ULVM vs. VLU
Compare and contrast key facts about VictoryShares US Value Momentum ETF (ULVM) and SPDR S&P 1500 Value Tilt ETF (VLU).
ULVM and VLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ULVM is a passively managed fund by Victory Capital that tracks the performance of the Nasdaq Victory US Value Momentum Index. It was launched on Oct 24, 2017. VLU is a passively managed fund by State Street that tracks the performance of the S&P 1500 Low Valuation Tilt Index. It was launched on Oct 24, 2012. Both ULVM and VLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ULVM vs. VLU - Performance Comparison
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ULVM vs. VLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ULVM VictoryShares US Value Momentum ETF | 4.86% | 15.84% | 19.76% | 10.16% | -9.04% | 31.06% | 3.51% | 22.08% | -12.07% | 4.30% |
VLU SPDR S&P 1500 Value Tilt ETF | 2.50% | 16.70% | 17.24% | 17.18% | -8.24% | 30.95% | 9.91% | 26.20% | -7.89% | 5.31% |
Returns By Period
In the year-to-date period, ULVM achieves a 4.86% return, which is significantly higher than VLU's 2.50% return.
ULVM
- 1D
- 1.99%
- 1M
- -4.07%
- YTD
- 4.86%
- 6M
- 6.43%
- 1Y
- 21.16%
- 3Y*
- 17.09%
- 5Y*
- 11.08%
- 10Y*
- —
VLU
- 1D
- 2.04%
- 1M
- -3.82%
- YTD
- 2.50%
- 6M
- 6.27%
- 1Y
- 19.18%
- 3Y*
- 17.17%
- 5Y*
- 11.22%
- 10Y*
- 13.18%
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ULVM vs. VLU - Expense Ratio Comparison
ULVM has a 0.20% expense ratio, which is higher than VLU's 0.12% 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%.
Return for Risk
ULVM vs. VLU — Risk / Return Rank
ULVM
VLU
ULVM vs. VLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Value Momentum ETF (ULVM) and SPDR S&P 1500 Value Tilt ETF (VLU). 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.
| ULVM | VLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | 1.15 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.82 | 1.67 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.26 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.63 | +0.13 |
Martin ratioReturn relative to average drawdown | 8.58 | 7.78 | +0.79 |
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
| ULVM | VLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | 1.15 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.73 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.78 | -0.25 |
Correlation
The correlation between ULVM and VLU is 0.90, 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
ULVM vs. VLU - Dividend Comparison
ULVM's dividend yield for the trailing twelve months is around 1.72%, less than VLU's 1.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ULVM VictoryShares US Value Momentum ETF | 1.72% | 1.81% | 1.57% | 1.94% | 1.91% | 1.36% | 1.51% | 1.88% | 1.67% | 0.38% | 0.00% | 0.00% |
VLU SPDR S&P 1500 Value Tilt ETF | 1.78% | 1.82% | 2.00% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.96% | 2.14% | 6.37% |
Drawdowns
ULVM vs. VLU - Drawdown Comparison
The maximum ULVM drawdown since its inception was -40.71%, which is greater than VLU's maximum drawdown of -37.39%. Use the drawdown chart below to compare losses from any high point for ULVM and VLU.
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Drawdown Indicators
| ULVM | VLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.71% | -37.39% | -3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.72% | -12.40% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.77% | -19.55% | -0.22% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.39% | — |
Current DrawdownCurrent decline from peak | -4.41% | -4.43% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -3.78% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.60% | +0.01% |
Volatility
ULVM vs. VLU - Volatility Comparison
VictoryShares US Value Momentum ETF (ULVM) and SPDR S&P 1500 Value Tilt ETF (VLU) have volatilities of 4.32% and 4.31%, 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
| ULVM | VLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.31% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 8.61% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.72% | 16.77% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.54% | 15.46% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.99% | 18.09% | +0.90% |