BRCE vs. IUS

Last updated Jul 11, 2026

BRCE (MFS Blended Research Core Equity ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. BRCE is actively managed, while IUS is passively managed. Their correlation of 0.81 suggests significant overlap in exposure. BRCE charges 0.24%/yr vs 0.19%/yr for IUS.

Performance

BRCE vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MFS Blended Research Core Equity ETF (BRCE) 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, BRCE achieves a 14.62% return, which is significantly lower than IUS's 17.86% return.

BRCE

• 1D: 0.55%
• 1M: 3.15%
• 6M: 11.69%
• YTD: 14.62%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUS

• 1D: 0.56%
• 1M: 2.76%
• 6M: 14.47%
• YTD: 17.86%
• 1Y: 30.20%
• 3Y*: 19.89%
• 5Y*: 14.04%
• 10Y*: —

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

BRCE vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025
BRCE MFS Blended Research Core Equity ETF	14.62%	2.04%
IUS Invesco RAFI Strategic US ETF	17.86%	2.72%

Correlation

The correlation between BRCE and IUS is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 22, 2025	0.81

Return for Risk

BRCE vs. IUS — Risk / Return Rank

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

BRCE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IUS

IUS Risk / Return Rank: 93
IUS Sharpe Ratio Rank: 94
IUS Sortino Ratio Rank: 93
IUS Omega Ratio Rank: 93
IUS Calmar Ratio Rank: 92
IUS Martin Ratio Rank: 94

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.

BRCE vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Blended Research Core Equity ETF (BRCE) 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.

	BRCE	IUS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.79	—
Sortino ratio: Return per unit of downside risk	—	3.83	—
Omega ratio: Gain probability vs. loss probability	—	1.51	—
Calmar ratio: Return relative to maximum drawdown	—	4.82	—
Martin ratio: Return relative to average drawdown	—	20.02	—

Drawdowns

BRCE vs. IUS - Drawdown Comparison

The maximum BRCE drawdown since its inception was -8.77%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for BRCE and IUS.

Drawdown Indicators

	BRCE	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-8.77%	-34.67%	+25.90%
Max Drawdown (1Y) Largest decline over 1 year	—	-6.15%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.61%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.72%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-1.50%	-3.83%	+2.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.49%	—

Volatility

Volatility by Period

	BRCE	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.20%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.98%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.35%	10.61%	+3.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.35%	15.01%	-0.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.35%	17.97%	-3.62%

BRCE vs. IUS - Expense Ratio Comparison

BRCE has a 0.24% 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

BRCE vs. IUS - Dividend Comparison

BRCE's dividend yield for the trailing twelve months is around 0.51%, less than IUS's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BRCE MFS Blended Research Core Equity ETF	0.51%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.26%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both BRCE and IUS in my portfolio?

BRCE and IUS have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BRCE or IUS?

On fees, IUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BRCE or IUS?

IUS is cheaper with a 0.19% expense ratio, compared with 0.24% for BRCE.

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

IUS has the higher dividend yield at 1.26%, compared with 0.51% for BRCE.

What is the main difference between BRCE and IUS?

They also come from different issuers: MFS and Invesco. Their fees differ too: 0.24% for BRCE and 0.19% for IUS.