LEGR vs. VLUE
Compare and contrast key facts about First Trust Indxx Innovative Transaction & Process ETF (LEGR) and iShares Edge MSCI USA Value Factor ETF (VLUE).
LEGR and VLUE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LEGR is a passively managed fund by First Trust that tracks the performance of the Indxx Blockchain Index. It was launched on Jan 24, 2018. 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 LEGR 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
LEGR vs. VLUE - Performance Comparison
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LEGR vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LEGR First Trust Indxx Innovative Transaction & Process ETF | -2.67% | 30.83% | 16.25% | 22.79% | -19.01% | 17.91% | 18.73% | 27.99% | -14.11% |
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 14.26% | -14.17% | 28.93% | -0.23% | 27.20% | -15.69% |
Returns By Period
In the year-to-date period, LEGR achieves a -2.67% return, which is significantly lower than VLUE's 4.44% return.
LEGR
- 1D
- 2.90%
- 1M
- -5.47%
- YTD
- -2.67%
- 6M
- 3.46%
- 1Y
- 20.85%
- 3Y*
- 18.46%
- 5Y*
- 9.89%
- 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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LEGR vs. VLUE - Expense Ratio Comparison
LEGR has a 0.65% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Return for Risk
LEGR vs. VLUE — Risk / Return Rank
LEGR
VLUE
LEGR vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) 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.
| LEGR | VLUE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 1.87 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.52 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.69 | 2.92 | -1.23 |
Martin ratioReturn relative to average drawdown | 6.89 | 12.74 | -5.85 |
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
| LEGR | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.87 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.55 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.61 | -0.09 |
Correlation
The correlation between LEGR and VLUE is 0.79, 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
LEGR vs. VLUE - Dividend Comparison
LEGR's dividend yield for the trailing twelve months is around 1.92%, less than VLUE's 2.00% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEGR First Trust Indxx Innovative Transaction & Process ETF | 1.92% | 1.84% | 2.40% | 2.56% | 2.64% | 1.80% | 0.95% | 2.04% | 1.30% | 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
LEGR vs. VLUE - Drawdown Comparison
The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for LEGR and VLUE.
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Drawdown Indicators
| LEGR | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.12% | -39.47% | +3.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.58% | -12.81% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -31.45% | -27.12% | -4.33% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -7.62% | -6.60% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -6.72% | -6.08% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 2.94% | +0.14% |
Volatility
LEGR vs. VLUE - Volatility Comparison
First Trust Indxx Innovative Transaction & Process ETF (LEGR) and iShares Edge MSCI USA Value Factor ETF (VLUE) have volatilities of 6.49% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEGR | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 6.26% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.59% | 12.28% | -1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.57% | 19.55% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 17.35% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.39% | 19.61% | +0.78% |