QUVU vs. LVDS

Last updated Apr 2, 2026

Compare and contrast key facts about Hartford Quality Value ETF (QUVU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

QUVU and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QUVU is an actively managed fund by Hartford. It was launched on Feb 28, 2017. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

QUVU vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hartford Quality Value ETF (QUVU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

QUVU vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
QUVU Hartford Quality Value ETF	-0.02%	8.71%
LVDS JPMorgan Fundamental Data Science Large Value ETF	2.47%	7.24%

Returns By Period

In the year-to-date period, QUVU achieves a -0.02% return, which is significantly lower than LVDS's 2.47% return.

QUVU

• 1D: 0.80%
• 1M: -5.19%
• YTD: -0.02%
• 6M: 4.73%
• 1Y: 11.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVDS

• 1D: 0.48%
• 1M: -4.12%
• YTD: 2.47%
• 6M: 6.29%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QUVU vs. LVDS - Expense Ratio Comparison

QUVU has a 0.45% expense ratio, which is higher than LVDS's 0.30% expense ratio.

QUVU

Hartford Quality Value ETF

LVDS

JPMorgan Fundamental Data Science Large Value ETF

Return for Risk

QUVU vs. LVDS — Risk / Return Rank

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

QUVU

QUVU Risk / Return Rank: 36
QUVU Sharpe Ratio Rank: 37
QUVU Sortino Ratio Rank: 36
QUVU Omega Ratio Rank: 36
QUVU Calmar Ratio Rank: 34
QUVU Martin Ratio Rank: 37

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.

QUVU vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hartford Quality Value ETF (QUVU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	QUVU	LVDS	Difference
Sharpe ratio Return per unit of total volatility	0.77	—	—
Sortino ratio Return per unit of downside risk	1.14	—	—
Omega ratio Gain probability vs. loss probability	1.16	—	—
Calmar ratio Return relative to maximum drawdown	1.05	—	—
Martin ratio Return relative to average drawdown	4.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	QUVU	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	1.37	-0.27

Correlation

The correlation between QUVU and LVDS is 0.92, 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

QUVU vs. LVDS - Dividend Comparison

QUVU's dividend yield for the trailing twelve months is around 1.97%, less than LVDS's 8.38% yield.

	TTM	2025	2024	2023
QUVU Hartford Quality Value ETF	1.97%	1.97%	3.91%	2.87%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.38%	8.25%	0.00%	0.00%

Drawdowns

QUVU vs. LVDS - Drawdown Comparison

The maximum QUVU drawdown since its inception was -13.11%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for QUVU and LVDS.

Drawdown Indicators

	QUVU	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-13.11%	-6.64%	-6.47%
Max Drawdown (1Y) Largest decline over 1 year	-10.34%	—	—
Current Drawdown Current decline from peak	-5.19%	-4.41%	-0.78%
Average Drawdown Average peak-to-trough decline	-2.04%	-1.06%	-0.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	—	—

Volatility

Volatility by Period

	QUVU	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.17%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.61%	10.28%	+4.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.33%	10.28%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.33%	10.28%	+2.05%