%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-9.04%

-0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-17.89%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-18.38%

-27.12%

+8.74%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.47%

—

Current Drawdown

Current decline from peak

-0.91%

-0.42%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.21%

-6.01%

+2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.01%

+0.49%

Volatility

KVLE vs. VLUE - Volatility Comparison

The current volatility for KFA Value Liner Dynamic Core Equity Index ETF (KVLE) is 2.64%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 8.03%. This indicates that KVLE 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

KVLEVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.64%

8.03%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

13.96%

-5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

11.04%

17.30%

-6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.51%

17.78%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

19.82%

-5.49%

KVLE vs. VLUE - Expense Ratio Comparison

KVLE has a 0.56% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

KVLE vs. VLUE - Dividend Comparison

KVLE's dividend yield for the trailing twelve months is around 7.30%, more than VLUE's 1.40% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
VLUE
iShares Edge MSCI USA Value Factor ETF		1.40%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

KVLE and VLUE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (8.03%) compared to KVLE (2.64%). In terms of maximum drawdown, KVLE dropped -18.38% vs VLUE's -39.47%.

On 5-year performance, VLUE leads with 16.36% vs 9.67% for KVLE. On fees, VLUE is cheaper at 0.15% per year. On volatility, KVLE has been the lower-risk option at 2.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, VLUE has performed better with a 16.36% return vs 9.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.56% for KVLE.

KVLE has the higher dividend yield at 7.30%, compared with 1.40% for VLUE.

KVLE tracks 3D/L Value Line Dynamic Core Equity Index, while VLUE tracks MSCI USA Value Weighted Index. They also come from different issuers: CICC and iShares. Their fees differ too: 0.56% for KVLE and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (5.32 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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