VSLU vs. QUAL
Compare and contrast key facts about Applied Finance Valuation Large Cap ETF (VSLU) and iShares Edge MSCI USA Quality Factor ETF (QUAL).
VSLU and QUAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VSLU is an actively managed fund by Applied Finance Group. It was launched on Apr 29, 2021. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Quality Index. It was launched on Jul 16, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSLU or QUAL.
Key characteristics
| VSLU | QUAL | |
|---|---|---|
| YTD Return | 5.28% | 7.20% |
| 1Y Return | 24.66% | 28.66% |
| 3Y Return (Ann) | 8.61% | 8.51% |
| Sharpe Ratio | 2.12 | 2.24 |
| Daily Std Dev | 11.13% | 12.42% |
| Max Drawdown | -23.86% | -34.06% |
| Current Drawdown | -4.05% | -4.88% |
Correlation
The correlation between VSLU and QUAL is 0.96, 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.
Performance
VSLU vs. QUAL - Performance Comparison
In the year-to-date period, VSLU achieves a 5.28% return, which is significantly lower than QUAL's 7.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSLU vs. QUAL - Expense Ratio Comparison
VSLU has a 0.49% expense ratio, which is higher than QUAL's 0.15% expense ratio.
Risk-Adjusted Performance
VSLU vs. QUAL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap ETF (VSLU) and iShares Edge MSCI USA Quality Factor ETF (QUAL). 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.
Dividends
VSLU vs. QUAL - Dividend Comparison
VSLU's dividend yield for the trailing twelve months is around 0.57%, less than QUAL's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap ETF | 0.57% | 0.60% | 0.99% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares Edge MSCI USA Quality Factor ETF | 1.15% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% | 1.35% | 0.63% |
Drawdowns
VSLU vs. QUAL - Drawdown Comparison
The maximum VSLU drawdown since its inception was -23.86%, smaller than the maximum QUAL drawdown of -34.06%. Use the drawdown chart below to compare losses from any high point for VSLU and QUAL. For additional features, visit the drawdowns tool.
Volatility
VSLU vs. QUAL - Volatility Comparison
Applied Finance Valuation Large Cap ETF (VSLU) and iShares Edge MSCI USA Quality Factor ETF (QUAL) have volatilities of 4.09% and 4.21%, 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.