ROE vs. ILCV
Compare and contrast key facts about Astoria US Equal Weight Quality Kings ETF (ROE) and iShares Morningstar Value ETF (ILCV).
ROE and ILCV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ROE is an actively managed fund by Astoria. It was launched on Jul 31, 2023. ILCV is a passively managed fund by iShares that tracks the performance of the Morningstar US Large-Mid Cap Broad Value Index. It was launched on Jun 28, 2004.
Performance
ROE vs. ILCV - Performance Comparison
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ROE vs. ILCV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ROE Astoria US Equal Weight Quality Kings ETF | 0.75% | 17.20% | 18.34% | 4.29% |
ILCV iShares Morningstar Value ETF | -0.92% | 18.79% | 17.03% | 3.74% |
Returns By Period
In the year-to-date period, ROE achieves a 0.75% return, which is significantly higher than ILCV's -0.92% return.
ROE
- 1D
- 2.75%
- 1M
- -5.84%
- YTD
- 0.75%
- 6M
- 3.04%
- 1Y
- 22.46%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ILCV
- 1D
- 1.96%
- 1M
- -4.49%
- YTD
- -0.92%
- 6M
- 4.39%
- 1Y
- 16.47%
- 3Y*
- 15.74%
- 5Y*
- 10.84%
- 10Y*
- 10.99%
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ROE vs. ILCV - Expense Ratio Comparison
ROE has a 0.49% expense ratio, which is higher than ILCV's 0.04% expense ratio.
Return for Risk
ROE vs. ILCV — Risk / Return Rank
ROE
ILCV
ROE vs. ILCV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) and iShares Morningstar Value ETF (ILCV). 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.
| ROE | ILCV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.08 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.74 | 1.57 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.50 | +0.41 |
Martin ratioReturn relative to average drawdown | 9.05 | 7.14 | +1.92 |
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
| ROE | ILCV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.08 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.66 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.44 | +0.52 |
Correlation
The correlation between ROE and ILCV is 0.88, 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
ROE vs. ILCV - Dividend Comparison
ROE's dividend yield for the trailing twelve months is around 1.13%, less than ILCV's 1.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROE Astoria US Equal Weight Quality Kings ETF | 1.13% | 0.97% | 1.18% | 0.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ILCV iShares Morningstar Value ETF | 1.77% | 1.77% | 1.99% | 2.27% | 2.32% | 2.01% | 2.96% | 2.70% | 2.93% | 2.32% | 2.76% | 3.01% |
Drawdowns
ROE vs. ILCV - Drawdown Comparison
The maximum ROE drawdown since its inception was -19.10%, smaller than the maximum ILCV drawdown of -58.63%. Use the drawdown chart below to compare losses from any high point for ROE and ILCV.
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Drawdown Indicators
| ROE | ILCV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.10% | -58.63% | +39.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -11.82% | -0.40% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.53% | — |
Current DrawdownCurrent decline from peak | -6.15% | -4.72% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -9.39% | +6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.48% | +0.10% |
Volatility
ROE vs. ILCV - Volatility Comparison
Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 5.80% compared to iShares Morningstar Value ETF (ILCV) at 3.81%. This indicates that ROE's price experiences larger fluctuations and is considered to be riskier than ILCV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROE | ILCV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 3.81% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 11.31% | 7.65% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 15.31% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.91% | 14.26% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.91% | 16.68% | -0.77% |