Screener
ECML vs QVAL
Euclidean Fundamental Value ETF vs Alpha Architect U.S. Quantitative Value ETF
Key differences
Both ECML and QVAL are equity ETFs. ECML charges 0.95% a year and QVAL 0.28%. The main difference: ECML follows a active selection strategy; QVAL uses systematic alpha.
- ECML follows a active selection strategy; QVAL uses systematic alpha.
- QVAL costs 0.67% less per year.
- QVAL is much larger than ECML. Larger funds are usually more liquid and less likely to close.
- Over the last three years, QVAL has delivered higher annualized returns.
- QVAL has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| ECML | QVAL | |
|---|---|---|
| Annual cost (TER) | 0.95% | 0.28% |
| Fund size (AUM) | $131M | $530M |
| Since | 2023 | 2014 |
| Dividend yield | 1.22% | 1.46% |
| Asset class | equity | equity |
| Region | north america | north america |
| Strategy | active selection | systematic alpha |
| CAGR 1Y | +29.9% | +31.5% |
| CAGR 3Y | +14.7% | +20.7% |
| CAGR 5Y | N/A | +12.6% |
| Sharpe 3Y | 0.65 | 0.97 |
| Volatility 1Y | 14.72% | 14.57% |
| Max drawdown | -24.66% | -51.49% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.