VLUE vs. DIVZ
Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and Opal Dividend Income ETF (DIVZ).
VLUE and DIVZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. DIVZ is an actively managed fund by TrueShares. It was launched on Jan 27, 2021.
Performance
VLUE vs. DIVZ - Performance Comparison
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VLUE vs. DIVZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 4.44% | 32.67% | 7.25% | 14.26% | -14.17% | 22.95% |
DIVZ Opal Dividend Income ETF | 3.04% | 16.72% | 18.44% | -0.51% | 3.51% | 19.74% |
Returns By Period
In the year-to-date period, VLUE achieves a 4.44% return, which is significantly higher than DIVZ's 3.04% return.
VLUE
- 1D
- 2.68%
- 1M
- -5.29%
- YTD
- 4.44%
- 6M
- 14.88%
- 1Y
- 36.35%
- 3Y*
- 18.33%
- 5Y*
- 9.45%
- 10Y*
- 11.61%
DIVZ
- 1D
- 0.18%
- 1M
- -4.56%
- YTD
- 3.04%
- 6M
- 3.75%
- 1Y
- 12.65%
- 3Y*
- 13.65%
- 5Y*
- 9.87%
- 10Y*
- —
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VLUE vs. DIVZ - Expense Ratio Comparison
VLUE has a 0.15% expense ratio, which is lower than DIVZ's 0.65% expense ratio.
Return for Risk
VLUE vs. DIVZ — Risk / Return Rank
VLUE
DIVZ
VLUE vs. DIVZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and Opal Dividend Income ETF (DIVZ). 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.
| VLUE | DIVZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.06 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.47 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 1.58 | +1.34 |
Martin ratioReturn relative to average drawdown | 12.74 | 6.66 | +6.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VLUE | DIVZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.06 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.79 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.92 | -0.31 |
Correlation
The correlation between VLUE and DIVZ is 0.80, 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
VLUE vs. DIVZ - Dividend Comparison
VLUE's dividend yield for the trailing twelve months is around 2.00%, less than DIVZ's 2.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares Edge MSCI USA Value Factor ETF | 2.00% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
DIVZ Opal Dividend Income ETF | 2.68% | 2.60% | 2.63% | 3.66% | 3.23% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VLUE vs. DIVZ - Drawdown Comparison
The maximum VLUE drawdown since its inception was -39.47%, which is greater than DIVZ's maximum drawdown of -15.42%. Use the drawdown chart below to compare losses from any high point for VLUE and DIVZ.
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Drawdown Indicators
| VLUE | DIVZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.47% | -15.42% | -24.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.81% | -8.47% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -27.12% | -15.42% | -11.70% |
Max Drawdown (10Y)Largest decline over 10 years | -39.47% | — | — |
Current DrawdownCurrent decline from peak | -6.60% | -4.56% | -2.04% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -3.47% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.06% | +0.88% |
Volatility
VLUE vs. DIVZ - Volatility Comparison
iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 6.26% compared to Opal Dividend Income ETF (DIVZ) at 2.80%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than DIVZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VLUE | DIVZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 2.80% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 12.28% | 6.57% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 12.04% | +7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 12.58% | +4.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 12.61% | +7.00% |