LSVD vs. JAVA

Last updated Jun 24, 2026

LSVD (LSV Disciplined Value ETF) and JAVA (JPMorgan Active Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, LSVD returned 37.36% vs 23.62% for JAVA. Their correlation of 0.83 suggests significant overlap in exposure. LSVD charges 0.40%/yr vs 0.44%/yr for JAVA.

Performance

LSVD vs. JAVA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Disciplined Value ETF (LSVD) and JPMorgan Active Value ETF (JAVA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LSVD achieves a 14.66% return, which is significantly higher than JAVA's 10.04% return.

LSVD

• 1D: -0.92%
• 1M: -0.36%
• YTD: 14.66%
• 6M: 13.72%
• 1Y: 37.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

JAVA

• 1D: -0.98%
• 1M: 2.65%
• YTD: 10.04%
• 6M: 9.09%
• 1Y: 23.62%
• 3Y*: 16.59%
• 5Y*: —
• 10Y*: —

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

LSVD vs. JAVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LSVD LSV Disciplined Value ETF	14.66%	22.29%	-2.62%
JAVA JPMorgan Active Value ETF	10.04%	14.92%	-2.52%

Correlation

The correlation between LSVD and JAVA is 0.80, 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	0.80
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.83

The correlation between LSVD and JAVA has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

LSVD vs. JAVA - Sectors Allocation Comparison

Sectors	LSVD	JAVA
Technology	38.9%	18.1%
Communication Services	14.3%	7.7%
Consumer Cyclical	11.6%	9.4%
Financial Services	11.5%	19.1%
Healthcare	11.2%	12.3%
Industrials	4.4%	14.2%
Consumer Defensive	2.8%	5.2%
Energy	1.7%	4.2%
Basic Materials	1.5%	3.0%
Real Estate	1.2%	3.2%
Utilities	0.8%	3.7%

Return for Risk

LSVD vs. JAVA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LSVD

LSVD Risk / Return Rank: 90
LSVD Sharpe Ratio Rank: 91
LSVD Sortino Ratio Rank: 90
LSVD Omega Ratio Rank: 88
LSVD Calmar Ratio Rank: 88
LSVD Martin Ratio Rank: 91

JAVA

JAVA Risk / Return Rank: 64
JAVA Sharpe Ratio Rank: 67
JAVA Sortino Ratio Rank: 68
JAVA Omega Ratio Rank: 63
JAVA Calmar Ratio Rank: 62
JAVA Martin Ratio Rank: 61

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.

LSVD vs. JAVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LSV Disciplined Value ETF (LSVD) and JPMorgan Active Value ETF (JAVA). 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.

	LSVD	JAVA	Difference
Sharpe ratio: Return per unit of total volatility	2.84	2.04	+0.80
Sortino ratio: Return per unit of downside risk	3.83	2.89	+0.94
Omega ratio: Gain probability vs. loss probability	1.50	1.36	+0.14
Calmar ratio: Return relative to maximum drawdown	4.65	2.86	+1.79
Martin ratio: Return relative to average drawdown	20.34	10.52	+9.82

LSVD vs. JAVA - Sharpe Ratio Comparison

The current LSVD Sharpe Ratio is 2.84, which is higher than the JAVA Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of LSVD and JAVA, 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

LSVD vs. JAVA - Drawdown Comparison

The maximum LSVD drawdown since its inception was -19.30%, which is greater than JAVA's maximum drawdown of -16.54%. Use the drawdown chart below to compare losses from any high point for LSVD and JAVA.

Drawdown Indicators

	LSVD	JAVA	Difference
Max Drawdown Largest peak-to-trough decline	-19.30%	-16.54%	-2.76%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	-8.29%	+0.22%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.54%	—
Current Drawdown Current decline from peak	-3.22%	-1.34%	-1.88%
Average Drawdown Average peak-to-trough decline	-2.49%	-3.60%	+1.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.25%	-0.41%

Volatility

LSVD vs. JAVA - Volatility Comparison

LSV Disciplined Value ETF (LSVD) has a higher volatility of 4.77% compared to JPMorgan Active Value ETF (JAVA) at 4.04%. This indicates that LSVD's price experiences larger fluctuations and is considered to be riskier than JAVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LSVD	JAVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.04%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	8.91%	+1.36%
Volatility (1Y) Calculated over the trailing 1-year period	13.23%	11.65%	+1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	14.82%	+2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.64%	14.82%	+2.82%

LSVD vs. JAVA - Expense Ratio Comparison

LSVD has a 0.40% expense ratio, which is lower than JAVA's 0.44% expense ratio.

Dividends

LSVD vs. JAVA - Dividend Comparison

LSVD's dividend yield for the trailing twelve months is around 0.28%, less than JAVA's 1.23% yield.

Position	TTM	2025	2024	2023	2022	2021
JAVA JPMorgan Active Value ETF	1.23%	1.34%	1.45%	1.65%	1.25%	0.48%
LSVD LSV Disciplined Value ETF	0.28%	0.32%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LSVD and JAVA in my portfolio?

LSVD and JAVA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LSVD or JAVA?

LSVD has higher volatility (4.77%) compared to JAVA (4.04%). In terms of maximum drawdown, LSVD dropped -19.30% vs JAVA's -16.54%.

Which ETF is better, LSVD or JAVA?

On 1-year performance, LSVD leads with 37.36% vs 23.62% for JAVA. On fees, LSVD is cheaper at 0.40% per year. On volatility, JAVA has been the lower-risk option at 4.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSVD or JAVA?

Over the 1-year period, LSVD has performed better with a 37.36% return vs 23.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSVD or JAVA?

LSVD is cheaper with a 0.40% expense ratio, compared with 0.44% for JAVA.

Which ETF pays a higher dividend yield, LSVD or JAVA?

JAVA has the higher dividend yield at 1.23%, compared with 0.28% for LSVD.

What is the main difference between LSVD and JAVA?

They also come from different issuers: LSV and JPMorgan. Their fees differ too: 0.40% for LSVD and 0.44% for JAVA.

Which has better risk-adjusted returns?

LSVD currently has the higher Sharpe Ratio (2.84 vs 2.04), 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.