LVDS vs. ROE

Last updated Jun 4, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Large Cap Value Equities funds. Both are actively managed. Their correlation of 0.81 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.49%/yr for ROE.

Performance

LVDS vs. ROE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Astoria US Equal Weight Quality Kings ETF (ROE). 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 lower than ROE's 20.98% return.

LVDS

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

ROE

• 1D: -0.04%
• 1M: 8.10%
• YTD: 20.98%
• 6M: 21.56%
• 1Y: 37.99%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LVDS vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%
ROE Astoria US Equal Weight Quality Kings ETF	20.98%	10.09%

Correlation

The correlation between LVDS and ROE is 0.81, 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	0.81

LVDS vs. ROE - Sectors Allocation Comparison

Sectors	LVDS	ROE
Financial Services	18.3%	11.7%
Technology	15.9%	36.1%
Industrials	10.2%	9.8%
Healthcare	8.6%	8.7%
Consumer Cyclical	8.0%	9.4%
Communication Services	7.5%	10.6%
Energy	6.6%	3.5%
Consumer Defensive	6.5%	4.7%
Utilities	4.8%	1.9%
Real Estate	4.2%	1.9%
Basic Materials	1.7%	1.8%

Return for Risk

LVDS vs. ROE — Risk / Return Rank

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

ROE

ROE Risk / Return Rank: 83
ROE Sharpe Ratio Rank: 84
ROE Sortino Ratio Rank: 82
ROE Omega Ratio Rank: 80
ROE Calmar Ratio Rank: 83
ROE Martin Ratio Rank: 89

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. ROE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Large Value ETF (LVDS) and Astoria US Equal Weight Quality Kings ETF (ROE). 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	ROE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	1.39	+1.00

Drawdowns

LVDS vs. ROE - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum ROE drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for LVDS and ROE.

Drawdown Indicators

	LVDS	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-19.10%	+12.46%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.66%	—
Current Drawdown Current decline from peak	0.00%	-0.04%	+0.04%
Average Drawdown Average peak-to-trough decline	-0.98%	-2.59%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.91%	—

Volatility

Volatility by Period

	LVDS	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.79%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	13.94%	-3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.43%	15.78%	-5.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	15.78%	-5.35%

LVDS vs. ROE - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is lower than ROE's 0.49% expense ratio.

Dividends

LVDS vs. ROE - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, more than ROE's 0.94% yield.

Position	TTM	2025	2024	2023
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%	0.00%
ROE Astoria US Equal Weight Quality Kings ETF	0.94%	0.97%	1.18%	0.68%

Frequently Asked Questions

Can I hold both LVDS and ROE in my portfolio?

LVDS and ROE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LVDS or ROE?

On fees, LVDS is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVDS or ROE?

LVDS is cheaper with a 0.30% expense ratio, compared with 0.49% for ROE.

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

LVDS has the higher dividend yield at 7.56%, compared with 0.94% for ROE.

What is the main difference between LVDS and ROE?

They also come from different issuers: JPMorgan and Astoria. Their fees differ too: 0.30% for LVDS and 0.49% for ROE.