REVS vs. LVDS

Last updated Jun 4, 2026

REVS (Columbia Research Enhanced Value ETF) and LVDS (JPMorgan Fundamental Data Science Large Value ETF) are both Large Cap Value Equities funds. REVS is passively managed, while LVDS is actively managed. Their correlation of 0.92 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.30%/yr for LVDS.

Performance

REVS vs. LVDS - Performance Comparison

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

Returns By Period

In the year-to-date period, REVS achieves a 11.50% return, which is significantly lower than LVDS's 13.56% return.

REVS

• 1D: -0.01%
• 1M: 3.64%
• YTD: 11.50%
• 6M: 12.18%
• 1Y: 26.29%
• 3Y*: 18.50%
• 5Y*: 11.10%
• 10Y*: —

LVDS

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

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

REVS vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
REVS Columbia Research Enhanced Value ETF	11.50%	8.55%
LVDS JPMorgan Fundamental Data Science Large Value ETF	13.56%	7.24%

Correlation

The correlation between REVS and LVDS is 0.92, 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	0.92

REVS vs. LVDS - Sectors Allocation Comparison

Sectors	REVS	LVDS
Financial Services	20.7%	18.3%
Technology	12.3%	15.9%
Healthcare	12.2%	8.6%
Industrials	12.1%	10.2%
Communication Services	8.4%	7.5%
Consumer Cyclical	7.6%	8.0%
Consumer Defensive	7.5%	6.5%
Energy	6.5%	6.6%
Utilities	4.4%	4.8%
Real Estate	4.3%	4.2%
Basic Materials	4.0%	1.7%

Return for Risk

REVS vs. LVDS — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 72
REVS Sharpe Ratio Rank: 70
REVS Sortino Ratio Rank: 73
REVS Omega Ratio Rank: 66
REVS Calmar Ratio Rank: 76
REVS Martin Ratio Rank: 74

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.

REVS vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.

	REVS	LVDS	Difference
Sharpe ratio: Return per unit of total volatility	2.30	—	—
Sortino ratio: Return per unit of downside risk	3.32	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.81	—	—
Martin ratio: Return relative to average drawdown	13.90	—	—
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

	REVS	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	2.39	-1.71

Drawdowns

REVS vs. LVDS - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for REVS and LVDS.

Drawdown Indicators

	REVS	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-6.64%	-31.21%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	—	—
Current Drawdown Current decline from peak	-0.06%	0.00%	-0.06%
Average Drawdown Average peak-to-trough decline	-4.66%	-0.98%	-3.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	—	—

Volatility

Volatility by Period

	REVS	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.46%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	10.43%	+1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	10.43%	+4.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	10.43%	+8.70%

REVS vs. LVDS - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than LVDS's 0.30% expense ratio.

Dividends

REVS vs. LVDS - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.91%, less than LVDS's 7.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
LVDS JPMorgan Fundamental Data Science Large Value ETF	7.56%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
REVS Columbia Research Enhanced Value ETF	1.91%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%

Frequently Asked Questions

Can I hold both REVS and LVDS in my portfolio?

With a correlation of 0.92, REVS and LVDS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, REVS or LVDS?

On fees, REVS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, REVS or LVDS?

REVS is cheaper with a 0.19% expense ratio, compared with 0.30% for LVDS.

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

LVDS has the higher dividend yield at 7.56%, compared with 1.91% for REVS.

What is the main difference between REVS and LVDS?

They also come from different issuers: Ameriprise Financial and JPMorgan. Their fees differ too: 0.19% for REVS and 0.30% for LVDS.