LSVD vs. VLUE

Last updated Jun 24, 2026

LSVD (LSV Disciplined Value ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. LSVD is actively managed, while VLUE is passively managed. Over the past year, LSVD returned 37.36% vs 81.73% for VLUE. Their correlation of 0.84 suggests significant overlap in exposure. LSVD charges 0.40%/yr vs 0.15%/yr for VLUE.

Performance

LSVD vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LSV Disciplined Value ETF (LSVD) and iShares MSCI USA Value Factor ETF (VLUE). 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 lower than VLUE's 45.30% return.

LSVD

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

VLUE

• 1D: -3.46%
• 1M: 5.59%
• YTD: 45.30%
• 6M: 44.72%
• 1Y: 81.73%
• 3Y*: 32.50%
• 5Y*: 16.52%
• 10Y*: 15.56%

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

LSVD vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LSVD LSV Disciplined Value ETF	14.66%	22.29%	-2.62%
VLUE iShares MSCI USA Value Factor ETF	45.30%	32.67%	-1.89%

Correlation

The correlation between LSVD and VLUE is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.84

The correlation between LSVD and VLUE has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

LSVD vs. VLUE - Sectors Allocation Comparison

Sectors	LSVD	VLUE
Technology	38.9%	40.7%
Communication Services	14.3%	9.5%
Consumer Cyclical	11.6%	10.1%
Financial Services	11.5%	10.5%
Healthcare	11.2%	7.9%
Industrials	4.4%	8.0%
Consumer Defensive	2.8%	4.4%
Energy	1.7%	3.5%
Basic Materials	1.5%	1.3%
Real Estate	1.2%	1.8%
Utilities	0.8%	2.0%

Return for Risk

LSVD vs. VLUE — 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

VLUE

VLUE Risk / Return Rank: 96
VLUE Sharpe Ratio Rank: 97
VLUE Sortino Ratio Rank: 96
VLUE Omega Ratio Rank: 95
VLUE Calmar Ratio Rank: 96
VLUE Martin Ratio Rank: 97

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. VLUE - Risk-Adjusted Trends Comparison

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

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	VLUE	Difference
Sharpe ratio: Return per unit of total volatility	2.84	4.31	-1.47
Sortino ratio: Return per unit of downside risk	3.83	5.37	-1.54
Omega ratio: Gain probability vs. loss probability	1.50	1.73	-0.23
Calmar ratio: Return relative to maximum drawdown	4.65	9.09	-4.44
Martin ratio: Return relative to average drawdown	20.34	38.03	-17.69

LSVD vs. VLUE - Sharpe Ratio Comparison

The current LSVD Sharpe Ratio is 2.84, which is lower than the VLUE Sharpe Ratio of 4.31. The chart below compares the historical Sharpe Ratios of LSVD 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.

Drawdowns

LSVD vs. VLUE - Drawdown Comparison

The maximum LSVD drawdown since its inception was -19.30%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for LSVD and VLUE.

Drawdown Indicators

	LSVD	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-19.30%	-39.47%	+20.17%
Max Drawdown (1Y) Largest decline over 1 year	-8.07%	-9.04%	+0.97%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	-3.22%	-3.46%	+0.24%
Average Drawdown Average peak-to-trough decline	-2.49%	-6.00%	+3.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.84%	2.16%	-0.32%

Volatility

LSVD vs. VLUE - Volatility Comparison

The current volatility for LSV Disciplined Value ETF (LSVD) is 4.77%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 9.76%. This indicates that LSVD 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.

Volatility by Period

	LSVD	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	9.76%	-4.99%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	16.13%	-5.86%
Volatility (1Y) Calculated over the trailing 1-year period	13.23%	19.07%	-5.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.64%	18.12%	-0.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.64%	19.95%	-2.31%

LSVD vs. VLUE - Expense Ratio Comparison

LSVD has a 0.40% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

LSVD vs. VLUE - Dividend Comparison

LSVD's dividend yield for the trailing twelve months is around 0.28%, less than VLUE's 1.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSVD LSV Disciplined Value ETF	0.28%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VLUE iShares MSCI USA Value Factor ETF	1.42%	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

Can I hold both LSVD and VLUE in my portfolio?

LSVD and VLUE have a correlation of 0.82, 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 VLUE?

VLUE has higher volatility (9.76%) compared to LSVD (4.77%). In terms of maximum drawdown, LSVD dropped -19.30% vs VLUE's -39.47%.

Which ETF is better, LSVD or VLUE?

On 1-year performance, VLUE leads with 81.73% vs 37.36% for LSVD. On fees, VLUE is cheaper at 0.15% per year. On volatility, LSVD has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LSVD or VLUE?

Over the 1-year period, VLUE has performed better with a 81.73% return vs 37.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LSVD or VLUE?

VLUE is cheaper with a 0.15% expense ratio, compared with 0.40% for LSVD.

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

VLUE has the higher dividend yield at 1.42%, compared with 0.28% for LSVD.

What is the main difference between LSVD and VLUE?

They also come from different issuers: LSV and iShares. Their fees differ too: 0.40% for LSVD and 0.15% for VLUE.

Which has better risk-adjusted returns?

VLUE currently has the higher Sharpe Ratio (4.31 vs 2.84), 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.