VUSV vs. VLUE
VUSV (Vanguard Wellington U.S. Value Active ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds. VUSV is actively managed, while VLUE is passively managed. A 0.57 correlation means they provide meaningful diversification when combined. VUSV charges 0.30%/yr vs 0.15%/yr for VLUE.
Performance
VUSV vs. VLUE - Performance Comparison
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Returns By Period
In the year-to-date period, VUSV achieves a 9.94% return, which is significantly lower than VLUE's 44.01% return.
VUSV
- 1D
- 0.35%
- 1M
- 1.13%
- 6M
- 5.51%
- YTD
- 9.94%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VLUE
- 1D
- 0.14%
- 1M
- -1.17%
- 6M
- 36.52%
- YTD
- 44.01%
- 1Y
- 73.07%
- 3Y*
- 30.29%
- 5Y*
- 16.36%
- 10Y*
- 14.78%
VUSV vs. VLUE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VUSV Vanguard Wellington U.S. Value Active ETF | 9.94% | 5.62% |
VLUE iShares MSCI USA Value Factor ETF | 44.01% | 7.12% |
Correlation
The correlation between VUSV and VLUE is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.57 |
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Return for Risk
VUSV vs. VLUE — Risk / Return Rank
VUSV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VLUE
VUSV vs. VLUE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Wellington U.S. Value Active ETF (VUSV) and iShares MSCI USA Value Factor ETF (VLUE). 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.
| VUSV | VLUE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.62 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 7.97 | — |
| Martin ratioReturn relative to average drawdown | — | 30.69 | — |
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Drawdowns
VUSV vs. VLUE - Drawdown Comparison
The maximum VUSV drawdown since its inception was -7.06%, smaller than the maximum VLUE drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for VUSV and VLUE.
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Drawdown Indicators
| VUSV | VLUE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.06% | -39.47% | +32.41% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.04% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -27.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.47% | — |
Current DrawdownCurrent decline from peak | -0.45% | -4.51% | +4.06% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -5.99% | +4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.35% | — |
Volatility
VUSV vs. VLUE - Volatility Comparison
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Volatility by Period
| VUSV | VLUE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.19% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.87% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 19.78% | -8.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 18.26% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 19.97% | -8.19% |
VUSV vs. VLUE - Expense Ratio Comparison
VUSV has a 0.30% expense ratio, which is higher than VLUE's 0.15% expense ratio.
Dividends
VUSV vs. VLUE - Dividend Comparison
VUSV's dividend yield for the trailing twelve months is around 0.18%, less than VLUE's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLUE iShares MSCI USA Value Factor ETF | 1.43% | 2.11% | 2.73% | 2.66% | 3.18% | 2.22% | 2.42% | 2.61% | 2.70% | 2.14% | 2.07% | 2.39% |
VUSV Vanguard Wellington U.S. Value Active ETF | 0.18% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VUSV and VLUE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VLUE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VLUE is cheaper with a 0.15% expense ratio, compared with 0.30% for VUSV.
VLUE has the higher dividend yield at 1.43%, compared with 0.18% for VUSV.
They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.30% for VUSV and 0.15% for VLUE.
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