VUSE vs. BN

Last updated Jun 4, 2026

VUSE (Vident U.S. Equity Strategy ETF) is Mid Cap Value Equities fund tracking the Vident U.S. Quality Index, while BN (Brookfield Corp) is a stock. Over the past 10 years, VUSE returned 12.38%/yr vs 14.57%/yr for BN. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

VUSE vs. BN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vident U.S. Equity Strategy ETF (VUSE) and Brookfield Corp (BN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VUSE achieves a 9.45% return, which is significantly higher than BN's -4.21% return. Over the past 10 years, VUSE has underperformed BN with an annualized return of 12.38%, while BN has yielded a comparatively higher 14.57% annualized return.

VUSE

• 1D: -0.51%
• 1M: 5.30%
• YTD: 9.45%
• 6M: 9.20%
• 1Y: 18.48%
• 3Y*: 17.51%
• 5Y*: 10.93%
• 10Y*: 12.38%

BN

• 1D: -3.75%
• 1M: -2.45%
• YTD: -4.21%
• 6M: -5.38%
• 1Y: 13.79%
• 3Y*: 29.32%
• 5Y*: 11.24%
• 10Y*: 14.57%

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

VUSE vs. BN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VUSE Vident U.S. Equity Strategy ETF	9.45%	13.18%	15.77%	24.36%	-9.42%	35.46%	6.76%	20.74%	-15.25%	16.62%
BN Brookfield Corp	-4.21%	20.54%	44.18%	28.60%	-34.80%	49.30%	8.99%	52.68%	-10.65%	33.82%

Correlation

The correlation between VUSE and BN is 0.70, 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 23, 2014	0.63

The correlation between VUSE and BN has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.

Return for Risk

VUSE vs. BN — Risk / Return Rank

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

VUSE

VUSE Risk / Return Rank: 42
VUSE Sharpe Ratio Rank: 42
VUSE Sortino Ratio Rank: 41
VUSE Omega Ratio Rank: 39
VUSE Calmar Ratio Rank: 41
VUSE Martin Ratio Rank: 45

BN

BN Risk / Return Rank: 53
BN Sharpe Ratio Rank: 57
BN Sortino Ratio Rank: 49
BN Omega Ratio Rank: 49
BN Calmar Ratio Rank: 54
BN Martin Ratio Rank: 57

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.

VUSE vs. BN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Equity Strategy ETF (VUSE) and Brookfield Corp (BN). 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.

	VUSE	BN	Difference
Sharpe ratio: Return per unit of total volatility	1.47	0.49	+0.99
Sortino ratio: Return per unit of downside risk	2.10	0.85	+1.25
Omega ratio: Gain probability vs. loss probability	1.26	1.11	+0.15
Calmar ratio: Return relative to maximum drawdown	2.00	0.63	+1.37
Martin ratio: Return relative to average drawdown	7.45	1.76	+5.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUSE vs. BN - Sharpe Ratio Comparison

The current VUSE Sharpe Ratio is 1.47, which is higher than the BN Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of VUSE and BN, 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

	VUSE	BN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	0.49	+0.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.63	0.36	+0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.48	+0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.30	+0.24

Drawdowns

VUSE vs. BN - Drawdown Comparison

The maximum VUSE drawdown since its inception was -43.92%, smaller than the maximum BN drawdown of -82.22%. Use the drawdown chart below to compare losses from any high point for VUSE and BN.

Drawdown Indicators

	VUSE	BN	Difference
Max Drawdown Largest peak-to-trough decline	-43.92%	-82.22%	+38.30%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-22.05%	+12.77%
Max Drawdown (3Y) Largest decline over 3 years	-18.93%	-27.84%	+8.91%
Max Drawdown (5Y) Largest decline over 5 years	-21.34%	-41.85%	+20.51%
Max Drawdown (10Y) Largest decline over 10 years	-43.92%	-51.42%	+7.50%
Current Drawdown Current decline from peak	-0.86%	-10.60%	+9.74%
Average Drawdown Average peak-to-trough decline	-5.62%	-28.53%	+22.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	7.87%	-5.39%

Volatility

VUSE vs. BN - Volatility Comparison

The current volatility for Vident U.S. Equity Strategy ETF (VUSE) is 2.99%, while Brookfield Corp (BN) has a volatility of 9.59%. This indicates that VUSE experiences smaller price fluctuations and is considered to be less risky than BN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUSE	BN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.99%	9.59%	-6.60%
Volatility (6M) Calculated over the trailing 6-month period	9.49%	22.18%	-12.69%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	28.50%	-15.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.46%	31.22%	-13.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.21%	30.18%	-9.97%

Dividends

VUSE vs. BN - Dividend Comparison

VUSE's dividend yield for the trailing twelve months is around 0.44%, less than BN's 0.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BN Brookfield Corp	0.57%	0.52%	0.56%	0.70%	1.44%	1.12%	1.55%	1.11%	1.56%	1.29%	1.58%	1.50%
VUSE Vident U.S. Equity Strategy ETF	0.44%	0.47%	0.84%	1.15%	1.57%	1.16%	1.33%	1.61%	1.55%	1.16%	1.25%	1.73%

Frequently Asked Questions

Can I hold both VUSE and BN in my portfolio?

VUSE and BN have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VUSE or BN?

BN has higher volatility (9.59%) compared to VUSE (2.99%). In terms of maximum drawdown, VUSE dropped -43.92% vs BN's -82.22%.

Which has better risk-adjusted returns?

VUSE currently has the higher Sharpe Ratio (1.47 vs 0.49), 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.