VALQ vs. VDE
Compare and contrast key facts about American Century STOXX U.S. Quality Value ETF (VALQ) and Vanguard Energy ETF (VDE).
VALQ and VDE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VALQ is a passively managed fund by American Century that tracks the performance of the iSTOXX American Century USA Quality Value Index. It was launched on Jan 11, 2018. VDE is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Energy 25/50 Index. It was launched on Sep 23, 2004. Both VALQ and VDE 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
VALQ vs. VDE - Performance Comparison
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VALQ vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VALQ American Century STOXX U.S. Quality Value ETF | -1.39% | 10.58% | 16.71% | 13.87% | -7.73% | 27.05% | 0.64% | 24.52% | -10.46% |
VDE Vanguard Energy ETF | 38.21% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -24.33% |
Returns By Period
In the year-to-date period, VALQ achieves a -1.39% return, which is significantly lower than VDE's 38.21% return.
VALQ
- 1D
- 1.32%
- 1M
- -5.86%
- YTD
- -1.39%
- 6M
- 1.66%
- 1Y
- 8.97%
- 3Y*
- 12.63%
- 5Y*
- 8.53%
- 10Y*
- —
VDE
- 1D
- -1.12%
- 1M
- 10.44%
- YTD
- 38.21%
- 6M
- 39.44%
- 1Y
- 37.45%
- 3Y*
- 18.47%
- 5Y*
- 24.23%
- 10Y*
- 11.24%
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VALQ vs. VDE - Expense Ratio Comparison
VALQ has a 0.29% expense ratio, which is higher than VDE's 0.10% expense ratio.
Return for Risk
VALQ vs. VDE — Risk / Return Rank
VALQ
VDE
VALQ vs. VDE - 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 Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.59 | 1.51 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.94 | 1.93 | -0.99 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 2.05 | -1.18 |
Martin ratioReturn relative to average drawdown | 3.65 | 5.89 | -2.24 |
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
| VALQ | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | 1.51 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.92 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.38 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.29 | +0.17 |
Correlation
The correlation between VALQ and VDE is 0.55, 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.
Dividends
VALQ vs. VDE - Dividend Comparison
VALQ's dividend yield for the trailing twelve months is around 1.85%, less than VDE's 2.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VALQ American Century STOXX U.S. Quality Value ETF | 1.85% | 1.88% | 1.58% | 1.76% | 2.71% | 1.58% | 2.08% | 2.31% | 2.35% | 0.00% | 0.00% | 0.00% |
VDE Vanguard Energy ETF | 2.27% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Drawdowns
VALQ vs. VDE - Drawdown Comparison
The maximum VALQ drawdown since its inception was -38.19%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for VALQ and VDE.
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Drawdown Indicators
| VALQ | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.19% | -74.20% | +36.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.41% | -18.91% | +7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -20.19% | -26.58% | +6.39% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -6.63% | -2.21% | -4.42% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -20.07% | +15.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 6.60% | -3.86% |
Volatility
VALQ vs. VDE - Volatility Comparison
The current volatility for American Century STOXX U.S. Quality Value ETF (VALQ) is 3.31%, while Vanguard Energy ETF (VDE) has a volatility of 4.96%. This indicates that VALQ experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VALQ | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 4.96% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 13.82% | -5.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.35% | 24.93% | -9.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.49% | 26.51% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 29.86% | -12.08% |