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VLU vs. AVUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLU and AVUS is 0.88, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VLU vs. AVUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 1500 Value Tilt ETF (VLU) and Avantis U.S. Equity ETF (AVUS). The values are adjusted to include any dividend payments, if applicable.

70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
91.82%
96.61%
VLU
AVUS

Key characteristics

Sharpe Ratio

VLU:

0.43

AVUS:

0.33

Sortino Ratio

VLU:

0.72

AVUS:

0.59

Omega Ratio

VLU:

1.11

AVUS:

1.09

Calmar Ratio

VLU:

0.46

AVUS:

0.33

Martin Ratio

VLU:

1.83

AVUS:

1.25

Ulcer Index

VLU:

4.04%

AVUS:

5.13%

Daily Std Dev

VLU:

17.07%

AVUS:

19.73%

Max Drawdown

VLU:

-37.38%

AVUS:

-37.04%

Current Drawdown

VLU:

-7.96%

AVUS:

-10.04%

Returns By Period

In the year-to-date period, VLU achieves a -2.62% return, which is significantly higher than AVUS's -5.60% return.


VLU

YTD

-2.62%

1M

-2.97%

6M

-1.61%

1Y

9.21%

5Y*

17.03%

10Y*

12.77%

AVUS

YTD

-5.60%

1M

-1.60%

6M

-2.91%

1Y

8.70%

5Y*

16.84%

10Y*

N/A

*Annualized

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VLU vs. AVUS - Expense Ratio Comparison

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%.


Expense ratio chart for AVUS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVUS: 0.15%
Expense ratio chart for VLU: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VLU: 0.12%

Risk-Adjusted Performance

VLU vs. AVUS — Risk-Adjusted Performance Rank

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

VLU
The Risk-Adjusted Performance Rank of VLU is 5353
Overall Rank
The Sharpe Ratio Rank of VLU is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VLU is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VLU is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VLU is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VLU is 5656
Martin Ratio Rank

AVUS
The Risk-Adjusted Performance Rank of AVUS is 4444
Overall Rank
The Sharpe Ratio Rank of AVUS is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of AVUS is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AVUS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVUS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of AVUS is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VLU vs. AVUS - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for VLU, currently valued at 0.43, compared to the broader market-1.000.001.002.003.004.00
VLU: 0.43
AVUS: 0.33
The chart of Sortino ratio for VLU, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.00
VLU: 0.72
AVUS: 0.59
The chart of Omega ratio for VLU, currently valued at 1.11, compared to the broader market0.501.001.502.00
VLU: 1.11
AVUS: 1.09
The chart of Calmar ratio for VLU, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
VLU: 0.46
AVUS: 0.33
The chart of Martin ratio for VLU, currently valued at 1.83, compared to the broader market0.0020.0040.0060.00
VLU: 1.83
AVUS: 1.25

The current VLU Sharpe Ratio is 0.43, which is higher than the AVUS Sharpe Ratio of 0.33. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.43
0.33
VLU
AVUS

Dividends

VLU vs. AVUS - Dividend Comparison

VLU's dividend yield for the trailing twelve months is around 2.14%, more than AVUS's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VLU
SPDR S&P 1500 Value Tilt ETF
2.14%2.00%2.02%2.16%1.86%1.98%2.19%2.57%1.96%2.14%6.37%5.42%
AVUS
Avantis U.S. Equity ETF
1.38%1.27%1.41%1.60%1.08%1.19%0.35%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VLU vs. AVUS - Drawdown Comparison

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.96%
-10.04%
VLU
AVUS

Volatility

VLU vs. AVUS - Volatility Comparison

The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 12.65%, while Avantis U.S. Equity ETF (AVUS) has a volatility of 14.33%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
12.65%
14.33%
VLU
AVUS