VSLU vs. QUAL
Compare and contrast key facts about Applied Finance Valuation Large Cap US ETF (VSLU) and iShares 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. It was launched on Apr 29, 2021. QUAL is a passively managed fund by iShares that tracks the performance of the MSCI USA Sector Neutral Quality Index. It was launched on Jul 18, 2013.
Performance
VSLU vs. QUAL - Performance Comparison
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VSLU vs. QUAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap US ETF | -3.52% | 21.52% | 23.80% | 26.79% | -16.05% | 14.05% |
QUAL iShares MSCI USA Quality Factor ETF | -2.74% | 12.65% | 22.29% | 30.88% | -20.50% | 15.06% |
Returns By Period
In the year-to-date period, VSLU achieves a -3.52% return, which is significantly lower than QUAL's -2.74% return.
VSLU
- 1D
- 2.13%
- 1M
- -3.33%
- YTD
- -3.52%
- 6M
- -0.04%
- 1Y
- 22.38%
- 3Y*
- 19.70%
- 5Y*
- —
- 10Y*
- —
QUAL
- 1D
- 0.50%
- 1M
- -5.52%
- YTD
- -2.74%
- 6M
- -1.05%
- 1Y
- 13.65%
- 3Y*
- 17.10%
- 5Y*
- 10.71%
- 10Y*
- 12.99%
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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.
Return for Risk
VSLU vs. QUAL — Risk / Return Rank
VSLU
QUAL
VSLU vs. QUAL - 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 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.
| VSLU | QUAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.79 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.24 | +0.63 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.21 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.83 | 5.50 | +3.33 |
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
| VSLU | QUAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 0.79 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.62 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.75 | 0.00 |
Correlation
The correlation between VSLU and QUAL is 0.94, 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
VSLU vs. QUAL - Dividend Comparison
VSLU's dividend yield for the trailing twelve months is around 0.48%, less than QUAL's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSLU Applied Finance Valuation Large Cap US ETF | 0.48% | 0.46% | 0.60% | 0.60% | 0.99% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
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.
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Drawdown Indicators
| VSLU | QUAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -34.06% | +10.20% |
Max Drawdown (1Y)Largest decline over 1 year | -11.14% | -11.52% | +0.38% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.06% | — |
Current DrawdownCurrent decline from peak | -4.64% | -5.97% | +1.33% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -4.15% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.55% | 2.53% | +0.02% |
Volatility
VSLU vs. QUAL - Volatility Comparison
Applied Finance Valuation Large Cap US ETF (VSLU) has a higher volatility of 5.78% compared to iShares MSCI USA Quality Factor ETF (QUAL) at 5.36%. This indicates that VSLU's price experiences larger fluctuations and is considered to be riskier than QUAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VSLU | QUAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.78% | 5.36% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.17% | 9.30% | +0.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 17.46% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 17.34% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.28% | 18.08% | -1.80% |