LVDS vs. IUSV

Last updated Jun 4, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. LVDS is actively managed, while IUSV is passively managed. Their correlation of 0.93 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.04%/yr for IUSV.

Performance

LVDS vs. IUSV - 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 Core S&P U.S. Value ETF (IUSV). 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 IUSV's 7.63% return.

LVDS

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

IUSV

• 1D: -0.37%
• 1M: 2.24%
• YTD: 7.63%
• 6M: 7.88%
• 1Y: 21.24%
• 3Y*: 15.62%
• 5Y*: 10.47%
• 10Y*: 12.04%

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

LVDS vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%
IUSV iShares Core S&P U.S. Value ETF	7.63%	8.01%

Correlation

The correlation between LVDS and IUSV is 0.93, 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	0.93

LVDS vs. IUSV - Sectors Allocation Comparison

Sectors	LVDS	IUSV
Financial Services	18.3%	15.0%
Technology	15.9%	20.8%
Industrials	10.2%	11.2%
Healthcare	8.6%	11.0%
Consumer Cyclical	8.0%	11.1%
Communication Services	7.5%	3.1%
Energy	6.6%	7.2%
Consumer Defensive	6.5%	8.8%
Utilities	4.8%	4.3%
Real Estate	4.2%	3.7%
Basic Materials	1.7%	3.6%

Return for Risk

LVDS vs. IUSV — Risk / Return Rank

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

IUSV

IUSV Risk / Return Rank: 65
IUSV Sharpe Ratio Rank: 62
IUSV Sortino Ratio Rank: 64
IUSV Omega Ratio Rank: 62
IUSV Calmar Ratio Rank: 67
IUSV Martin Ratio Rank: 68

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. IUSV - 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 Core S&P U.S. Value ETF (IUSV). 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	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.14	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.72	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	0.60	+1.78

Drawdowns

LVDS vs. IUSV - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for LVDS and IUSV.

Drawdown Indicators

	LVDS	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-56.88%	+50.24%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	0.00%	-0.51%	+0.51%
Average Drawdown Average peak-to-trough decline	-0.98%	-6.29%	+5.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	LVDS	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.14%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	9.98%	+0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.43%	14.55%	-4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	17.07%	-6.64%

LVDS vs. IUSV - Expense Ratio Comparison

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

Dividends

LVDS vs. IUSV - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, more than IUSV's 1.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.68%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
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 IUSV in my portfolio?

With a correlation of 0.93, LVDS and IUSV 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 IUSV?

On fees, IUSV 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 IUSV?

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

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

LVDS has the higher dividend yield at 7.56%, compared with 1.68% for IUSV.

What is the main difference between LVDS and IUSV?

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