SVAL vs. VDC
Compare and contrast key facts about iShares US Small Cap Value Factor ETF (SVAL) and Vanguard Consumer Staples ETF (VDC).
SVAL and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVAL is a passively managed fund by iShares that tracks the performance of the Russell 2000 Focused Value Select Index. It was launched on Oct 27, 2020. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 25/50 Index. It was launched on Jan 26, 2004. Both SVAL and VDC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVAL or VDC.
Key characteristics
| SVAL | VDC | |
|---|---|---|
| YTD Return | 16.91% | 14.87% |
| 1Y Return | 39.55% | 21.08% |
| 3Y Return (Ann) | 4.67% | 6.98% |
| Sharpe Ratio | 1.65 | 2.17 |
| Sortino Ratio | 2.54 | 3.11 |
| Omega Ratio | 1.31 | 1.38 |
| Calmar Ratio | 2.18 | 2.43 |
| Martin Ratio | 7.18 | 14.33 |
| Ulcer Index | 5.52% | 1.50% |
| Daily Std Dev | 24.11% | 9.91% |
| Max Drawdown | -25.30% | -34.24% |
| Current Drawdown | -1.26% | -2.05% |
Correlation
The correlation between SVAL and VDC is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SVAL vs. VDC - Performance Comparison
In the year-to-date period, SVAL achieves a 16.91% return, which is significantly higher than VDC's 14.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SVAL vs. VDC - Expense Ratio Comparison
SVAL has a 0.20% expense ratio, which is higher than VDC's 0.10% 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%.
Risk-Adjusted Performance
SVAL vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Small Cap Value Factor ETF (SVAL) and Vanguard Consumer Staples ETF (VDC). 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.
Dividends
SVAL vs. VDC - Dividend Comparison
SVAL's dividend yield for the trailing twelve months is around 2.21%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVAL iShares US Small Cap Value Factor ETF | 2.21% | 2.25% | 2.09% | 2.33% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
SVAL vs. VDC - Drawdown Comparison
The maximum SVAL drawdown since its inception was -25.30%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for SVAL and VDC. For additional features, visit the drawdowns tool.
Volatility
SVAL vs. VDC - Volatility Comparison
iShares US Small Cap Value Factor ETF (SVAL) has a higher volatility of 10.79% compared to Vanguard Consumer Staples ETF (VDC) at 2.77%. This indicates that SVAL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.