VLU vs. WTV
VLU (SPDR S&P 1500 Value Tilt ETF) and WTV (WisdomTree U.S. Value Fund) are both exchange-traded funds - VLU is a Large Cap Value Equities fund tracking the S&P 1500 Low Valuation Tilt Index, while WTV is a Mid Cap Value Equities fund actively managed by WisdomTree. VLU is passively managed, while WTV is actively managed. Over the past 5 years, VLU returned 12.95%/yr vs 13.92%/yr for WTV. Their correlation of 0.90 means they have usually moved in the same direction. Both charge a 0.12% expense ratio.
Performance
VLU vs. WTV - Performance Comparison
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Returns By Period
In the year-to-date period, VLU achieves a 16.52% return, which is significantly higher than WTV's 14.35% return.
VLU
- 1D
- 0.42%
- 1M
- 1.50%
- 6M
- 11.90%
- YTD
- 16.52%
- 1Y
- 29.85%
- 3Y*
- 18.77%
- 5Y*
- 12.95%
- 10Y*
- 14.00%
- ALL TIME*
- 13.78%
WTV
- 1D
- -0.13%
- 1M
- 2.29%
- 6M
- 10.70%
- YTD
- 14.35%
- 1Y
- 25.32%
- 3Y*
- 19.48%
- 5Y*
- 13.92%
- 10Y*
- —
- ALL TIME*
- 13.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.48M | $1.36M | $1.62M | |
| $14.67M | $17.66M | $16.09M |
VLU vs. WTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 16.52% | 16.70% | 17.24% | 17.18% | -8.24% | 30.95% | 9.91% | 26.20% | -7.89% | 1.14% |
WTV WisdomTree U.S. Value Fund | 14.35% | 13.51% | 23.99% | 22.35% | -8.06% | 30.59% | 6.15% | 29.69% | -8.29% | 1.58% |
Correlation
The correlation between VLU and WTV is 0.88, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017 | 0.90 |
The correlation between VLU and WTV has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
VLU vs. WTV - Sectors Allocation Comparison
Sectors
VLU
WTV
Financial Services
Technology
Healthcare
Consumer Cyclical
Industrials
Communication Services
Consumer Defensive
Energy
Utilities
Real Estate
Basic Materials
Financial Services
VLU
WTV
Technology
VLU
WTV
Healthcare
VLU
WTV
Consumer Cyclical
VLU
WTV
Industrials
VLU
WTV
Communication Services
VLU
WTV
Consumer Defensive
VLU
WTV
Energy
VLU
WTV
Utilities
VLU
WTV
Real Estate
VLU
WTV
Basic Materials
VLU
WTV
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Return for Risk
VLU vs. WTV — Risk / Return Rank
VLU
WTV
VLU vs. WTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P 1500 Value Tilt ETF (VLU) and WisdomTree U.S. Value Fund (WTV). 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.
| VLU | WTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.58 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.43 | 3.31 | +1.13 |
| Martin ratioReturn relative to average drawdown | 18.41 | 10.99 | +7.42 |
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Drawdowns
VLU vs. WTV - Drawdown Comparison
The maximum VLU drawdown since its inception was -37.39%, smaller than the maximum WTV drawdown of -42.18%. Use the drawdown chart below to compare losses from any high point for VLU and WTV.
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Drawdown Indicators
| VLU | WTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -42.18% | +4.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -7.15% | +0.81% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -18.49% | +2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -19.55% | -19.30% | -0.25% |
Max Drawdown (10Y)Largest decline over 10 years | -37.39% | — | — |
Current DrawdownCurrent decline from peak | -0.29% | -1.60% | +1.31% |
Average DrawdownAverage peak-to-trough decline | -3.70% | -4.97% | +1.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 2.15% | -0.62% |
Volatility
VLU vs. WTV - Volatility Comparison
The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 2.62%, while WisdomTree U.S. Value Fund (WTV) has a volatility of 3.16%. This indicates that VLU experiences smaller price fluctuations and is considered to be less risky than WTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLU | WTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.62% | 3.16% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 8.05% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.86% | 11.73% | -0.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 17.02% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.96% | 20.07% | -2.11% |
VLU vs. WTV - Expense Ratio Comparison
Both VLU and WTV have an expense ratio of 0.12%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VLU vs. WTV - Dividend Comparison
VLU's dividend yield for the trailing twelve months is around 1.59%, less than WTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLU SPDR S&P 1500 Value Tilt ETF | 1.59% | 1.82% | 2.00% | 2.02% | 2.16% | 1.86% | 1.98% | 2.19% | 2.57% | 1.96% | 2.14% | 6.37% |
WTV WisdomTree U.S. Value Fund | 1.86% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% | 0.00% |
Frequently Asked Questions
VLU and WTV have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTV has higher volatility (3.16%) compared to VLU (2.62%). In terms of maximum drawdown, VLU dropped -37.39% vs WTV's -42.18%.
On 5-year performance, WTV leads with 13.92% vs 12.95% for VLU. Both ETFs have the same 0.12% expense ratio. On volatility, VLU has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, WTV has performed better with a 13.92% return vs 12.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VLU and WTV have the same expense ratio: 0.12% per year.
WTV has the higher dividend yield at 1.86%, compared with 1.59% for VLU.
VLU is categorized as Large Cap Value Equities, while WTV is Mid Cap Value Equities. They also come from different issuers: State Street and WisdomTree.
VLU currently has the higher Sharpe Ratio (2.60 vs 2.02), 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.
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