SPXD vs. IUSV

Last updated Jun 5, 2026

SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds - SPXD tracks the S&P 500 Diversified Sector Weight Index while IUSV tracks the S&P 900 Value Index. Both are passively managed. Their correlation of 0.94 suggests significant overlap in exposure. SPXD charges 0.09%/yr vs 0.04%/yr for IUSV.

Performance

SPXD vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPXD achieves a 10.08% return, which is significantly higher than IUSV's 8.61% return.

SPXD

• 1D: 0.59%
• 1M: 3.15%
• YTD: 10.08%
• 6M: 10.66%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUSV

• 1D: 0.91%
• 1M: 2.22%
• YTD: 8.61%
• 6M: 9.11%
• 1Y: 22.73%
• 3Y*: 16.12%
• 5Y*: 10.67%
• 10Y*: 12.06%

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

SPXD vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	10.08%	5.02%
IUSV iShares Core S&P U.S. Value ETF	8.61%	6.90%

Correlation

The correlation between SPXD and IUSV is 0.94, 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 25, 2025	0.94

Return for Risk

SPXD vs. IUSV — Risk / Return Rank

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

IUSV

IUSV Risk / Return Rank: 72
IUSV Sharpe Ratio Rank: 71
IUSV Sortino Ratio Rank: 72
IUSV Omega Ratio Rank: 70
IUSV Calmar Ratio Rank: 73
IUSV 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.

SPXD vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Diversified Sector Weight ETF (SPXD) and iShares Core S&P U.S. Value ETF (IUSV). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SPXD	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.74	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.70	0.60	+1.10

Drawdowns

SPXD vs. IUSV - Drawdown Comparison

The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for SPXD and IUSV.

Drawdown Indicators

	SPXD	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-7.53%	-56.88%	+49.35%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.36%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-17.76%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.95%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.23%	-6.29%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.66%	—

Volatility

Volatility by Period

	SPXD	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.13%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.19%	—
Volatility (1Y) Calculated over the trailing 1-year period	10.78%	10.00%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.78%	14.56%	-3.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.78%	17.07%	-6.29%

SPXD vs. IUSV - Expense Ratio Comparison

SPXD has a 0.09% expense ratio, which is higher than IUSV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SPXD vs. IUSV - Dividend Comparison

SPXD's dividend yield for the trailing twelve months is around 1.02%, less than IUSV's 1.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.67%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF	1.02%	0.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SPXD and IUSV in my portfolio?

With a correlation of 0.94, SPXD and IUSV 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, SPXD or IUSV?

On fees, IUSV is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPXD or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.09% for SPXD.

Which ETF pays a higher dividend yield, SPXD or IUSV?

IUSV has the higher dividend yield at 1.67%, compared with 1.02% for SPXD.

What is the main difference between SPXD and IUSV?

SPXD tracks S&P 500 Diversified Sector Weight Index, while IUSV tracks S&P 900 Value Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for SPXD and 0.04% for IUSV.