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VLUE vs. FLOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VLUE vs. FLOT

Last updated Jun 9, 2026

VLUE (iShares Edge MSCI USA Value Factor ETF) and FLOT (iShares Floating Rate Bond ETF) are both exchange-traded funds - VLUE is a Large Cap Value Equities fund tracking the MSCI USA Value Weighted Index, while FLOT is a Ultrashort Bond fund tracking the Bloomberg US Floating Rate Note < 5 Years Index. Both are passively managed. Over the past 10 years, VLUE returned 15.02%/yr vs 3.03%/yr for FLOT. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.

Performance

VLUE vs. FLOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares Floating Rate Bond ETF (FLOT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLUE achieves a 43.65% return, which is significantly higher than FLOT's 1.87% return. Over the past 10 years, VLUE has outperformed FLOT with an annualized return of 15.02%, while FLOT has yielded a comparatively lower 3.03% annualized return.

VLUE

1D
1.90%
1M
7.11%
YTD
43.65%
6M
46.05%
1Y
83.03%
3Y*
31.74%
5Y*
15.73%
10Y*
15.02%

FLOT

1D
0.00%
1M
0.41%
YTD
1.87%
6M
2.15%
1Y
4.85%
3Y*
5.60%
5Y*
4.20%
10Y*
3.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLUE vs. FLOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VLUE
iShares Edge MSCI USA Value Factor ETF		43.65%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%
FLOT
iShares Floating Rate Bond ETF		1.87%4.91%6.53%6.43%1.28%0.45%0.87%3.97%1.48%1.65%

Correlation

The correlation between VLUE and FLOT is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2013

0.13

The correlation between VLUE and FLOT shifts across timeframes, from 0.13 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Edge MSCI USA Value Factor ETF

iShares Floating Rate Bond ETF

Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD
Often compared with FLOT:
FLOT vs. SGOVFLOT vs. USFRFLOT vs. FLTRFLOT vs. FLRNFLOT vs. FLOA.LFLOT vs. NEARFLOT vs. IUSB

Return for Risk

VLUE vs. FLOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank
FLOT
FLOT Risk / Return Rank: 9999
Overall Rank
FLOT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLOT Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLOT Omega Ratio Rank: 9999
Omega Ratio Rank
FLOT Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLOT Martin Ratio Rank: 9999
Martin Ratio Rank
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.

VLUE vs. FLOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares Floating Rate Bond ETF (FLOT). 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.

VLUEFLOTDifference
Sharpe ratioReturn per unit of total volatility
4.65
6.54

-1.89

Sortino ratioReturn per unit of downside risk
5.85
11.79

-5.94

Omega ratioGain probability vs. loss probability

1.79

3.22

-1.43

Calmar ratioReturn relative to maximum drawdown

9.24

11.27

-2.04

Martin ratioReturn relative to average drawdown

40.39

104.83

-64.44

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VLUE vs. FLOT - Sharpe Ratio Comparison

The current VLUE Sharpe Ratio is 4.65, which is comparable to the FLOT Sharpe Ratio of 6.54. The chart below compares the historical Sharpe Ratios of VLUE and FLOT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

VLUEFLOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.65

6.54

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

2.38

-1.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.73

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.66

+0.08

Drawdowns

VLUE vs. FLOT - Drawdown Comparison

The maximum VLUE drawdown since its inception was -39.47%, which is greater than FLOT's maximum drawdown of -13.54%. Use the drawdown chart below to compare losses from any high point for VLUE and FLOT.

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Drawdown Indicators

VLUEFLOTDifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-13.54%

-25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-0.43%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

-1.57%

-16.32%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-2.36%

-24.76%

Max Drawdown (10Y)

Largest decline over 10 years

-39.47%

-13.54%

-25.93%

Current Drawdown

Current decline from peak

-3.99%

-0.02%

-3.97%

Average Drawdown

Average peak-to-trough decline

-6.01%

-0.21%

-5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

0.05%

+2.01%

Volatility

VLUE vs. FLOT - Volatility Comparison

iShares Edge MSCI USA Value Factor ETF (VLUE) has a higher volatility of 9.02% compared to iShares Floating Rate Bond ETF (FLOT) at 0.20%. This indicates that VLUE's price experiences larger fluctuations and is considered to be riskier than FLOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VLUEFLOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.02%

0.20%

+8.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

0.62%

+14.21%

Volatility (1Y)

Calculated over the trailing 1-year period

17.97%

0.75%

+17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

1.77%

+16.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

4.15%

+15.73%

VLUE vs. FLOT - Expense Ratio Comparison

Both VLUE and FLOT have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VLUE vs. FLOT - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 1.45%, less than FLOT's 4.54% yield.

PositionTTM20252024202320222021202020192018201720162015
FLOT
iShares Floating Rate Bond ETF		4.54%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
VLUE
iShares Edge MSCI USA Value Factor ETF		1.45%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

VLUE and FLOT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (9.02%) compared to FLOT (0.20%). In terms of maximum drawdown, VLUE dropped -39.47% vs FLOT's -13.54%.

On 10-year performance, VLUE leads with 15.02% vs 3.03% for FLOT. Both ETFs have the same 0.15% expense ratio. On volatility, FLOT has been the lower-risk option at 0.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VLUE has performed better with a 15.02% return vs 3.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE and FLOT have the same expense ratio: 0.15% per year.

FLOT has the higher dividend yield at 4.54%, compared with 1.45% for VLUE.

VLUE is categorized as Large Cap Value Equities, while FLOT is Ultrashort Bond. VLUE tracks MSCI USA Value Weighted Index, while FLOT tracks Bloomberg US Floating Rate Note < 5 Years Index.

FLOT currently has the higher Sharpe Ratio (6.54 vs 4.65), 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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