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VSLU vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSLU vs. SPCT - Performance Comparison

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

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Returns By Period

In the year-to-date period, VSLU achieves a 8.56% return, which is significantly lower than SPCT's 10.76% return.


VSLU

1D
1.16%
1M
2.71%
6M
7.44%
YTD
8.56%
1Y
21.50%
3Y*
20.74%
5Y*
13.29%
10Y*
ALL TIME*
13.91%

SPCT

1D
0.47%
1M
1.81%
6M
5.83%
YTD
10.76%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$157.25K$177.53K$226.24K
$883.14K$1.19M$1.76M

VSLU vs. SPCT - Yearly Performance Comparison


Correlation

The correlation between VSLU and SPCT is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.53

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Return for Risk

VSLU vs. SPCT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VSLU
VSLU Risk / Return Rank: 6868
Overall Rank
VSLU Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VSLU Sortino Ratio Rank: 6767
Sortino Ratio Rank
VSLU Omega Ratio Rank: 6666
Omega Ratio Rank
VSLU Calmar Ratio Rank: 6363
Calmar Ratio Rank
VSLU Martin Ratio Rank: 7373
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VSLU vs. SPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Finance Valuation Large Cap US ETF (VSLU) and Liberty One Spectrum ETF (SPCT). 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.


VSLUSPCTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

9.70

VSLU vs. SPCT - Sharpe Ratio Comparison


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Drawdowns

VSLU vs. SPCT - Drawdown Comparison

The maximum VSLU drawdown since its inception was -23.86%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for VSLU and SPCT.


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Drawdown Indicators


VSLUSPCTDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-7.17%

-16.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.16%

Max Drawdown (3Y)

Largest decline over 3 years

-17.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.86%

Current Drawdown

Current decline from peak

0.00%

-1.03%

+1.03%

Average Drawdown

Average peak-to-trough decline

-4.79%

-1.44%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

VSLU vs. SPCT - Volatility Comparison


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Volatility by Period


VSLUSPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

9.36%

+3.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.22%

9.36%

+6.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

9.36%

+6.65%

VSLU vs. SPCT - Expense Ratio Comparison

VSLU has a 0.49% expense ratio, which is lower than SPCT's 0.85% expense ratio.


Dividends

VSLU vs. SPCT - Dividend Comparison

VSLU's dividend yield for the trailing twelve months is around 0.43%, less than SPCT's 0.76% yield.


PositionTTM20252024202320222021
SPCT
Liberty One Spectrum ETF
0.76%0.16%0.00%0.00%0.00%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


VSLU and SPCT 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.

On fees, VSLU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VSLU is cheaper with a 0.49% expense ratio, compared with 0.85% for SPCT.

SPCT has the higher dividend yield at 0.76%, compared with 0.43% for VSLU.

They also come from different issuers: Applied Finance and Liberty One. Their fees differ too: 0.49% for VSLU and 0.85% for SPCT.

Portfolio Optimizer

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