VBR vs. USB
VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index, while USB (U.S. Bancorp) is a stock. Over the past 10 years, VBR returned 10.99%/yr vs 7.51%/yr for USB. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
VBR vs. USB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VBR achieves a 14.60% return, which is significantly higher than USB's 11.60% return. Over the past 10 years, VBR has outperformed USB with an annualized return of 10.99%, while USB has yielded a comparatively lower 7.51% annualized return.
VBR
- 1D
- 0.87%
- 1M
- 6.17%
- YTD
- 14.60%
- 6M
- 12.92%
- 1Y
- 29.93%
- 3Y*
- 16.09%
- 5Y*
- 8.36%
- 10Y*
- 10.99%
USB
- 1D
- 2.27%
- 1M
- 10.96%
- YTD
- 11.60%
- 6M
- 12.55%
- 1Y
- 42.92%
- 3Y*
- 27.50%
- 5Y*
- 4.36%
- 10Y*
- 7.51%
VBR vs. USB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 14.60% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
USB U.S. Bancorp | 11.60% | 16.48% | 15.62% | 4.79% | -19.13% | 24.32% | -17.85% | 33.62% | -12.36% | 6.61% |
Correlation
The correlation between VBR and USB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.70 |
The correlation between VBR and USB has been stable across timeframes, ranging from 0.66 to 0.73 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VBR vs. USB — Risk / Return Rank
VBR
USB
VBR vs. USB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) and U.S. Bancorp (USB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VBR | USB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.31 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.42 | +0.75 |
| Martin ratioReturn relative to average drawdown | 11.22 | 6.02 | +5.20 |
Loading charts...
Drawdowns
VBR vs. USB - Drawdown Comparison
The maximum VBR drawdown since its inception was -61.98%, smaller than the maximum USB drawdown of -76.08%. Use the drawdown chart below to compare losses from any high point for VBR and USB.
Loading charts...
Drawdown Indicators
| VBR | USB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -76.08% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -16.21% | +7.36% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -30.63% | +6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -52.13% | +27.94% |
Max Drawdown (10Y)Largest decline over 10 years | -45.28% | -52.13% | +6.85% |
Current DrawdownCurrent decline from peak | 0.00% | -1.88% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -15.63% | +7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 6.53% | -4.03% |
Volatility
VBR vs. USB - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 4.43%, while U.S. Bancorp (USB) has a volatility of 7.25%. This indicates that VBR experiences smaller price fluctuations and is considered to be less risky than USB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VBR | USB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 7.25% | -2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 16.61% | -5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 22.27% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 29.82% | -10.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 30.31% | -8.57% |
Dividends
VBR vs. USB - Dividend Comparison
VBR's dividend yield for the trailing twelve months is around 1.71%, less than USB's 3.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USB U.S. Bancorp | 3.50% | 3.82% | 4.14% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% |
VBR Vanguard Small-Cap Value ETF | 1.71% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
VBR and USB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USB has higher volatility (7.25%) compared to VBR (4.43%). In terms of maximum drawdown, VBR dropped -61.98% vs USB's -76.08%.
VBR currently has the higher Sharpe Ratio (1.83 vs 1.77), 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.
Find the right allocation for VBR and USB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer