SPXD vs. VLUE
SPXD (Xtrackers S&P 500 Diversified Sector Weight ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds - SPXD tracks the S&P 500 Diversified Sector Weight Index while VLUE tracks the MSCI USA Enhanced Value Index. Both are passively managed. A 0.74 correlation means they provide meaningful diversification when combined. SPXD charges 0.09%/yr vs 0.15%/yr for VLUE.
Performance
SPXD vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, SPXD achieves a 10.76% return, which is significantly lower than VLUE's 50.81% return.
SPXD
- 1D
- 0.31%
- 1M
- 1.45%
- YTD
- 10.76%
- 6M
- 9.67%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- 4.04%
- 1M
- 5.53%
- YTD
- 50.81%
- 6M
- 49.21%
- 1Y
- 87.20%
- 3Y*
- 33.95%
- 5Y*
- 17.28%
- 10Y*
- 16.30%
SPXD vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 10.76% | 4.54% |
VLUE iShares MSCI USA Value Factor ETF | 50.81% | 18.70% |
Correlation
The correlation between SPXD and VLUE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.74 |
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Return for Risk
SPXD vs. VLUE — Risk / Return Rank
SPXD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VLUE
SPXD vs. VLUE - 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 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPXD | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.77 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 9.70 | — |
| Martin ratioReturn relative to average drawdown | — | 40.35 | — |
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Drawdowns
SPXD vs. VLUE - Drawdown Comparison
The maximum SPXD drawdown since its inception was -7.53%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for SPXD and VLUE.
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Drawdown Indicators
| SPXD | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.53% | -39.47% | +31.94% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.04% | — |
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 | -0.59% | 0.00% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -1.21% | -6.00% | +4.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.17% | — |
Volatility
SPXD vs. VLUE - Volatility Comparison
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Volatility by Period
| SPXD | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.79% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.52% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.84% | 19.42% | -8.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.84% | 18.21% | -7.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.84% | 19.98% | -9.14% |
SPXD vs. VLUE - Expense Ratio Comparison
SPXD has a 0.09% expense ratio, which is lower than VLUE's 0.15% expense ratio. Despite the difference, 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. VLUE - Dividend Comparison
SPXD's dividend yield for the trailing twelve months is around 1.40%, more than VLUE's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXD Xtrackers S&P 500 Diversified Sector Weight ETF | 1.40% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VLUE iShares MSCI USA Value Factor ETF | 1.37% | 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
SPXD and VLUE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPXD is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPXD is cheaper with a 0.09% expense ratio, compared with 0.15% for VLUE.
SPXD has the higher dividend yield at 1.40%, compared with 1.37% for VLUE.
SPXD tracks S&P 500 Diversified Sector Weight Index, while VLUE tracks MSCI USA Enhanced Value Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.09% for SPXD and 0.15% for VLUE.
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