VSLU vs. SAMT

Last updated Jun 3, 2026

VSLU (Applied Finance Valuation Large Cap US ETF) and SAMT (Strategas Macro Thematic Opportunities ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 3 years, VSLU returned 22.03%/yr vs 29.13%/yr for SAMT. A 0.73 correlation means they provide meaningful diversification when combined. VSLU charges 0.49%/yr vs 0.66%/yr for SAMT.

Performance

VSLU vs. SAMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Applied Finance Valuation Large Cap US ETF (VSLU) and Strategas Macro Thematic Opportunities ETF (SAMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VSLU achieves a 6.76% return, which is significantly lower than SAMT's 21.06% return.

VSLU

• 1D: -0.37%
• 1M: 4.20%
• YTD: 6.76%
• 6M: 7.74%
• 1Y: 27.23%
• 3Y*: 22.03%
• 5Y*: 14.42%
• 10Y*: —

SAMT

• 1D: 2.12%
• 1M: 7.74%
• YTD: 21.06%
• 6M: 25.55%
• 1Y: 43.51%
• 3Y*: 29.13%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VSLU vs. SAMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VSLU Applied Finance Valuation Large Cap US ETF	6.76%	21.52%	23.80%	26.79%	-8.95%
SAMT Strategas Macro Thematic Opportunities ETF	21.06%	33.10%	28.15%	1.27%	-6.59%

Correlation

The correlation between VSLU and SAMT is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jan 26, 2022	0.73

Over the past year, the correlation between VSLU and SAMT has dropped to 0.53 - well below their long-term average of 0.73, suggesting their price drivers have been diverging.

VSLU vs. SAMT - Sectors Allocation Comparison

Sectors	VSLU	SAMT
Technology	36.3%	27.8%
Communication Services	14.7%	7.8%
Healthcare	11.6%	4.3%
Consumer Cyclical	11.0%	5.6%
Financial Services	9.4%	5.6%
Industrials	7.4%	22.0%
Consumer Defensive	4.3%	12.0%
Energy	2.3%	2.9%
Utilities	1.2%	6.6%
Basic Materials	1.1%	2.7%
Real Estate	0.8%	2.9%

Return for Risk

VSLU vs. SAMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSLU

VSLU Risk / Return Rank: 64
VSLU Sharpe Ratio Rank: 65
VSLU Sortino Ratio Rank: 63
VSLU Omega Ratio Rank: 63
VSLU Calmar Ratio Rank: 59
VSLU Martin Ratio Rank: 70

SAMT

SAMT Risk / Return Rank: 79
SAMT Sharpe Ratio Rank: 80
SAMT Sortino Ratio Rank: 76
SAMT Omega Ratio Rank: 73
SAMT Calmar Ratio Rank: 89
SAMT Martin Ratio Rank: 77

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.

VSLU vs. SAMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) and Strategas Macro Thematic Opportunities ETF (SAMT). 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	SAMT	Difference
Sharpe ratio Return per unit of total volatility	2.19	2.62	-0.43
Sortino ratio Return per unit of downside risk	2.98	3.45	-0.48
Omega ratio Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio Return relative to maximum drawdown	3.00	5.47	-2.48
Martin ratio Return relative to average drawdown	13.33	15.12	-1.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VSLU vs. SAMT - Sharpe Ratio Comparison

The current VSLU Sharpe Ratio is 2.19, which is comparable to the SAMT Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of VSLU and SAMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VSLU	SAMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	2.62	-0.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.99	-0.11

Drawdowns

VSLU vs. SAMT - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, which is greater than SAMT's maximum drawdown of -20.57%. Use the drawdown chart below to compare losses from any high point for VSLU and SAMT.

Drawdown Indicators

	VSLU	SAMT	Difference
Max Drawdown Largest peak-to-trough decline	-23.86%	-20.57%	-3.29%
Max Drawdown (1Y) Largest decline over 1 year	-9.16%	-8.15%	-1.01%
Max Drawdown (3Y) Largest decline over 3 years	-17.89%	-18.27%	+0.38%
Max Drawdown (5Y) Largest decline over 5 years	-23.86%	—	—
Current Drawdown Current decline from peak	-0.37%	0.00%	-0.37%
Average Drawdown Average peak-to-trough decline	-4.89%	-7.73%	+2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.06%	2.95%	-0.89%

Volatility

VSLU vs. SAMT - Volatility Comparison

The current volatility for Applied Finance Valuation Large Cap US ETF (VSLU) is 2.41%, while Strategas Macro Thematic Opportunities ETF (SAMT) has a volatility of 6.75%. This indicates that VSLU experiences smaller price fluctuations and is considered to be less risky than SAMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VSLU	SAMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.41%	6.75%	-4.34%
Volatility (6M) Calculated over the trailing 6-month period	9.24%	12.59%	-3.35%
Volatility (1Y) Calculated over the trailing 1-year period	12.48%	16.67%	-4.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.19%	16.94%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.14%	16.94%	-0.80%

VSLU vs. SAMT - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is lower than SAMT's 0.66% expense ratio.

Dividends

VSLU vs. SAMT - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, less than SAMT's 0.58% yield.

Position	TTM	2025	2024	2023	2022	2021
SAMT Strategas Macro Thematic Opportunities ETF	0.58%	0.70%	1.40%	1.49%	0.73%	0.00%
VSLU Applied Finance Valuation Large Cap US ETF	0.43%	0.46%	0.60%	0.60%	0.99%	0.57%

Frequently Asked Questions

Can I hold both VSLU and SAMT in my portfolio?

VSLU and SAMT have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VSLU or SAMT?

SAMT has higher volatility (6.75%) compared to VSLU (2.41%). In terms of maximum drawdown, VSLU dropped -23.86% vs SAMT's -20.57%.

Which ETF is better, VSLU or SAMT?

On 3-year performance, SAMT leads with 29.13% vs 22.03% for VSLU. On fees, VSLU is cheaper at 0.49% per year. On volatility, VSLU has been the lower-risk option at 2.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VSLU or SAMT?

Over the 3-year period, SAMT has performed better with a 29.13% return vs 22.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VSLU or SAMT?

VSLU is cheaper with a 0.49% expense ratio, compared with 0.66% for SAMT.

Which ETF pays a higher dividend yield, VSLU or SAMT?

SAMT has the higher dividend yield at 0.58%, compared with 0.43% for VSLU.

What is the main difference between VSLU and SAMT?

They also come from different issuers: Applied Finance and Strategas. Their fees differ too: 0.49% for VSLU and 0.66% for SAMT.

Which has better risk-adjusted returns?

SAMT currently has the higher Sharpe Ratio (2.62 vs 2.19), 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.