AVIE vs. IUS

Last updated Jun 24, 2026

AVIE (Avantis Inflation Focused Equity ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. AVIE is actively managed, while IUS is passively managed. Over the past 3 years, AVIE returned 13.16%/yr vs 19.91%/yr for IUS. A 0.73 correlation means they provide meaningful diversification when combined. AVIE charges 0.25%/yr vs 0.19%/yr for IUS.

Performance

AVIE vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Inflation Focused Equity ETF (AVIE) and Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVIE achieves a 13.10% return, which is significantly lower than IUS's 14.43% return.

AVIE

• 1D: 0.74%
• 1M: -1.10%
• YTD: 13.10%
• 6M: 12.71%
• 1Y: 23.20%
• 3Y*: 13.16%
• 5Y*: —
• 10Y*: —

IUS

• 1D: -0.02%
• 1M: 0.18%
• YTD: 14.43%
• 6M: 13.98%
• 1Y: 30.78%
• 3Y*: 19.91%
• 5Y*: 13.73%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIE vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	13.10%	11.37%	6.17%	4.19%	15.20%
IUS Invesco RAFI Strategic US ETF	14.43%	16.94%	16.51%	20.79%	6.89%

Correlation

The correlation between AVIE and IUS is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.73

The correlation between AVIE and IUS shifts across timeframes, from 0.54 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.

AVIE vs. IUS - Sectors Allocation Comparison

Sectors	AVIE	IUS
Energy	30.1%	9.4%
Healthcare	26.3%	12.6%
Consumer Defensive	17.1%	6.9%
Financial Services	15.0%	6.8%
Basic Materials	9.8%	3.2%
Industrials	1.1%	9.7%
Real Estate	0.1%	0.4%
Utilities	0.1%	1.0%
Consumer Cyclical	0.1%	10.4%
Technology	0.1%	26.7%
Communication Services	-	13.0%

Return for Risk

AVIE vs. IUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVIE

AVIE Risk / Return Rank: 80
AVIE Sharpe Ratio Rank: 79
AVIE Sortino Ratio Rank: 81
AVIE Omega Ratio Rank: 75
AVIE Calmar Ratio Rank: 87
AVIE Martin Ratio Rank: 78

IUS

IUS Risk / Return Rank: 90
IUS Sharpe Ratio Rank: 90
IUS Sortino Ratio Rank: 90
IUS Omega Ratio Rank: 88
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 91

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.

AVIE vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) and Invesco RAFI Strategic US ETF (IUS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	AVIE	IUS	Difference
Sharpe ratio: Return per unit of total volatility	2.34	2.89	-0.55
Sortino ratio: Return per unit of downside risk	3.34	3.95	-0.61
Omega ratio: Gain probability vs. loss probability	1.41	1.53	-0.12
Calmar ratio: Return relative to maximum drawdown	4.69	5.03	-0.34
Martin ratio: Return relative to average drawdown	14.23	20.93	-6.71

AVIE vs. IUS - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 2.34, which is comparable to the IUS Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of AVIE and IUS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVIE vs. IUS - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for AVIE and IUS.

Drawdown Indicators

	AVIE	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-34.67%	+22.28%
Max Drawdown (1Y) Largest decline over 1 year	-4.97%	-6.15%	+1.18%
Max Drawdown (3Y) Largest decline over 3 years	-12.39%	-15.61%	+3.22%
Max Drawdown (5Y) Largest decline over 5 years	—	-18.72%	—
Current Drawdown Current decline from peak	-1.66%	-1.76%	+0.10%
Average Drawdown Average peak-to-trough decline	-3.00%	-3.85%	+0.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.47%	+0.16%

Volatility

AVIE vs. IUS - Volatility Comparison

The current volatility for Avantis Inflation Focused Equity ETF (AVIE) is 2.89%, while Invesco RAFI Strategic US ETF (IUS) has a volatility of 3.84%. This indicates that AVIE experiences smaller price fluctuations and is considered to be less risky than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVIE	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.89%	3.84%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	7.04%	8.03%	-0.99%
Volatility (1Y) Calculated over the trailing 1-year period	9.97%	10.69%	-0.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.90%	15.03%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.90%	18.02%	-5.12%

AVIE vs. IUS - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is higher than IUS's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVIE vs. IUS - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.87%, more than IUS's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
AVIE Avantis Inflation Focused Equity ETF	1.87%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.30%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both AVIE and IUS in my portfolio?

AVIE and IUS have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVIE or IUS?

IUS has higher volatility (3.84%) compared to AVIE (2.89%). In terms of maximum drawdown, AVIE dropped -12.39% vs IUS's -34.67%.

Which ETF is better, AVIE or IUS?

On 3-year performance, IUS leads with 19.91% vs 13.16% for AVIE. On fees, IUS is cheaper at 0.19% per year. On volatility, AVIE has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVIE or IUS?

Over the 3-year period, IUS has performed better with a 19.91% return vs 13.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVIE or IUS?

IUS is cheaper with a 0.19% expense ratio, compared with 0.25% for AVIE.

Which ETF pays a higher dividend yield, AVIE or IUS?

AVIE has the higher dividend yield at 1.87%, compared with 1.30% for IUS.

What is the main difference between AVIE and IUS?

They also come from different issuers: Avantis and Invesco. Their fees differ too: 0.25% for AVIE and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.89 vs 2.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.