WTV vs. LSVD

Last updated Jun 5, 2026

WTV (WisdomTree US Value ETF) and LSVD (LSV Disciplined Value ETF) are both Large Cap Value Equities funds. WTV is passively managed, while LSVD is actively managed. Over the past year, WTV returned 25.21% vs 44.38% for LSVD. A 0.77 correlation means they provide meaningful diversification when combined. WTV charges 0.12%/yr vs 0.40%/yr for LSVD.

Performance

WTV vs. LSVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Value ETF (WTV) and LSV Disciplined Value ETF (LSVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTV achieves a 11.47% return, which is significantly lower than LSVD's 18.48% return.

WTV

• 1D: 0.86%
• 1M: 4.50%
• YTD: 11.47%
• 6M: 12.37%
• 1Y: 25.21%
• 3Y*: 22.93%
• 5Y*: 13.36%
• 10Y*: —

LSVD

• 1D: 0.69%
• 1M: 6.68%
• YTD: 18.48%
• 6M: 19.71%
• 1Y: 44.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WTV vs. LSVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WTV WisdomTree US Value ETF	11.47%	13.51%	1.22%
LSVD LSV Disciplined Value ETF	18.48%	22.29%	0.14%

Correlation

The correlation between WTV and LSVD is 0.73, 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	0.73
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024	0.77

The correlation between WTV and LSVD has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

WTV vs. LSVD - Sectors Allocation Comparison

Sectors	WTV	LSVD
Financial Services	19.5%	12.5%
Technology	15.3%	34.8%
Consumer Cyclical	10.7%	12.0%
Consumer Defensive	10.7%	3.2%
Industrials	10.5%	4.8%
Healthcare	7.3%	11.8%
Communication Services	6.9%	15.4%
Energy	6.8%	2.0%
Real Estate	5.3%	1.2%
Utilities	4.8%	0.8%
Basic Materials	2.2%	1.5%

Return for Risk

WTV vs. LSVD — Risk / Return Rank

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

WTV

WTV Risk / Return Rank: 67
WTV Sharpe Ratio Rank: 66
WTV Sortino Ratio Rank: 70
WTV Omega Ratio Rank: 64
WTV Calmar Ratio Rank: 72
WTV Martin Ratio Rank: 64

LSVD

LSVD Risk / Return Rank: 93
LSVD Sharpe Ratio Rank: 94
LSVD Sortino Ratio Rank: 94
LSVD Omega Ratio Rank: 92
LSVD Calmar Ratio Rank: 90
LSVD Martin Ratio Rank: 93

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.

WTV vs. LSVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and LSV Disciplined Value ETF (LSVD). 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.

	WTV	LSVD	Difference
Sharpe ratio: Return per unit of total volatility	2.15	3.50	-1.35
Sortino ratio: Return per unit of downside risk	3.14	4.74	-1.61
Omega ratio: Gain probability vs. loss probability	1.38	1.62	-0.24
Calmar ratio: Return relative to maximum drawdown	3.54	5.52	-1.98
Martin ratio: Return relative to average drawdown	11.55	25.34	-13.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTV vs. LSVD - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 2.15, which is lower than the LSVD Sharpe Ratio of 3.50. The chart below compares the historical Sharpe Ratios of WTV and LSVD, 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

	WTV	LSVD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	3.50	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	1.69	-1.01

Drawdowns

WTV vs. LSVD - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, which is greater than LSVD's maximum drawdown of -19.30%. Use the drawdown chart below to compare losses from any high point for WTV and LSVD.

Drawdown Indicators

	WTV	LSVD	Difference
Max Drawdown Largest peak-to-trough decline	-42.18%	-19.30%	-22.88%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-8.07%	+0.92%
Max Drawdown (3Y) Largest decline over 3 years	-18.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.30%	—	—
Current Drawdown Current decline from peak	-0.11%	0.00%	-0.11%
Average Drawdown Average peak-to-trough decline	-5.05%	-2.46%	-2.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	1.76%	+0.43%

Volatility

WTV vs. LSVD - Volatility Comparison

The current volatility for WisdomTree US Value ETF (WTV) is 3.01%, while LSV Disciplined Value ETF (LSVD) has a volatility of 3.28%. This indicates that WTV experiences smaller price fluctuations and is considered to be less risky than LSVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTV	LSVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	3.28%	-0.27%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	9.53%	-1.61%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	12.76%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	17.43%	-0.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	17.43%	+2.77%

WTV vs. LSVD - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is lower than LSVD's 0.40% expense ratio.

Dividends

WTV vs. LSVD - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.64%, more than LSVD's 0.27% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LSVD LSV Disciplined Value ETF	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WTV WisdomTree US Value ETF	1.64%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both WTV and LSVD in my portfolio?

WTV and LSVD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTV or LSVD?

LSVD has higher volatility (3.28%) compared to WTV (3.01%). In terms of maximum drawdown, WTV dropped -42.18% vs LSVD's -19.30%.

Which ETF is better, WTV or LSVD?

On 1-year performance, LSVD leads with 44.38% vs 25.21% for WTV. On fees, WTV is cheaper at 0.12% per year. On volatility, WTV has been the lower-risk option at 3.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTV or LSVD?

Over the 1-year period, LSVD has performed better with a 44.38% return vs 25.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTV or LSVD?

WTV is cheaper with a 0.12% expense ratio, compared with 0.40% for LSVD.

Which ETF pays a higher dividend yield, WTV or LSVD?

WTV has the higher dividend yield at 1.64%, compared with 0.27% for LSVD.

What is the main difference between WTV and LSVD?

They also come from different issuers: WisdomTree and LSV. Their fees differ too: 0.12% for WTV and 0.40% for LSVD.

Which has better risk-adjusted returns?

LSVD currently has the higher Sharpe Ratio (3.50 vs 2.15), 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.