VLUE
iShares MSCI USA Value Factor ETF
HML
Adj. R2
0.912
Rel. Sharpe
1.004
Mkt beta
0.97
AUM
US$10.9B
MER
0.15%
Valuation
139
ETF comparison
Verified factor-similar pair
VLUE vs VONV
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
90
Near substitute
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VONV
Vanguard Russell 1000 Value ETF
HML
Adj. R2
0.957
Rel. Sharpe
1.043
Mkt beta
0.92
AUM
US$17.4B
MER
0.06%
Valuation
129
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.06
HML
diff +0.08
RMW
diff -0.05
CMA
diff -0.03
UMD
diff -0.05
Why This Pair Matches
Exposure level
89
Exposure shape
98
Mkt beta diff
0.05
Rel. Sharpe diff
0.039
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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