VALQ vs. BUSA

Last updated Jun 4, 2026

VALQ (American Century STOXX U.S. Quality Value ETF) and BUSA (Brandes U.S. Value ETF) are both Large Cap Value Equities funds. VALQ is passively managed, while BUSA is actively managed. Over the past year, VALQ returned 16.17% vs 22.40% for BUSA. Their correlation of 0.89 suggests significant overlap in exposure. VALQ charges 0.29%/yr vs 0.60%/yr for BUSA.

Performance

VALQ vs. BUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century STOXX U.S. Quality Value ETF (VALQ) and Brandes U.S. Value ETF (BUSA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VALQ achieves a 5.49% return, which is significantly lower than BUSA's 6.93% return.

VALQ

• 1D: -0.38%
• 1M: 5.64%
• YTD: 5.49%
• 6M: 6.17%
• 1Y: 16.17%
• 3Y*: 15.35%
• 5Y*: 8.69%
• 10Y*: —

BUSA

• 1D: -0.17%
• 1M: 1.70%
• YTD: 6.93%
• 6M: 9.34%
• 1Y: 22.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VALQ vs. BUSA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VALQ American Century STOXX U.S. Quality Value ETF	5.49%	10.58%	16.71%	11.07%
BUSA Brandes U.S. Value ETF	6.93%	17.56%	15.76%	10.65%

Correlation

The correlation between VALQ and BUSA is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 6, 2023	0.89

The correlation between VALQ and BUSA has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

VALQ vs. BUSA - Sectors Allocation Comparison

Sectors	VALQ	BUSA
Technology	27.0%	12.9%
Healthcare	16.6%	23.8%
Consumer Defensive	16.3%	5.1%
Industrials	12.0%	12.4%
Consumer Cyclical	9.5%	4.9%
Communication Services	7.2%	5.6%
Energy	5.3%	7.3%
Financial Services	3.7%	20.1%
Basic Materials	1.6%	4.1%
Real Estate	0.8%	-
Utilities	-	3.4%

Return for Risk

VALQ vs. BUSA — Risk / Return Rank

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

VALQ

VALQ Risk / Return Rank: 41
VALQ Sharpe Ratio Rank: 42
VALQ Sortino Ratio Rank: 43
VALQ Omega Ratio Rank: 39
VALQ Calmar Ratio Rank: 42
VALQ Martin Ratio Rank: 38

BUSA

BUSA Risk / Return Rank: 56
BUSA Sharpe Ratio Rank: 55
BUSA Sortino Ratio Rank: 56
BUSA Omega Ratio Rank: 54
BUSA Calmar Ratio Rank: 60
BUSA Martin Ratio Rank: 57

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.

VALQ vs. BUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century STOXX U.S. Quality Value ETF (VALQ) and Brandes U.S. Value ETF (BUSA). 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.

	VALQ	BUSA	Difference
Sharpe ratio: Return per unit of total volatility	1.46	1.90	-0.44
Sortino ratio: Return per unit of downside risk	2.17	2.72	-0.55
Omega ratio: Gain probability vs. loss probability	1.26	1.34	-0.08
Calmar ratio: Return relative to maximum drawdown	2.07	2.96	-0.89
Martin ratio: Return relative to average drawdown	5.87	10.06	-4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VALQ vs. BUSA - Sharpe Ratio Comparison

The current VALQ Sharpe Ratio is 1.46, which is comparable to the BUSA Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VALQ and BUSA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VALQ	BUSA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.46	1.90	-0.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	1.45	-0.94

Drawdowns

VALQ vs. BUSA - Drawdown Comparison

The maximum VALQ drawdown since its inception was -38.19%, which is greater than BUSA's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for VALQ and BUSA.

Drawdown Indicators

	VALQ	BUSA	Difference
Max Drawdown Largest peak-to-trough decline	-38.19%	-14.19%	-24.00%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-7.61%	-0.24%
Max Drawdown (3Y) Largest decline over 3 years	-15.62%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-20.19%	—	—
Current Drawdown Current decline from peak	-0.38%	-0.86%	+0.48%
Average Drawdown Average peak-to-trough decline	-4.95%	-2.15%	-2.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	2.23%	+0.53%

Volatility

VALQ vs. BUSA - Volatility Comparison

American Century STOXX U.S. Quality Value ETF (VALQ) and Brandes U.S. Value ETF (BUSA) have volatilities of 2.45% and 2.50%, 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.

Volatility by Period

	VALQ	BUSA	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.45%	2.50%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.97%	8.44%	-0.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.13%	11.82%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.48%	13.65%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.66%	13.65%	+4.01%

VALQ vs. BUSA - Expense Ratio Comparison

VALQ has a 0.29% expense ratio, which is lower than BUSA's 0.60% expense ratio.

Dividends

VALQ vs. BUSA - Dividend Comparison

VALQ's dividend yield for the trailing twelve months is around 1.73%, more than BUSA's 1.48% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BUSA Brandes U.S. Value ETF	1.48%	1.53%	1.37%	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%
VALQ American Century STOXX U.S. Quality Value ETF	1.73%	1.88%	1.58%	1.76%	2.71%	1.58%	2.08%	2.31%	2.35%

Frequently Asked Questions

Can I hold both VALQ and BUSA in my portfolio?

With a correlation of 0.90, VALQ and BUSA 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 is riskier, VALQ or BUSA?

BUSA has higher volatility (2.50%) compared to VALQ (2.45%). In terms of maximum drawdown, VALQ dropped -38.19% vs BUSA's -14.19%.

Which ETF is better, VALQ or BUSA?

On 1-year performance, BUSA leads with 22.40% vs 16.17% for VALQ. On fees, VALQ is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VALQ or BUSA?

Over the 1-year period, BUSA has performed better with a 22.40% return vs 16.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VALQ or BUSA?

VALQ is cheaper with a 0.29% expense ratio, compared with 0.60% for BUSA.

Which ETF pays a higher dividend yield, VALQ or BUSA?

VALQ has the higher dividend yield at 1.73%, compared with 1.48% for BUSA.

What is the main difference between VALQ and BUSA?

They also come from different issuers: American Century and Brandes. Their fees differ too: 0.29% for VALQ and 0.60% for BUSA.

Which has better risk-adjusted returns?

BUSA currently has the higher Sharpe Ratio (1.90 vs 1.46), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.