LVDS vs. IWD

Last updated Apr 1, 2026

Compare and contrast key facts about JPMorgan Fundamental Data Science Large Value ETF (LVDS) and iShares Russell 1000 Value ETF (IWD).

LVDS and IWD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000.

Performance

LVDS vs. IWD - 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 Russell 1000 Value ETF (IWD). The values are adjusted to include any dividend payments, if applicable.

LVDS vs. IWD - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%
IWD iShares Russell 1000 Value ETF	1.97%	7.97%

Returns By Period

The year-to-date returns for both stocks are quite close, with LVDS having a 1.98% return and IWD slightly lower at 1.97%.

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IWD

• 1D: 2.03%
• 1M: -4.89%
• YTD: 1.97%
• 6M: 5.86%
• 1Y: 15.56%
• 3Y*: 14.10%
• 5Y*: 9.01%
• 10Y*: 10.33%

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

LVDS vs. IWD - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than IWD's 0.18% expense ratio.

LVDS

JPMorgan Fundamental Data Science Large Value ETF

IWD

iShares Russell 1000 Value ETF

Return for Risk

LVDS vs. IWD — Risk / Return Rank

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

IWD

IWD Risk / Return Rank: 62
IWD Sharpe Ratio Rank: 60
IWD Sortino Ratio Rank: 60
IWD Omega Ratio Rank: 62
IWD Calmar Ratio Rank: 61
IWD Martin Ratio Rank: 70

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. IWD - 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 Russell 1000 Value ETF (IWD). 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	IWD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.99	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.61	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.30	0.40	+0.90

Correlation

The correlation between LVDS and IWD is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

LVDS vs. IWD - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 8.42%, more than IWD's 1.67% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWD iShares Russell 1000 Value ETF	1.67%	1.69%	1.87%	2.02%	2.15%	1.62%	2.05%	2.45%	2.71%	2.09%	2.25%	2.47%

Drawdowns

LVDS vs. IWD - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for LVDS and IWD.

Drawdown Indicators

	LVDS	IWD	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-60.10%	+53.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.80%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-19.04%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.51%	—
Current Drawdown Current decline from peak	-4.86%	-4.89%	+0.03%
Average Drawdown Average peak-to-trough decline	-1.04%	-8.71%	+7.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.50%	—

Volatility

Volatility by Period

	LVDS	IWD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	8.26%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.29%	15.76%	-5.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.29%	14.80%	-4.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.29%	17.28%	-6.99%