SQLV vs. VBR
Compare and contrast key facts about Royce Quant Small-Cap Quality Value ETF (SQLV) and Vanguard Small-Cap Value ETF (VBR).
SQLV and VBR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SQLV is an actively managed fund by Franklin Templeton. It was launched on Jul 12, 2017. VBR is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
SQLV vs. VBR - Performance Comparison
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SQLV vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 2.33% | 2.50% | 4.76% | 21.21% | -12.86% | 37.14% | 7.13% | 17.41% | -10.55% | 8.51% |
VBR Vanguard Small-Cap Value ETF | 3.17% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 8.53% |
Returns By Period
In the year-to-date period, SQLV achieves a 2.33% return, which is significantly lower than VBR's 3.17% return.
SQLV
- 1D
- 1.41%
- 1M
- -3.07%
- YTD
- 2.33%
- 6M
- 3.74%
- 1Y
- 17.85%
- 3Y*
- 8.87%
- 5Y*
- 5.25%
- 10Y*
- —
VBR
- 1D
- 2.34%
- 1M
- -4.96%
- YTD
- 3.17%
- 6M
- 5.21%
- 1Y
- 18.95%
- 3Y*
- 13.42%
- 5Y*
- 7.55%
- 10Y*
- 10.10%
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SQLV vs. VBR - Expense Ratio Comparison
SQLV has a 0.60% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
SQLV vs. VBR — Risk / Return Rank
SQLV
VBR
SQLV vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Royce Quant Small-Cap Quality Value ETF (SQLV) and Vanguard Small-Cap Value ETF (VBR). 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.
| SQLV | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.92 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.42 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.37 | +0.01 |
Martin ratioReturn relative to average drawdown | 4.69 | 5.64 | -0.95 |
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
| SQLV | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 0.92 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.38 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.40 | -0.06 |
Correlation
The correlation between SQLV and VBR is 0.76, 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
SQLV vs. VBR - Dividend Comparison
SQLV's dividend yield for the trailing twelve months is around 1.11%, less than VBR's 1.90% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SQLV Royce Quant Small-Cap Quality Value ETF | 1.11% | 1.15% | 1.11% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
SQLV vs. VBR - Drawdown Comparison
The maximum SQLV drawdown since its inception was -48.34%, smaller than the maximum VBR drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for SQLV and VBR.
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Drawdown Indicators
| SQLV | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.34% | -61.98% | +13.64% |
Max Drawdown (1Y)Largest decline over 1 year | -12.92% | -14.18% | +1.26% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -24.19% | -2.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.28% | — |
Current DrawdownCurrent decline from peak | -5.16% | -6.13% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -8.32% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 3.44% | +0.35% |
Volatility
SQLV vs. VBR - Volatility Comparison
Royce Quant Small-Cap Quality Value ETF (SQLV) and Vanguard Small-Cap Value ETF (VBR) have volatilities of 5.25% and 5.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SQLV | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 5.50% | -0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.40% | 11.28% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.07% | 20.64% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.04% | 19.85% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.50% | 21.73% | +1.77% |