MVAL vs. VLUE
MVAL (VanEck Morningstar Wide Moat Value ETF) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds - MVAL tracks the Morningstar US Broad Value Wide Moat Focus Index - Benchmark TR Gross while VLUE tracks the MSCI USA Value Weighted Index. Both are passively managed. Over the past year, MVAL returned 13.96% vs 91.45% for VLUE. A 0.73 correlation means they provide meaningful diversification when combined. MVAL charges 0.49%/yr vs 0.15%/yr for VLUE.
Performance
MVAL vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, MVAL achieves a -2.29% return, which is significantly lower than VLUE's 49.00% return.
MVAL
- 1D
- -0.54%
- 1M
- -0.15%
- YTD
- -2.29%
- 6M
- -2.26%
- 1Y
- 13.96%
- 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%
MVAL vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
MVAL VanEck Morningstar Wide Moat Value ETF | -2.29% | 14.17% | 6.10% |
VLUE iShares Edge MSCI USA Value Factor ETF | 49.00% | 32.67% | -0.48% |
Correlation
The correlation between MVAL and VLUE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2024 | 0.73 |
The correlation between MVAL and VLUE shifts across timeframes, from 0.63 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MVAL vs. VLUE — Risk / Return Rank
MVAL
VLUE
MVAL vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat Value ETF (MVAL) 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.
| MVAL | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.30 | ||
| Sortino ratioReturn per unit of downside risk | -5.26 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.91 | -0.73 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 10.17 | -9.02 |
| Martin ratioReturn relative to average drawdown | 2.87 | 45.62 | -42.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MVAL | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 5.32 | -4.30 |
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 | 0.53 | 0.76 | -0.24 |
Drawdowns
MVAL vs. VLUE - Drawdown Comparison
The maximum MVAL drawdown since its inception was -19.56%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for MVAL and VLUE.
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Drawdown Indicators
| MVAL | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.56% | -39.47% | +19.91% |
Max Drawdown (1Y)Largest decline over 1 year | -12.16% | -9.04% | -3.12% |
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 DrawdownCurrent decline from peak | -10.57% | -0.42% | -10.15% |
Average DrawdownAverage peak-to-trough decline | -3.78% | -6.01% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 2.01% | +2.87% |
Volatility
MVAL vs. VLUE - Volatility Comparison
The current volatility for VanEck Morningstar Wide Moat Value ETF (MVAL) is 3.59%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 8.03%. This indicates that MVAL experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MVAL | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 8.03% | -4.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.59% | 13.96% | -4.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.73% | 17.30% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.40% | 17.78% | -2.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.40% | 19.82% | -4.42% |
MVAL vs. VLUE - Expense Ratio Comparison
MVAL has a 0.49% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
MVAL vs. VLUE - Dividend Comparison
MVAL's dividend yield for the trailing twelve months is around 1.79%, more than VLUE's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MVAL VanEck Morningstar Wide Moat Value ETF | 1.79% | 1.75% | 0.97% | 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
MVAL and VLUE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VLUE has higher volatility (8.03%) compared to MVAL (3.59%). In terms of maximum drawdown, MVAL dropped -19.56% vs VLUE's -39.47%.
On 1-year performance, VLUE leads with 91.45% vs 13.96% for MVAL. On fees, VLUE is cheaper at 0.15% per year. On volatility, MVAL has been the lower-risk option at 3.59%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VLUE has performed better with a 91.45% return vs 13.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.49% for MVAL.
MVAL has the higher dividend yield at 1.79%, compared with 1.40% for VLUE.
MVAL tracks Morningstar US Broad Value Wide Moat Focus Index - Benchmark TR Gross, while VLUE tracks MSCI USA Value Weighted Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.49% for MVAL and 0.15% for VLUE.
VLUE currently has the higher Sharpe Ratio (5.32 vs 1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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