VSLU vs. OEF
VSLU (Applied Finance Valuation Large Cap US ETF) and OEF (iShares S&P 100 ETF) are both Large Cap Blend Equities funds. VSLU is actively managed, while OEF is passively managed. Over the past 5 years, VSLU returned 13.08%/yr vs 14.45%/yr for OEF. Their correlation of 0.95 suggests significant overlap in exposure. VSLU charges 0.49%/yr vs 0.20%/yr for OEF.
Performance
VSLU vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, VSLU achieves a 2.77% return, which is significantly lower than OEF's 5.60% return.
VSLU
- 1D
- -0.45%
- 1M
- -2.51%
- YTD
- 2.77%
- 6M
- 3.11%
- 1Y
- 21.37%
- 3Y*
- 19.85%
- 5Y*
- 13.08%
- 10Y*
- —
OEF
- 1D
- -1.41%
- 1M
- -2.70%
- YTD
- 5.60%
- 6M
- 4.83%
- 1Y
- 23.70%
- 3Y*
- 22.31%
- 5Y*
- 14.45%
- 10Y*
- 16.63%
VSLU vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap US ETF | 2.77% | 21.52% | 23.80% | 26.79% | -16.05% | 14.11% |
OEF iShares S&P 100 ETF | 5.60% | 19.80% | 30.74% | 32.71% | -21.03% | 15.69% |
Correlation
The correlation between VSLU and OEF 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 | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2021 | 0.95 |
The correlation between VSLU and OEF has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
VSLU vs. OEF — Risk / Return Rank
VSLU
OEF
VSLU vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) and iShares S&P 100 ETF (OEF). 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.
| VSLU | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 2.15 | +0.19 |
| Martin ratioReturn relative to average drawdown | 9.97 | 8.71 | +1.26 |
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Drawdowns
VSLU vs. OEF - Drawdown Comparison
The maximum VSLU drawdown since its inception was -23.86%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for VSLU and OEF.
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Drawdown Indicators
| VSLU | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -54.11% | +30.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.16% | -11.06% | +1.90% |
Max Drawdown (3Y)Largest decline over 3 years | -17.89% | -19.80% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.86% | -26.47% | +2.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.44% | — |
Current DrawdownCurrent decline from peak | -4.09% | -4.48% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -11.74% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 2.73% | -0.58% |
Volatility
VSLU vs. OEF - Volatility Comparison
The current volatility for Applied Finance Valuation Large Cap US ETF (VSLU) is 3.73%, while iShares S&P 100 ETF (OEF) has a volatility of 5.27%. This indicates that VSLU experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSLU | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 5.27% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.74% | 10.57% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.73% | 13.42% | -0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.23% | 17.81% | -1.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 18.48% | -2.36% |
VSLU vs. OEF - Expense Ratio Comparison
VSLU has a 0.49% expense ratio, which is higher than OEF's 0.20% expense ratio.
Dividends
VSLU vs. OEF - Dividend Comparison
VSLU's dividend yield for the trailing twelve months is around 0.45%, less than OEF's 0.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.89% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
VSLU Applied Finance Valuation Large Cap US ETF | 0.45% | 0.46% | 0.60% | 0.60% | 0.99% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, VSLU and OEF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
OEF has higher volatility (5.27%) compared to VSLU (3.73%). In terms of maximum drawdown, VSLU dropped -23.86% vs OEF's -54.11%.
On 5-year performance, OEF leads with 14.45% vs 13.08% for VSLU. On fees, OEF is cheaper at 0.20% per year. On volatility, VSLU has been the lower-risk option at 3.73%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, OEF has performed better with a 14.45% return vs 13.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OEF is cheaper with a 0.20% expense ratio, compared with 0.49% for VSLU.
OEF has the higher dividend yield at 0.89%, compared with 0.45% for VSLU.
They also come from different issuers: Applied Finance and iShares. Their fees differ too: 0.49% for VSLU and 0.20% for OEF.
OEF currently has the higher Sharpe Ratio (1.78 vs 1.69), 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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