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VLUE vs. XVLU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VLUE vs. XVLU.TO

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares MSCI USA Value Factor Index ETF (XVLU.TO).

VLUE and XVLU.TO 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. XVLU.TO is a passively managed fund by iShares that tracks the performance of the MSCI USA Enhanced Value Index. It was launched on Sep 4, 2019. Both VLUE and XVLU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VLUE vs. XVLU.TO - 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 MSCI USA Value Factor Index ETF (XVLU.TO). The values are adjusted to include any dividend payments, if applicable.

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VLUE vs. XVLU.TO - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
VLUE
iShares Edge MSCI USA Value Factor ETF		4.44%32.67%7.25%14.26%-14.17%28.93%-0.23%8.27%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		4.33%32.22%6.26%13.62%-14.97%29.59%-1.73%8.57%
Different Trading Currencies

VLUE is traded in USD, while XVLU.TO is traded in CAD. To make them comparable, the XVLU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with VLUE having a 4.44% return and XVLU.TO slightly lower at 4.33%.

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%

XVLU.TO

1D
2.65%
1M
-5.22%
YTD
4.33%
6M
14.83%
1Y
35.73%
3Y*
17.76%
5Y*
8.90%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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 MSCI USA Value Factor Index ETF

Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. IUSVVLUE vs. QVALVLUE vs. VOOVLUE vs. SCHVVLUE vs. SCHD
Often compared with XVLU.TO:
XVLU.TO vs. XQLT.TOXVLU.TO vs. XSMC.TOXVLU.TO vs. VFV.TOXVLU.TO vs. XDG.TOXVLU.TO vs. HEQT.TOXVLU.TO vs. XDU.TOXVLU.TO vs. ZSP.TO

VLUE vs. XVLU.TO - Expense Ratio Comparison

VLUE has a 0.15% expense ratio, which is lower than XVLU.TO's 0.32% expense ratio.

XVLU.TO
iShares MSCI USA Value Factor Index ETF
VLUE
iShares Edge MSCI USA Value Factor ETF

Return for Risk

VLUE vs. XVLU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VLUE
VLUE Risk / Return Rank: 9090
Overall Rank
VLUE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9090
Sortino Ratio Rank
VLUE Omega Ratio Rank: 8989
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9090
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9292
Martin Ratio Rank
XVLU.TO
XVLU.TO Risk / Return Rank: 8383
Overall Rank
XVLU.TO Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
XVLU.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
XVLU.TO Omega Ratio Rank: 8181
Omega Ratio Rank
XVLU.TO Calmar Ratio Rank: 8585
Calmar Ratio Rank
XVLU.TO Martin Ratio Rank: 8383
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. XVLU.TO - 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 MSCI USA Value Factor Index ETF (XVLU.TO). 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.

VLUEXVLU.TODifference

Sharpe ratio

Return per unit of total volatility

1.87

1.84

+0.03

Sortino ratio

Return per unit of downside risk

2.52

2.54

-0.01

Omega ratio

Gain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratio

Return relative to maximum drawdown

2.92

2.84

+0.08

Martin ratio

Return relative to average drawdown

12.74

12.45

+0.29

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. XVLU.TO - Sharpe Ratio Comparison

The current VLUE Sharpe Ratio is 1.87, which is comparable to the XVLU.TO Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of VLUE and XVLU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VLUEXVLU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.84

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.52

+0.03

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

0.52

+0.09

Correlation

The correlation between VLUE and XVLU.TO 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.

Dividends

VLUE vs. XVLU.TO - Dividend Comparison

VLUE's dividend yield for the trailing twelve months is around 2.00%, more than XVLU.TO's 1.60% yield.

TTM20252024202320222021202020192018201720162015
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%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		1.60%1.75%2.17%2.26%2.51%2.03%2.72%0.68%0.00%0.00%0.00%0.00%

Drawdowns

VLUE vs. XVLU.TO - Drawdown Comparison

The maximum VLUE drawdown since its inception was -39.47%, roughly equal to the maximum XVLU.TO drawdown of -40.13%. Use the drawdown chart below to compare losses from any high point for VLUE and XVLU.TO.

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Drawdown Indicators

VLUEXVLU.TODifference

Max Drawdown

Largest peak-to-trough decline

-39.47%

-34.40%

-5.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.81%

-13.05%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.12%

-20.16%

-6.96%

Max Drawdown (10Y)

Largest decline over 10 years

-39.47%

—

—

Current Drawdown

Current decline from peak

-6.60%

-4.86%

-1.74%

Average Drawdown

Average peak-to-trough decline

-6.08%

-6.65%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.51%

-0.57%

Volatility

VLUE vs. XVLU.TO - Volatility Comparison

iShares Edge MSCI USA Value Factor ETF (VLUE) and iShares MSCI USA Value Factor Index ETF (XVLU.TO) have volatilities of 6.26% and 6.27%, 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.

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Volatility by Period

VLUEXVLU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

6.27%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

12.28%

12.28%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

19.53%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.35%

17.27%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

21.00%

-1.39%