Screener
ECML vs IVAL
Euclidean Fundamental Value ETF vs Alpha Architect International Quantitative Value ETF
Key differences
Both ECML and IVAL are equity ETFs. ECML charges 0.95% a year and IVAL 0.38%. The main difference: ECML follows a active selection strategy; IVAL uses systematic alpha.
- ECML follows a active selection strategy; IVAL uses systematic alpha.
- ECML covers North America; IVAL covers global markets excluding the US.
- IVAL costs 0.57% less per year.
- Over the last three years, IVAL has delivered higher annualized returns.
- IVAL has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| ECML | IVAL | |
|---|---|---|
| Annual cost (TER) | 0.95% | 0.38% |
| Fund size (AUM) | $131M | $217M |
| Since | 2023 | 2014 |
| Dividend yield | 1.22% | 2.63% |
| Asset class | equity | equity |
| Region | north america | global ex us |
| Strategy | active selection | systematic alpha |
| CAGR 1Y | +29.9% | +31.7% |
| CAGR 3Y | +14.7% | +19.6% |
| CAGR 5Y | N/A | +8.3% |
| Sharpe 3Y | 0.65 | 0.98 |
| Volatility 1Y | 14.72% | 15.56% |
| Max drawdown | -24.66% | -46.09% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.