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XVLU.TO vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XVLU.TO vs. VLUE

Last updated Jun 24, 2026

XVLU.TO (iShares MSCI USA Value Factor Index ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both Large Cap Value Equities funds from iShares tracking the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 5 years, XVLU.TO returned 19.33%/yr vs 19.84%/yr for VLUE. A 0.58 correlation means they provide meaningful diversification when combined. XVLU.TO charges 0.32%/yr vs 0.15%/yr for VLUE.

Performance

XVLU.TO vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI USA Value Factor Index ETF (XVLU.TO) and iShares MSCI USA Value Factor ETF (VLUE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XVLU.TO is traded in CAD, while VLUE is traded in USD. To make them comparable, the VLUE values have been converted to CAD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with XVLU.TO having a 50.30% return and VLUE slightly lower at 50.22%.

XVLU.TO

1D
-2.98%
1M
8.67%
YTD
50.30%
6M
50.17%
1Y
87.96%
3Y*
35.03%
5Y*
19.33%
10Y*
—

VLUE

1D
-3.57%
1M
8.52%
YTD
50.22%
6M
49.04%
1Y
87.27%
3Y*
35.82%
5Y*
19.84%
10Y*
16.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XVLU.TO vs. VLUE - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XVLU.TO
iShares MSCI USA Value Factor Index ETF		50.30%26.17%15.37%11.09%-8.87%28.64%-3.66%7.29%
VLUE
iShares MSCI USA Value Factor ETF		50.22%26.61%16.33%11.55%-8.73%28.87%-2.60%8.90%

Correlation

The correlation between XVLU.TO and VLUE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2019

0.58

Over the past year, XVLU.TO and VLUE have become more correlated (0.87) than their long-term average of 0.58, meaning their price movements have been converging.

XVLU.TO vs. VLUE - Sectors Allocation Comparison

Sectors
XVLU.TO
VLUE

Technology

49.8%
40.7%

Financial Services

9.1%
10.5%

Consumer Cyclical

8.1%
10.1%

Healthcare

7.9%
7.9%

Communication Services

7.2%
9.5%

Industrials

6.7%
8.0%

Consumer Defensive

3.7%
4.4%

Energy

2.7%
3.5%

Utilities

1.8%
2.0%

Real Estate

1.6%
1.8%

Basic Materials

1.5%
1.3%

Technology

XVLU.TO
49.8%
VLUE
40.7%

Financial Services

XVLU.TO
9.1%
VLUE
10.5%

Consumer Cyclical

XVLU.TO
8.1%
VLUE
10.1%

Healthcare

XVLU.TO
7.9%
VLUE
7.9%

Communication Services

XVLU.TO
7.2%
VLUE
9.5%

Industrials

XVLU.TO
6.7%
VLUE
8.0%

Consumer Defensive

XVLU.TO
3.7%
VLUE
4.4%

Energy

XVLU.TO
2.7%
VLUE
3.5%

Utilities

XVLU.TO
1.8%
VLUE
2.0%

Real Estate

XVLU.TO
1.6%
VLUE
1.8%

Basic Materials

XVLU.TO
1.5%
VLUE
1.3%

Compare stocks, funds, or ETFs

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iShares MSCI USA Value Factor Index ETF

iShares MSCI USA Value Factor ETF

Often compared with XVLU.TO:
XVLU.TO vs. VFV.TOXVLU.TO vs. XQLT.TOXVLU.TO vs. XSMC.TOXVLU.TO vs. FCUV.TOXVLU.TO vs. XDU.TOXVLU.TO vs. XDG.TOXVLU.TO vs. HEQT.TO
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

XVLU.TO vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XVLU.TO
XVLU.TO Risk / Return Rank: 9797
Overall Rank
XVLU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XVLU.TO Sortino Ratio Rank: 9797
Sortino Ratio Rank
XVLU.TO Omega Ratio Rank: 9696
Omega Ratio Rank
XVLU.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XVLU.TO Martin Ratio Rank: 9898
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9696
Overall Rank
VLUE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9696
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9595
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
Martin Ratio Rank
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.

XVLU.TO vs. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Value Factor Index ETF (XVLU.TO) 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.

XVLU.TOVLUEDifference
Sharpe ratioReturn per unit of total volatility
4.74
4.50

+0.25

Sortino ratioReturn per unit of downside risk
5.90
5.76

+0.14

Omega ratioGain probability vs. loss probability

1.80

1.75

+0.04

Calmar ratioReturn relative to maximum drawdown

12.26

11.96

+0.29

Martin ratioReturn relative to average drawdown

47.85

45.70

+2.14

XVLU.TO vs. VLUE - Sharpe Ratio Comparison

The current XVLU.TO Sharpe Ratio is 4.74, which is comparable to the VLUE Sharpe Ratio of 4.50. The chart below compares the historical Sharpe Ratios of XVLU.TO and VLUE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XVLU.TO vs. VLUE - Drawdown Comparison

The maximum XVLU.TO drawdown since its inception was -34.40%, roughly equal to the maximum VLUE drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for XVLU.TO and VLUE.

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Drawdown Indicators

XVLU.TOVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-34.40%

-34.15%

-0.25%

Max Drawdown (1Y)

Largest decline over 1 year

-7.22%

-7.33%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.13%

-17.03%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-20.16%

-20.58%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

—

-34.15%

—

Current Drawdown

Current decline from peak

-2.98%

-3.57%

+0.59%

Average Drawdown

Average peak-to-trough decline

-6.45%

-4.87%

-1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.92%

-0.08%

Volatility

XVLU.TO vs. VLUE - Volatility Comparison

The current volatility for iShares MSCI USA Value Factor Index ETF (XVLU.TO) is 8.37%, while iShares MSCI USA Value Factor ETF (VLUE) has a volatility of 10.04%. This indicates that XVLU.TO experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XVLU.TOVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.37%

10.04%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

16.61%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.64%

19.53%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

19.03%

-2.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

20.83%

-1.88%

XVLU.TO vs. VLUE - Expense Ratio Comparison

XVLU.TO has a 0.32% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

XVLU.TO vs. VLUE - Dividend Comparison

XVLU.TO's dividend yield for the trailing twelve months is around 1.12%, less than VLUE's 1.42% yield.

PositionTTM20252024202320222021202020192018201720162015
VLUE
iShares MSCI USA Value Factor ETF		1.42%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%
XVLU.TO
iShares MSCI USA Value Factor Index ETF		1.12%1.75%2.17%2.26%2.51%2.03%2.72%0.68%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XVLU.TO and VLUE have a correlation of 0.87, 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 0.32% for XVLU.TO.

Both ETFs track MSCI USA Enhanced Value Index. Their fees differ too: 0.32% for XVLU.TO and 0.15% for VLUE.

Portfolio Optimizer

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