VLU vs EUSB

Comparison between STATE STREET(R) SPDR(R) S&P(R) 1500 VALUE TILT ETF (VLU, ETF) and ISHARES ESG ADVANCED TOTAL USD BOND MARKET ETF (EUSB, ETF).

5-Year PerformanceVLU has outperformed EUSB, delivering a return of +11.8% compared to +0.3%

VLU vs EUSB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VLU(ETF)	EUSB(ETF)
Net Assets	$693M	$691M
Expense Ratio	0.12%	0.12%
Max Drawdown	37.91%	21.72%
Sharpe Ratio	2.07	0.16
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%	29.73%
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

EUSB

$691M

Expense Ratio

VLU

0.12%

EUSB

0.12%

Max Drawdown

VLU

37.91%

Winner

EUSB

21.72%

Sharpe Ratio

Winner

VLU

2.07

EUSB

0.16

5Y Beta

VLU

0.79

Winner

EUSB

0.04

P/E Ratio

VLU

21.70

EUSB

N/A

Forward P/E

VLU

15.27

EUSB

N/A

5Y Dividends CAGR

VLU

8.76%

Winner

EUSB

29.73%

5Y EPS CAGR

VLU

13.73%

EUSB

N/A

Debt to Equity

VLU

32.45%

EUSB

N/A

P/S Ratio

VLU

1.37

EUSB

N/A

P/B Ratio

VLU

2.66

EUSB

N/A

VLU vs EUSB - Historical Returns

Returns include dividend reinvestment.

Period	VLU	EUSB
1 month	+1.94%	-0.22%
3 months	+7.33%	-0.92%
6 months	+12.99%	+0.20%
1 year	+29.65%	+4.42%
5 years(CAGR)	+11.81%	+0.28%
10 years(CAGR)	+13.95%	N/A
Max(CAGR)	+13.71%	+0.19%

Winner

VLU

+1.94%

EUSB

-0.22%

Winner

VLU

+7.33%

EUSB

-0.92%

Winner

VLU

+12.99%

EUSB

+0.20%

Winner

VLU

+29.65%

EUSB

+4.42%

5Y(CAGR)

Winner

VLU

+11.81%

EUSB

+0.28%

10Y(CAGR)

VLU

+13.95%

EUSB

N/A

Max(CAGR)

Winner

VLU

+13.71%

EUSB

+0.19%

VLU vs EUSB - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	VLU	EUSB
2026	+11.77%	-0.02%
2025	+16.93%	+7.35%
2024	+17.18%	+2.26%
2023	+17.26%	+5.24%
2022	-9.01%	-12.12%
2021	+32.52%	-1.19%
2020	+9.22%	+1.68%
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 EUSB Drawdown Comparison

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

The maximum drawdown for EUSB was -17.87%, occurring on Oct 20, 2022. Recovery took 1388 trading sessions.

The current VLU drawdown is -1.15%. The current EUSB drawdown is -1.65%.

Rank	VLU	EUSB
#1	-37.36% Feb 12, 2020 - Nov 16, 2020	-17.87% Aug 4, 2020 - Feb 12, 2026
#2	-20.21% Sep 24, 2018 - Oct 25, 2019	-2.48% Feb 27, 2026 - May 19, 2026
#3	-19.56% Jan 11, 2022 - Jul 28, 2023	-0.24% Jul 23, 2020 - Jul 30, 2020
#4	-16.23% Feb 19, 2025 - Jul 1, 2025	-0.16% Jul 9, 2020 - Jul 16, 2020
#5	-15.95% May 19, 2015 - Jul 25, 2016	-0.11% Feb 13, 2026 - Feb 23, 2026
#6	-10.57% Jan 26, 2018 - Aug 21, 2018	-0.07% Jun 26, 2020 - Jul 2, 2020
#7	-10.55% Jul 31, 2023 - Dec 11, 2023	-0.05% Jul 7, 2020 - Jul 9, 2020
#8	-7.43% Sep 4, 2014 - Nov 5, 2014	-0.04% Jul 2, 2020 - Jul 7, 2020
#9	-6.63% Jan 15, 2014 - Feb 24, 2014	-0.03% Feb 23, 2026 - Feb 26, 2026
#10	-6.34% Feb 11, 2026 - Apr 14, 2026	-0.01% Jul 30, 2020 - Aug 3, 2020
#11	-6.21% Nov 29, 2024 - Feb 19, 2025	N/A
#12	-5.99% Jul 17, 2024 - Aug 23, 2024	N/A
#13	-5.76% Nov 8, 2021 - Dec 27, 2021	N/A
#14	-5.32% Oct 31, 2012 - Dec 11, 2012	N/A
#15	-5.16% May 31, 2013 - Jul 9, 2013	N/A

Correlation

Correlation between VLU and EUSB is 0.22 which considered as a very weak or no correlation - the stocks move independently of each other.

0.22

-101

Dividend Comparison (2012 - 2026)

VLU vs EUSB dividend yield comparison.

Year	VLU	EUSB
2026	0.39%	1.65%
2025	1.82%	3.84%
2024	2.00%	3.67%
2023	2.02%	3.08%
2022	2.16%	2.21%
2021	1.86%	1.10%
2020	1.98%	0.57%
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%