VLU vs. LVDS

Last updated Apr 1, 2026

Compare and contrast key facts about SPDR S&P 1500 Value Tilt ETF (VLU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS).

VLU and LVDS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VLU is a passively managed fund by State Street that tracks the performance of the S&P 1500 Low Valuation Tilt Index. It was launched on Oct 24, 2012. LVDS is an actively managed fund by JPMorgan. It was launched on Jul 14, 2025.

Performance

VLU vs. LVDS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P 1500 Value Tilt ETF (VLU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). The values are adjusted to include any dividend payments, if applicable.

VLU vs. LVDS - Yearly Performance Comparison

	2026 (YTD)	2025
VLU SPDR S&P 1500 Value Tilt ETF	2.50%	8.82%
LVDS JPMorgan Fundamental Data Science Large Value ETF	1.98%	7.24%

Returns By Period

In the year-to-date period, VLU achieves a 2.50% return, which is significantly higher than LVDS's 1.98% return.

VLU

• 1D: 2.04%
• 1M: -3.82%
• YTD: 2.50%
• 6M: 6.27%
• 1Y: 19.18%
• 3Y*: 17.17%
• 5Y*: 11.22%
• 10Y*: 13.18%

LVDS

• 1D: 1.91%
• 1M: -4.50%
• YTD: 1.98%
• 6M: 5.70%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

VLU vs. LVDS - Expense Ratio Comparison

VLU has a 0.12% expense ratio, which is lower than LVDS's 0.30% expense ratio.

LVDS

JPMorgan Fundamental Data Science Large Value ETF

VLU

SPDR S&P 1500 Value Tilt ETF

Return for Risk

VLU vs. LVDS — Risk / Return Rank

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

VLU

VLU Risk / Return Rank: 70
VLU Sharpe Ratio Rank: 68
VLU Sortino Ratio Rank: 68
VLU Omega Ratio Rank: 72
VLU Calmar Ratio Rank: 67
VLU Martin Ratio Rank: 76

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.

VLU vs. LVDS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and JPMorgan Fundamental Data Science Large Value ETF (LVDS). 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.

	VLU	LVDS	Difference
Sharpe ratio Return per unit of total volatility	1.15	—	—
Sortino ratio Return per unit of downside risk	1.67	—	—
Omega ratio Gain probability vs. loss probability	1.26	—	—
Calmar ratio Return relative to maximum drawdown	1.63	—	—
Martin ratio Return relative to average drawdown	7.78	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VLU	LVDS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.73	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	1.30	-0.53

Correlation

The correlation between VLU and LVDS is 0.96, 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.

Dividends

VLU vs. LVDS - Dividend Comparison

VLU's dividend yield for the trailing twelve months is around 1.78%, less than LVDS's 8.42% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VLU SPDR S&P 1500 Value Tilt ETF	1.78%	1.82%	2.00%	2.02%	2.16%	1.86%	1.98%	2.19%	2.57%	1.96%	2.14%	6.37%
LVDS JPMorgan Fundamental Data Science Large Value ETF	8.42%	8.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

VLU vs. LVDS - Drawdown Comparison

The maximum VLU drawdown since its inception was -37.39%, which is greater than LVDS's maximum drawdown of -6.64%. Use the drawdown chart below to compare losses from any high point for VLU and LVDS.

Drawdown Indicators

	VLU	LVDS	Difference
Max Drawdown Largest peak-to-trough decline	-37.39%	-6.64%	-30.75%
Max Drawdown (1Y) Largest decline over 1 year	-12.40%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.39%	—	—
Current Drawdown Current decline from peak	-4.43%	-4.86%	+0.43%
Average Drawdown Average peak-to-trough decline	-3.78%	-1.04%	-2.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	—	—

Volatility

Volatility by Period

	VLU	LVDS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.77%	10.29%	+6.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.46%	10.29%	+5.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.09%	10.29%	+7.80%