VUSE vs. VFVA

Last updated Aug 2, 2026

VUSE (Vident U.S. Equity Strategy ETF) and VFVA (Vanguard U.S. Value Factor ETF) are both Mid Cap Value Equities funds. VUSE is passively managed, while VFVA is actively managed. Over the past 5 years, VUSE returned 11.66%/yr vs 12.45%/yr for VFVA. Their correlation of 0.86 means they have usually moved in the same direction. VUSE charges 0.50%/yr vs 0.13%/yr for VFVA.

Performance

VUSE vs. VFVA - Performance Comparison

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

Returns By Period

In the year-to-date period, VUSE achieves a 9.01% return, which is significantly lower than VFVA's 19.47% return.

VUSE

• 1D: 0.50%
• 1M: 0.13%
• 6M: 9.30%
• YTD: 9.01%
• 1Y: 15.22%
• 3Y*: 14.35%
• 5Y*: 11.66%
• 10Y*: 12.13%
• ALL TIME*: 10.17%

VFVA

• 1D: -0.14%
• 1M: 4.08%
• 6M: 14.51%
• YTD: 19.47%
• 1Y: 37.96%
• 3Y*: 16.39%
• 5Y*: 12.45%
• 10Y*: —
• ALL TIME*: 10.75%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VFVA Vanguard U.S. Value Factor ETF	$2.76M	$2.45M	$1.67M
VUSE Vident U.S. Equity Strategy ETF	$557.71K	$1.27M	$822.32K

VUSE vs. VFVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VUSE Vident U.S. Equity Strategy ETF	9.01%	13.18%	15.77%	24.36%	-9.42%	35.46%	6.76%	20.74%	-14.40%
VFVA Vanguard U.S. Value Factor ETF	19.47%	14.77%	7.67%	17.37%	-3.96%	36.94%	2.28%	25.42%	-18.90%

Correlation

The correlation between VUSE and VFVA is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (3Y) Balances recent behavior with more history.	0.68
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.86

Over the past year, the correlation between VUSE and VFVA has dropped to 0.58 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

VUSE vs. VFVA - Sectors Allocation Comparison

Sectors	VUSE	VFVA
Technology	35.8%	14.5%
Financial Services	14.2%	25.7%
Consumer Cyclical	10.2%	13.1%
Healthcare	10.1%	14.9%
Industrials	8.5%	7.6%
Communication Services	8.2%	6.2%
Consumer Defensive	6.6%	7.1%
Basic Materials	2.5%	3.3%
Energy	2.1%	7.3%
Utilities	1.0%	-
Real Estate	0.9%	0.4%

Return for Risk

VUSE vs. VFVA — Risk / Return Rank

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

VUSE

VUSE Risk / Return Rank: 42
VUSE Sharpe Ratio Rank: 41
VUSE Sortino Ratio Rank: 40
VUSE Omega Ratio Rank: 39
VUSE Calmar Ratio Rank: 42
VUSE Martin Ratio Rank: 47

VFVA

VFVA Risk / Return Rank: 92
VFVA Sharpe Ratio Rank: 92
VFVA Sortino Ratio Rank: 93
VFVA Omega Ratio Rank: 90
VFVA Calmar Ratio Rank: 92
VFVA Martin Ratio Rank: 90

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.

VUSE vs. VFVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Equity Strategy ETF (VUSE) and Vanguard U.S. Value Factor ETF (VFVA). 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.

	VUSE	VFVA	Difference
Sharpe ratio: Return per unit of total volatility	1.04	2.40	-1.36
Sortino ratio: Return per unit of downside risk	1.51	3.49	-1.98
Omega ratio: Gain probability vs. loss probability	1.18	1.42	-0.24
Calmar ratio: Return relative to maximum drawdown	1.50	4.19	-2.69
Martin ratio: Return relative to average drawdown	5.33	14.15	-8.82

VUSE vs. VFVA - Sharpe Ratio Comparison

The current VUSE Sharpe Ratio is 1.04, which is lower than the VFVA Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of VUSE and VFVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VUSE vs. VFVA - Drawdown Comparison

The maximum VUSE drawdown since its inception was -43.92%, smaller than the maximum VFVA drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for VUSE and VFVA.

Drawdown Indicators

	VUSE	VFVA	Difference
Max Drawdown Largest peak-to-trough decline	-43.92%	-48.58%	+4.66%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-8.55%	-0.73%
Max Drawdown (3Y) Largest decline over 3 years	-18.93%	-24.07%	+5.14%
Max Drawdown (5Y) Largest decline over 5 years	-21.34%	-24.07%	+2.73%
Max Drawdown (10Y) Largest decline over 10 years	-43.92%	—	—
Current Drawdown Current decline from peak	-1.26%	-1.29%	+0.03%
Average Drawdown Average peak-to-trough decline	-5.57%	-7.24%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.60%	2.52%	+0.08%

Volatility

VUSE vs. VFVA - Volatility Comparison

The current volatility for Vident U.S. Equity Strategy ETF (VUSE) is 3.33%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 4.31%. This indicates that VUSE experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUSE	VFVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.33%	4.31%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	10.56%	10.12%	+0.44%
Volatility (1Y) Calculated over the trailing 1-year period	13.34%	14.96%	-1.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.32%	20.05%	-2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.19%	24.20%	-4.01%

VUSE vs. VFVA - Expense Ratio Comparison

VUSE has a 0.50% expense ratio, which is higher than VFVA's 0.13% expense ratio.

Dividends

VUSE vs. VFVA - Dividend Comparison

VUSE's dividend yield for the trailing twelve months is around 0.45%, less than VFVA's 1.77% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VFVA Vanguard U.S. Value Factor ETF	1.77%	2.13%	2.40%	2.45%	2.21%	1.68%	2.04%	2.08%	1.65%	0.00%	0.00%	0.00%
VUSE Vident U.S. Equity Strategy ETF	0.45%	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 VFVA in my portfolio?

VUSE and VFVA have a correlation of 0.58, 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 VFVA?

VFVA has higher volatility (4.31%) compared to VUSE (3.33%). In terms of maximum drawdown, VUSE dropped -43.92% vs VFVA's -48.58%.

Which ETF is better, VUSE or VFVA?

On 5-year performance, VFVA leads with 12.45% vs 11.66% for VUSE. On fees, VFVA is cheaper at 0.13% per year. On volatility, VUSE has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VUSE or VFVA?

Over the 5-year period, VFVA has performed better with a 12.45% return vs 11.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VUSE or VFVA?

VFVA is cheaper with a 0.13% expense ratio, compared with 0.50% for VUSE.

Which ETF pays a higher dividend yield, VUSE or VFVA?

VFVA has the higher dividend yield at 1.77%, compared with 0.45% for VUSE.

What is the main difference between VUSE and VFVA?

They also come from different issuers: Vident and Vanguard. Their fees differ too: 0.50% for VUSE and 0.13% for VFVA.

Which has better risk-adjusted returns?

VFVA currently has the higher Sharpe Ratio (2.40 vs 1.04), 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.