LVDS vs. ABEQ

Last updated Jul 17, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and ABEQ (Absolute Select Value ETF) are both Large Cap Value Equities funds. Both are actively managed. Over the past year, LVDS returned 29.17% vs 11.22% for ABEQ. A 0.70 correlation means they provide meaningful diversification when combined. LVDS charges 0.30%/yr vs 0.85%/yr for ABEQ.

Performance

LVDS vs. ABEQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Absolute Select Value ETF (ABEQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVDS achieves a 19.24% return, which is significantly higher than ABEQ's 5.01% return.

LVDS

• 1D: 0.73%
• 1M: 2.52%
• 6M: 15.52%
• YTD: 19.24%
• 1Y: 29.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

ABEQ

• 1D: 0.79%
• 1M: -0.38%
• 6M: 2.16%
• YTD: 5.01%
• 1Y: 11.22%
• 3Y*: 11.74%
• 5Y*: 8.12%
• 10Y*: —

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

LVDS vs. ABEQ - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	19.24%	7.40%
ABEQ Absolute Select Value ETF	5.01%	5.69%

Correlation

The correlation between LVDS and ABEQ is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	0.70

The correlation between LVDS and ABEQ has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

LVDS vs. ABEQ - Sectors Allocation Comparison

Sectors	LVDS	ABEQ
Financial Services	18.7%	29.8%
Technology	18.7%	4.4%
Industrials	12.1%	15.6%
Healthcare	10.1%	6.1%
Consumer Cyclical	8.4%	-
Communication Services	7.5%	6.2%
Energy	6.6%	11.8%
Consumer Defensive	6.4%	7.0%
Utilities	4.7%	1.4%
Real Estate	4.1%	4.2%
Basic Materials	2.7%	19.4%

Return for Risk

LVDS vs. ABEQ — Risk / Return Rank

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

LVDS

LVDS Risk / Return Rank: 93
LVDS Sharpe Ratio Rank: 94
LVDS Sortino Ratio Rank: 94
LVDS Omega Ratio Rank: 92
LVDS Calmar Ratio Rank: 90
LVDS Martin Ratio Rank: 92

ABEQ

ABEQ Risk / Return Rank: 38
ABEQ Sharpe Ratio Rank: 43
ABEQ Sortino Ratio Rank: 43
ABEQ Omega Ratio Rank: 40
ABEQ Calmar Ratio Rank: 34
ABEQ Martin Ratio Rank: 27

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.

LVDS vs. ABEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Absolute Select Value ETF (ABEQ). 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.

	LVDS	ABEQ	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.24	+1.55
Sortino ratio: Return per unit of downside risk	3.94	1.80	+2.15
Omega ratio: Gain probability vs. loss probability	1.50	1.22	+0.28
Calmar ratio: Return relative to maximum drawdown	4.41	1.43	+2.98
Martin ratio: Return relative to average drawdown	17.88	2.92	+14.97

LVDS vs. ABEQ - Sharpe Ratio Comparison

The current LVDS Sharpe Ratio is 2.79, which is higher than the ABEQ Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of LVDS and ABEQ, 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

LVDS vs. ABEQ - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum ABEQ drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for LVDS and ABEQ.

Drawdown Indicators

	LVDS	ABEQ	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-27.82%	+21.18%
Max Drawdown (1Y) Largest decline over 1 year	-6.64%	-7.89%	+1.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-7.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.26%	—
Current Drawdown Current decline from peak	0.00%	-6.02%	+6.02%
Average Drawdown Average peak-to-trough decline	-0.92%	-4.11%	+3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	3.86%	-2.22%

Volatility

LVDS vs. ABEQ - Volatility Comparison

JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Absolute Select Value ETF (ABEQ) have volatilities of 2.88% and 2.95%, 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.

Volatility by Period

	LVDS	ABEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.88%	2.95%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	8.16%	6.63%	+1.53%
Volatility (1Y) Calculated over the trailing 1-year period	10.50%	9.08%	+1.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.56%	10.80%	-0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.56%	13.77%	-3.21%

LVDS vs. ABEQ - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than ABEQ's 0.85% expense ratio.

Dividends

LVDS vs. ABEQ - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.55%, more than ABEQ's 1.21% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
ABEQ Absolute Select Value ETF	1.21%	1.25%	1.48%	2.60%	1.20%	0.60%	0.60%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.55%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and ABEQ in my portfolio?

LVDS and ABEQ have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVDS or ABEQ?

ABEQ has higher volatility (2.95%) compared to LVDS (2.88%). In terms of maximum drawdown, LVDS dropped -6.64% vs ABEQ's -27.82%.

Which ETF is better, LVDS or ABEQ?

On 1-year performance, LVDS leads with 29.17% vs 11.22% for ABEQ. On fees, LVDS is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LVDS or ABEQ?

Over the 1-year period, LVDS has performed better with a 29.17% return vs 11.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LVDS or ABEQ?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.85% for ABEQ.

Which ETF pays a higher dividend yield, LVDS or ABEQ?

LVDS has the higher dividend yield at 7.55%, compared with 1.21% for ABEQ.

What is the main difference between LVDS and ABEQ?

They also come from different issuers: JPMorgan and Absolute Investment Advisers LLC. Their fees differ too: 0.30% for LVDS and 0.85% for ABEQ.

Which has better risk-adjusted returns?

LVDS currently has the higher Sharpe Ratio (2.79 vs 1.24), 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.