LVDS vs. ILCV

Last updated Jun 4, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and ILCV (iShares Morningstar Value ETF) are both Large Cap Value Equities funds. LVDS is actively managed, while ILCV is passively managed. Their correlation of 0.90 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.04%/yr for ILCV.

Performance

LVDS vs. ILCV - Performance Comparison

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

Returns By Period

In the year-to-date period, LVDS achieves a 13.56% return, which is significantly higher than ILCV's 7.75% return.

LVDS

• 1D: 0.18%
• 1M: 3.85%
• YTD: 13.56%
• 6M: 14.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ILCV

• 1D: -0.44%
• 1M: 2.76%
• YTD: 7.75%
• 6M: 7.41%
• 1Y: 26.58%
• 3Y*: 18.61%
• 5Y*: 11.42%
• 10Y*: 11.68%

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

LVDS vs. ILCV - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%
ILCV iShares Morningstar Value ETF	7.75%	12.68%

Correlation

The correlation between LVDS and ILCV is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.90

LVDS vs. ILCV - Sectors Allocation Comparison

Sectors	LVDS	ILCV
Financial Services	18.3%	16.5%
Technology	15.9%	23.8%
Industrials	10.2%	8.8%
Healthcare	8.6%	11.5%
Consumer Cyclical	8.0%	9.5%
Communication Services	7.5%	8.0%
Energy	6.6%	6.0%
Consumer Defensive	6.5%	7.6%
Utilities	4.8%	3.5%
Real Estate	4.2%	2.0%
Basic Materials	1.7%	2.4%

Return for Risk

LVDS vs. ILCV — Risk / Return Rank

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

ILCV

ILCV Risk / Return Rank: 82
ILCV Sharpe Ratio Rank: 82
ILCV Sortino Ratio Rank: 84
ILCV Omega Ratio Rank: 81
ILCV Calmar Ratio Rank: 79
ILCV Martin Ratio Rank: 83

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. ILCV - Risk-Adjusted Trends Comparison

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

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LVDS	ILCV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.72	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.81	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	0.46	+1.92

Drawdowns

LVDS vs. ILCV - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for LVDS and ILCV.

Drawdown Indicators

	LVDS	ILCV	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-58.63%	+51.99%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.55%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-14.95%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.58%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.53%	—
Current Drawdown Current decline from peak	0.00%	-0.60%	+0.60%
Average Drawdown Average peak-to-trough decline	-0.98%	-9.32%	+8.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.58%	—

Volatility

Volatility by Period

	LVDS	ILCV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	9.82%	+0.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.43%	14.21%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	16.66%	-6.23%

LVDS vs. ILCV - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than ILCV's 0.04% expense ratio.

Dividends

LVDS vs. ILCV - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, more than ILCV's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ILCV iShares Morningstar Value ETF	1.63%	1.77%	1.99%	2.27%	2.32%	2.01%	2.96%	2.70%	2.93%	2.32%	2.76%	3.01%
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LVDS and ILCV in my portfolio?

With a correlation of 0.90, LVDS and ILCV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LVDS or ILCV?

On fees, ILCV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVDS or ILCV?

ILCV is cheaper with a 0.04% expense ratio, compared with 0.30% for LVDS.

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

LVDS has the higher dividend yield at 7.56%, compared with 1.63% for ILCV.

What is the main difference between LVDS and ILCV?

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for LVDS and 0.04% for ILCV.