VLU vs. VLUE
Compare and contrast key facts about SPDR S&P 1500 Value Tilt ETF (VLU) and iShares Edge MSCI USA Value Factor ETF (VLUE).
VLU and VLUE 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. VLUE is a passively managed fund by iShares that tracks the performance of the MSCI USA Value Weighted Index. It was launched on Apr 16, 2013. Both VLU and VLUE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLU or VLUE.
Key characteristics
| VLU | VLUE | |
|---|---|---|
| YTD Return | 22.23% | 14.48% |
| 1Y Return | 35.29% | 29.00% |
| 3Y Return (Ann) | 9.89% | 4.79% |
| 5Y Return (Ann) | 14.45% | 8.44% |
| 10Y Return (Ann) | 14.80% | 8.49% |
| Sharpe Ratio | 3.28 | 2.30 |
| Sortino Ratio | 4.57 | 3.20 |
| Omega Ratio | 1.61 | 1.40 |
| Calmar Ratio | 6.20 | 1.77 |
| Martin Ratio | 21.21 | 9.70 |
| Ulcer Index | 1.75% | 3.18% |
| Daily Std Dev | 11.27% | 13.40% |
| Max Drawdown | -37.38% | -39.47% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VLU and VLUE is 0.74, 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.
Performance
VLU vs. VLUE - Performance Comparison
In the year-to-date period, VLU achieves a 22.23% return, which is significantly higher than VLUE's 14.48% return. Over the past 10 years, VLU has outperformed VLUE with an annualized return of 14.80%, while VLUE has yielded a comparatively lower 8.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VLU vs. VLUE - Expense Ratio Comparison
VLU has a 0.12% expense ratio, which is lower than VLUE'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%.
Risk-Adjusted Performance
VLU vs. VLUE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.
Dividends
VLU vs. VLUE - Dividend Comparison
VLU's dividend yield for the trailing twelve months is around 1.84%, less than VLUE's 2.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 1.84% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.95% | 2.14% | 6.37% | 5.42% | 3.41% |
VLUE iShares Edge MSCI USA Value Factor ETF | 2.45% | 2.66% | 3.19% | 2.22% | 2.42% | 2.60% | 2.70% | 2.14% | 2.07% | 2.39% | 1.64% | 1.33% |
Drawdowns
VLU vs. VLUE - Drawdown Comparison
The maximum VLU drawdown since its inception was -37.38%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for VLU and VLUE. For additional features, visit the drawdowns tool.
Volatility
VLU vs. VLUE - Volatility Comparison
SPDR S&P 1500 Value Tilt ETF (VLU) and iShares Edge MSCI USA Value Factor ETF (VLUE) have volatilities of 4.23% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.