LVDS vs. VLUE

Last updated Jun 4, 2026

LVDS (JPMorgan Fundamental Data Science Large Value ETF) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. LVDS is actively managed, while VLUE is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. LVDS charges 0.30%/yr vs 0.15%/yr for VLUE.

Performance

LVDS vs. VLUE - 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 Edge MSCI USA Value Factor ETF (VLUE). 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 VLUE's 49.00% return.

LVDS

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

VLUE

• 1D: -0.42%
• 1M: 20.77%
• YTD: 49.00%
• 6M: 51.40%
• 1Y: 91.45%
• 3Y*: 34.26%
• 5Y*: 16.36%
• 10Y*: 15.43%

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

LVDS vs. VLUE - Yearly Performance Comparison

	2026 (YTD)	2025
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%
VLUE iShares Edge MSCI USA Value Factor ETF	49.00%	20.28%

Correlation

The correlation between LVDS and VLUE is 0.80, 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	0.80

LVDS vs. VLUE - Sectors Allocation Comparison

Sectors	LVDS	VLUE
Financial Services	18.3%	10.4%
Technology	15.9%	44.5%
Industrials	10.2%	7.4%
Healthcare	8.6%	8.5%
Consumer Cyclical	8.0%	8.3%
Communication Services	7.5%	8.3%
Energy	6.6%	3.2%
Consumer Defensive	6.5%	4.0%
Utilities	4.8%	2.0%
Real Estate	4.2%	1.8%
Basic Materials	1.7%	1.6%

Return for Risk

LVDS vs. VLUE — Risk / Return Rank

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

VLUE

VLUE Risk / Return Rank: 97
VLUE Sharpe Ratio Rank: 98
VLUE Sortino Ratio Rank: 98
VLUE Omega Ratio Rank: 97
VLUE Calmar Ratio Rank: 96
VLUE Martin Ratio Rank: 97

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. VLUE - 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 Edge MSCI USA Value Factor ETF (VLUE). 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	VLUE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	5.32	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.92	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.39	0.76	+1.62

Drawdowns

LVDS vs. VLUE - Drawdown Comparison

The maximum LVDS drawdown since its inception was -6.64%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for LVDS and VLUE.

Drawdown Indicators

	LVDS	VLUE	Difference
Max Drawdown Largest peak-to-trough decline	-6.64%	-39.47%	+32.83%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.12%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.47%	—
Current Drawdown Current decline from peak	0.00%	-0.42%	+0.42%
Average Drawdown Average peak-to-trough decline	-0.98%	-6.01%	+5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.01%	—

Volatility

Volatility by Period

	LVDS	VLUE	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.03%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.43%	17.30%	-6.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.43%	17.78%	-7.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.43%	19.82%	-9.39%

LVDS vs. VLUE - Expense Ratio Comparison

LVDS has a 0.30% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

LVDS vs. VLUE - Dividend Comparison

LVDS's dividend yield for the trailing twelve months is around 7.56%, more than VLUE's 1.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VLUE iShares Edge MSCI USA Value Factor ETF	1.40%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%

Frequently Asked Questions

Can I hold both LVDS and VLUE in my portfolio?

LVDS and VLUE have a correlation of 0.80, 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 VLUE?

On fees, VLUE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LVDS or VLUE?

VLUE is cheaper with a 0.15% expense ratio, compared with 0.30% for LVDS.

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

LVDS has the higher dividend yield at 7.56%, compared with 1.40% for VLUE.

What is the main difference between LVDS and VLUE?

They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.30% for LVDS and 0.15% for VLUE.