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Issuer
Invesco
Inception Date
Sep 12, 2018
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Invesco Strategic US Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

IUS Performance Chart

Invesco RAFI Strategic US ETF (IUS) is up 14.5% since the beginning of the year. IUS is currently trading at $65 per share. Investors who bought $1,000 worth of IUS shares 5 years ago would now be looking at an investment worth $1,914.


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S&P 500 Index

Returns By Period

Invesco RAFI Strategic US ETF (IUS) has returned 14.45% so far this year and 31.41% over the past 12 months.


Invesco RAFI Strategic US ETF

1D
-0.44%
1M
0.19%
YTD
14.45%
6M
14.22%
1Y
31.41%
3Y*
19.92%
5Y*
13.86%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS Monthly Returns History

Based on dividend-adjusted daily data since Sep 12, 2018, IUS's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, IUS closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.91%2.00%-4.04%8.99%4.12%-0.83%14.45%
20253.52%-0.35%-3.25%-2.90%3.96%3.78%0.72%4.03%2.71%1.67%2.33%-0.12%16.94%
20241.06%4.09%4.59%-4.49%3.68%1.29%2.76%1.85%1.75%-1.81%5.91%-4.67%16.51%
20235.67%-3.19%3.00%1.36%-1.60%6.56%3.82%-1.71%-3.22%-2.56%6.96%4.79%20.79%
2022-2.36%-1.37%4.26%-5.72%1.62%-8.45%7.46%-3.29%-9.31%9.89%5.99%-5.18%-8.34%
20210.74%5.60%6.04%3.70%2.56%0.42%1.32%1.99%-4.06%5.42%-1.41%6.47%32.17%

Benchmark Metrics

Invesco RAFI Strategic US ETF has an annualized alpha of 4.15%, beta of 0.82, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since September 12, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.37%) than losses (91.63%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 4.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
4.15%
Beta
0.82
0.80
Upside Capture
99.37%
Downside Capture
91.63%

Expense Ratio

IUS has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

IUS ranks 90 for risk / return — in the top 90% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


IUS Risk / Return Rank: 9090
Overall Rank
IUS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUS Omega Ratio Rank: 8989
Omega Ratio Rank
IUS Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUS Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IUSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.53

1.37

+0.17

Calmar ratioReturn relative to maximum drawdown

5.13

2.78

+2.35

Martin ratioReturn relative to average drawdown

21.42

12.44

+8.98

Dividends

Dividend History

Invesco RAFI Strategic US ETF provided a 1.62% dividend yield over the last twelve months, with an annual payout of $1.05 per share. The fund has been increasing its distributions for 7 consecutive years.


0.80%1.00%1.20%1.40%1.60%1.80%$0.00$0.20$0.40$0.60$0.8020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.05$0.84$0.75$0.74$0.65$0.59$0.54$0.49$0.16

Dividend yield

1.62%1.48%1.52%1.72%1.78%1.46%1.74%1.77%0.73%

Monthly Dividends

The table displays the monthly dividend distributions for Invesco RAFI Strategic US ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.21$0.00$0.00$0.21$0.42
2025$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.21$0.84
2024$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.21$0.00$0.00$0.20$0.75
2023$0.00$0.00$0.17$0.00$0.00$0.17$0.00$0.00$0.20$0.00$0.00$0.19$0.74
2022$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.16$0.00$0.00$0.15$0.65
2021$0.00$0.00$0.15$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.18$0.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco RAFI Strategic US ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Invesco RAFI Strategic US ETF was 34.67%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Invesco RAFI Strategic US ETF drawdown is 1.74%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-34.67%Mar 2020
1mo 9d5mo 13d
6mo 22dFeb 2020 - Sep 2020
Bear market2022
-18.72%Sep 2022
6mo 4d9mo 3d
1y 3moMar 2022 - Jun 2023
2025 selloff2025
-15.61%Apr 2025
4mo 7d2mo 24d
7mo 1dDec 2024 - Jul 2025
2019 correction2019
-14.49%Jan 2019
2mo 24d3mo 28d
6mo 22dOct 2018 - May 2019
2023 pullback2023
-9.03%Oct 2023
2mo 27d1mo 15d
4mo 12dAug 2023 - Dec 2023

Drawdown Indicators


IUSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-56.78%

+22.11%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-9.10%

+2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-18.90%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-25.43%

+6.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.74%

-1.80%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.85%

-10.71%

+6.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

2.03%

-0.56%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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