VLU vs. WTV

Last updated Jun 23, 2026

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 12.54%/yr vs 13.53%/yr for WTV. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.12% expense ratio.

Performance

VLU vs. WTV - Performance Comparison

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

Returns By Period

In the year-to-date period, VLU achieves a 13.20% return, which is significantly higher than WTV's 9.70% return.

VLU

• 1D: 0.07%
• 1M: 0.71%
• YTD: 13.20%
• 6M: 12.60%
• 1Y: 28.80%
• 3Y*: 20.24%
• 5Y*: 12.54%
• 10Y*: 14.21%

WTV

• 1D: 0.22%
• 1M: -0.07%
• YTD: 9.70%
• 6M: 8.81%
• 1Y: 23.03%
• 3Y*: 21.15%
• 5Y*: 13.53%
• 10Y*: —

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

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	13.20%	16.70%	17.24%	17.18%	-8.24%	30.95%	9.91%	26.20%	-7.89%	1.14%
WTV WisdomTree U.S. Value Fund	9.70%	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 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017	0.91

The correlation between VLU and WTV has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

VLU vs. WTV - Sectors Allocation Comparison

Sectors	VLU	WTV
Technology	19.1%	18.3%
Financial Services	18.4%	18.5%
Healthcare	11.5%	7.5%
Consumer Cyclical	10.7%	10.6%
Communication Services	8.8%	6.5%
Industrials	8.3%	10.3%
Consumer Defensive	7.1%	9.9%
Energy	6.6%	6.4%
Utilities	3.5%	4.5%
Real Estate	3.4%	5.4%
Basic Materials	2.6%	2.2%

Return for Risk

VLU vs. WTV — Risk / Return Rank

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

VLU

VLU Risk / Return Rank: 86
VLU Sharpe Ratio Rank: 85
VLU Sortino Ratio Rank: 85
VLU Omega Ratio Rank: 84
VLU Calmar Ratio Rank: 86
VLU Martin Ratio Rank: 88

WTV

WTV Risk / Return Rank: 62
WTV Sharpe Ratio Rank: 61
WTV Sortino Ratio Rank: 63
WTV Omega Ratio Rank: 58
WTV Calmar Ratio Rank: 67
WTV Martin Ratio Rank: 61

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. 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 ratio: Return per unit of total volatility	2.64	1.94	+0.69
Sortino ratio: Return per unit of downside risk	3.66	2.83	+0.83
Omega ratio: Gain probability vs. loss probability	1.48	1.35	+0.14
Calmar ratio: Return relative to maximum drawdown	4.56	3.24	+1.33
Martin ratio: Return relative to average drawdown	18.19	10.49	+7.70

VLU vs. WTV - Sharpe Ratio Comparison

The current VLU Sharpe Ratio is 2.64, which is higher than the WTV Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VLU and WTV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	VLU	WTV	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-1.25%	-1.87%	+0.62%
Average Drawdown Average peak-to-trough decline	-3.73%	-5.03%	+1.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	2.20%	-0.61%

Volatility

VLU vs. WTV - Volatility Comparison

The current volatility for SPDR S&P 1500 Value Tilt ETF (VLU) is 2.94%, while WisdomTree U.S. Value Fund (WTV) has a volatility of 3.64%. 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.

Volatility by Period

	VLU	WTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.94%	3.64%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	7.90%	8.20%	-0.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.00%	11.92%	-0.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.39%	17.08%	-1.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	20.17%	-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 2.05%, more than WTV's 1.66% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VLU SPDR S&P 1500 Value Tilt ETF	2.05%	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	1.66%	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

Can I hold both VLU and WTV in my portfolio?

VLU and WTV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VLU or WTV?

WTV has higher volatility (3.64%) compared to VLU (2.94%). In terms of maximum drawdown, VLU dropped -37.39% vs WTV's -42.18%.

Which ETF is better, VLU or WTV?

On 5-year performance, WTV leads with 13.53% vs 12.54% for VLU. Both ETFs have the same 0.12% expense ratio. On volatility, VLU has been the lower-risk option at 2.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VLU or WTV?

Over the 5-year period, WTV has performed better with a 13.53% return vs 12.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VLU or WTV?

VLU and WTV have the same expense ratio: 0.12% per year.

Which ETF pays a higher dividend yield, VLU or WTV?

VLU has the higher dividend yield at 2.05%, compared with 1.66% for WTV.

What is the main difference between VLU and WTV?

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.

Which has better risk-adjusted returns?

VLU currently has the higher Sharpe Ratio (2.63 vs 1.94), 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.