SMRI vs. VLUE
SMRI (Bushido Capital US Equity ETF) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. SMRI is actively managed, while VLUE is passively managed. Over the past year, SMRI returned 35.67% vs 91.45% for VLUE. Their correlation of 0.80 suggests significant overlap in exposure. SMRI charges 0.71%/yr vs 0.15%/yr for VLUE.
Performance
SMRI vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, SMRI achieves a 18.58% return, which is significantly lower than VLUE's 49.00% return.
SMRI
- 1D
- -0.15%
- 1M
- 11.41%
- YTD
- 18.58%
- 6M
- 18.82%
- 1Y
- 35.67%
- 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%
SMRI vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
SMRI Bushido Capital US Equity ETF | 18.58% | 17.41% | 19.16% | 5.11% |
VLUE iShares Edge MSCI USA Value Factor ETF | 49.00% | 32.67% | 7.25% | 8.11% |
Correlation
The correlation between SMRI and VLUE is 0.70, 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 | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023 | 0.80 |
The correlation between SMRI and VLUE shifts across timeframes, from 0.70 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SMRI vs. VLUE — Risk / Return Rank
SMRI
VLUE
SMRI vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bushido Capital US Equity ETF (SMRI) 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.
| SMRI | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.91 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 10.17 | -4.90 |
| Martin ratioReturn relative to average drawdown | 16.62 | 45.62 | -29.00 |
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
| SMRI | VLUE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.46 | 5.32 | -2.86 |
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 | 1.44 | 0.76 | +0.68 |
Drawdowns
SMRI vs. VLUE - Drawdown Comparison
The maximum SMRI drawdown since its inception was -18.45%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for SMRI and VLUE.
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Drawdown Indicators
| SMRI | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.45% | -39.47% | +21.02% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -9.04% | +2.24% |
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 | -1.17% | -0.42% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -6.01% | +3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.01% | +0.14% |
Volatility
SMRI vs. VLUE - Volatility Comparison
The current volatility for Bushido Capital US Equity ETF (SMRI) is 5.42%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 8.03%. This indicates that SMRI 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
| SMRI | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 8.03% | -2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 10.94% | 13.96% | -3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.63% | 17.30% | -2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.84% | 17.78% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.84% | 19.82% | -3.98% |
SMRI vs. VLUE - Expense Ratio Comparison
SMRI has a 0.71% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
SMRI vs. VLUE - Dividend Comparison
SMRI's dividend yield for the trailing twelve months is around 0.95%, less than VLUE's 1.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMRI Bushido Capital US Equity ETF | 0.95% | 1.32% | 0.98% | 0.45% | 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
SMRI and VLUE have a correlation of 0.70, 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 SMRI (5.42%). In terms of maximum drawdown, SMRI dropped -18.45% vs VLUE's -39.47%.
On 1-year performance, VLUE leads with 91.45% vs 35.67% for SMRI. On fees, VLUE is cheaper at 0.15% per year. On volatility, SMRI has been the lower-risk option at 5.42%. 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 35.67%. 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 0.71% for SMRI.
VLUE has the higher dividend yield at 1.40%, compared with 0.95% for SMRI.
They also come from different issuers: Bushido and iShares. Their fees differ too: 0.71% for SMRI and 0.15% for VLUE.
VLUE currently has the higher Sharpe Ratio (5.32 vs 2.46), 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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