VLU vs. AVUS

In the year-to-date period, VLU achieves a 2.80% return, which is significantly higher than AVUS's 1.09% return.

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VLU has a 0.12% expense ratio, which is lower than AVUS's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and Avantis U.S. Equity ETF (AVUS). 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.

The current VLU Sharpe Ratio is 0.59, which is comparable to the AVUS Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of VLU and AVUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VLU's dividend yield for the trailing twelve months is around 2.02%, more than AVUS's 1.29% yield.

The maximum VLU drawdown since its inception was -37.38%, roughly equal to the maximum AVUS drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for VLU and AVUS. For additional features, visit the drawdowns tool.

The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 4.77%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 5.60%. This indicates that VLU experiences smaller price fluctuations and is considered to be less risky than AVUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.