VLU vs DMBS

Comparison between STATE STREET(R) SPDR(R) S&P(R) 1500 VALUE TILT ETF (VLU, ETF) and DOUBLELINE MORTGAGE ETF (DMBS, ETF).

VLU vs DMBS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VLU(ETF)	DMBS(ETF)
Net Assets	$693M	$693M
Expense Ratio	0.12%	0.39%
Max Drawdown	37.91%	9.85%
Sharpe Ratio	2.07	0.48
5Y Beta	0.79	0.04
P/E Ratio	21.70	N/A
Forward P/E	15.27	N/A
5Y Dividends CAGR	8.76%	N/A
5Y EPS CAGR	13.73%	N/A
Debt to Equity	32.45%	N/A
P/S Ratio	1.37	N/A
P/B Ratio	2.66	N/A

Net Assets

Winner

VLU

$693M

DMBS

$693M

Expense Ratio

Winner

VLU

0.12%

DMBS

0.39%

Max Drawdown

VLU

37.91%

Winner

DMBS

9.85%

Sharpe Ratio

Winner

VLU

2.07

DMBS

0.48

5Y Beta

VLU

0.79

Winner

DMBS

0.04

P/E Ratio

VLU

21.70

DMBS

N/A

Forward P/E

VLU

15.27

DMBS

N/A

5Y Dividends CAGR

VLU

8.76%

DMBS

N/A

5Y EPS CAGR

VLU

13.73%

DMBS

N/A

Debt to Equity

VLU

32.45%

DMBS

N/A

P/S Ratio

VLU

1.37

DMBS

N/A

P/B Ratio

VLU

2.66

DMBS

N/A

VLU vs DMBS - Historical Returns

Returns include dividend reinvestment.

Period	VLU	DMBS
1 month	+1.94%	-0.31%
3 months	+7.33%	-1.15%
6 months	+12.99%	+0.46%
1 year	+29.65%	+5.95%
5 years(CAGR)	+11.81%	N/A
10 years(CAGR)	+13.95%	N/A
Max(CAGR)	+13.71%	+3.73%

Winner

VLU

+1.94%

DMBS

-0.31%

Winner

VLU

+7.33%

DMBS

-1.15%

Winner

VLU

+12.99%

DMBS

+0.46%

Winner

VLU

+29.65%

DMBS

+5.95%

5Y(CAGR)

VLU

+11.81%

DMBS

N/A

10Y(CAGR)

VLU

+13.95%

DMBS

N/A

Max(CAGR)

Winner

VLU

+13.71%

DMBS

+3.73%

VLU vs DMBS - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	VLU	DMBS
2026	+11.77%	+0.25%
2025	+16.93%	+8.59%
2024	+17.18%	+2.75%
2023	+17.26%	+1.31%
2022	-9.01%	N/A
2021	+32.52%	N/A
2020	+9.22%	N/A
2019	+25.72%	N/A
2018	-7.87%	N/A
2017	+16.99%	N/A
2016	+18.60%	N/A
2015	-0.88%	N/A
2014	+14.49%	N/A
2013	+34.60%	N/A
2012	+2.14%	N/A

VLU vs DMBS Drawdown Comparison

The maximum drawdown for VLU was -37.36%, occurring on Mar 23, 2020. Recovery took 193 trading sessions.

The maximum drawdown for DMBS was -8.13%, occurring on Oct 25, 2023. Recovery took 175 trading sessions.

The current VLU drawdown is -1.15%. The current DMBS drawdown is -2.03%.

Rank	VLU	DMBS
#1	-37.36% Feb 12, 2020 - Nov 16, 2020	-8.13% Apr 5, 2023 - Dec 14, 2023
#2	-20.21% Sep 24, 2018 - Oct 25, 2019	-4.88% Sep 16, 2024 - Apr 3, 2025
#3	-19.56% Jan 11, 2022 - Jul 28, 2023	-4.17% Dec 27, 2023 - Jul 11, 2024
#4	-16.23% Feb 19, 2025 - Jul 1, 2025	-3.20% Feb 27, 2026 - May 19, 2026
#5	-15.95% May 19, 2015 - Jul 25, 2016	-3.09% Apr 4, 2025 - Jun 26, 2025
#6	-10.57% Jan 26, 2018 - Aug 21, 2018	-1.16% Jul 1, 2025 - Aug 1, 2025
#7	-10.55% Jul 31, 2023 - Dec 11, 2023	-1.04% Aug 2, 2024 - Aug 21, 2024
#8	-7.43% Sep 4, 2014 - Nov 5, 2014	-0.91% Sep 15, 2025 - Oct 14, 2025
#9	-6.63% Jan 15, 2014 - Feb 24, 2014	-0.85% Oct 28, 2025 - Nov 25, 2025
#10	-6.34% Feb 11, 2026 - Apr 14, 2026	-0.78% Nov 26, 2025 - Dec 18, 2025
#11	-6.21% Nov 29, 2024 - Feb 19, 2025	-0.63% Jul 17, 2024 - Jul 29, 2024
#12	-5.99% Jul 17, 2024 - Aug 23, 2024	-0.62% Jan 14, 2026 - Feb 5, 2026
#13	-5.76% Nov 8, 2021 - Dec 27, 2021	-0.50% Dec 14, 2023 - Dec 20, 2023
#14	-5.32% Oct 31, 2012 - Dec 11, 2012	-0.44% Aug 27, 2024 - Sep 4, 2024
#15	-5.16% May 31, 2013 - Jul 9, 2013	-0.42% Aug 13, 2025 - Aug 22, 2025

Correlation

Correlation between VLU and DMBS is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.

0.94

-101

Dividend Comparison (2012 - 2026)

VLU vs DMBS dividend yield comparison.

Year	VLU	DMBS
2026	0.39%	2.19%
2025	1.82%	4.96%
2024	2.00%	4.97%
2023	2.02%	2.82%
2022	2.16%	0.00%
2021	1.86%	0.00%
2020	1.98%	0.00%
2019	2.19%	0.00%
2018	2.57%	0.00%
2017	1.96%	0.00%
2016	2.14%	0.00%
2015	6.37%	0.00%
2014	5.42%	0.00%
2013	3.41%	0.00%
2012	0.55%	0.00%