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CSTK vs. IUSV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSTK vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Comstock Contrarian Equity ETF (CSTK) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSTK achieves a 11.29% return, which is significantly higher than IUSV's 7.63% return.


CSTK

1D
0.07%
1M
3.59%
YTD
11.29%
6M
13.04%
1Y
26.71%
3Y*
5Y*
10Y*

IUSV

1D
-0.37%
1M
2.24%
YTD
7.63%
6M
7.88%
1Y
21.24%
3Y*
15.62%
5Y*
10.47%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSTK vs. IUSV - Yearly Performance Comparison


Correlation

The correlation between CSTK and IUSV is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since May 8, 2025

0.94

The correlation between CSTK and IUSV has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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Return for Risk

CSTK vs. IUSV — Risk / Return Rank

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

CSTK
CSTK Risk / Return Rank: 7070
Overall Rank
CSTK Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CSTK Sortino Ratio Rank: 7777
Sortino Ratio Rank
CSTK Omega Ratio Rank: 7171
Omega Ratio Rank
CSTK Calmar Ratio Rank: 6262
Calmar Ratio Rank
CSTK Martin Ratio Rank: 6666
Martin Ratio Rank

IUSV
IUSV Risk / Return Rank: 6565
Overall Rank
IUSV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IUSV Sortino Ratio Rank: 6464
Sortino Ratio Rank
IUSV Omega Ratio Rank: 6262
Omega Ratio Rank
IUSV Calmar Ratio Rank: 6767
Calmar Ratio Rank
IUSV Martin Ratio Rank: 6868
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.

CSTK vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Comstock Contrarian Equity ETF (CSTK) and iShares Core S&P U.S. Value ETF (IUSV). 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.


CSTKIUSVDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.42

1.38

+0.04

Calmar ratioReturn relative to maximum drawdown

3.02

3.35

-0.33

Martin ratioReturn relative to average drawdown

11.85

12.84

-0.99

CSTK vs. IUSV - Sharpe Ratio Comparison

The current CSTK Sharpe Ratio is 2.38, which is comparable to the IUSV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of CSTK and IUSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CSTKIUSVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

2.14

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

2.54

0.60

+1.94

Drawdowns

CSTK vs. IUSV - Drawdown Comparison

The maximum CSTK drawdown since its inception was -8.87%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for CSTK and IUSV.


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Drawdown Indicators


CSTKIUSVDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

-56.88%

+48.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-6.36%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-17.95%

Max Drawdown (10Y)

Largest decline over 10 years

-37.54%

Current Drawdown

Current decline from peak

-0.60%

-0.51%

-0.09%

Average Drawdown

Average peak-to-trough decline

-1.28%

-6.29%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.66%

+0.60%

Volatility

CSTK vs. IUSV - Volatility Comparison

Invesco Comstock Contrarian Equity ETF (CSTK) has a higher volatility of 2.68% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.14%. This indicates that CSTK's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSTKIUSVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

2.14%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

7.14%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

9.98%

+1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.60%

14.55%

-2.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.60%

17.07%

-5.47%

CSTK vs. IUSV - Expense Ratio Comparison

CSTK has a 0.35% expense ratio, which is higher than IUSV's 0.04% expense ratio.


Dividends

CSTK vs. IUSV - Dividend Comparison

CSTK's dividend yield for the trailing twelve months is around 1.77%, more than IUSV's 1.68% yield.


PositionTTM20252024202320222021202020192018201720162015
CSTK
Invesco Comstock Contrarian Equity ETF
1.77%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUSV
iShares Core S&P U.S. Value ETF
1.68%1.78%2.15%1.75%2.22%1.87%2.40%2.19%2.67%1.93%4.44%7.63%

Frequently Asked Questions


With a correlation of 0.93, CSTK and IUSV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CSTK has higher volatility (2.68%) compared to IUSV (2.14%). In terms of maximum drawdown, CSTK dropped -8.87% vs IUSV's -56.88%.

On 1-year performance, CSTK leads with 26.71% vs 21.24% for IUSV. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CSTK has performed better with a 26.71% return vs 21.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUSV is cheaper with a 0.04% expense ratio, compared with 0.35% for CSTK.

CSTK has the higher dividend yield at 1.77%, compared with 1.68% for IUSV.

They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for CSTK and 0.04% for IUSV.

CSTK currently has the higher Sharpe Ratio (2.38 vs 2.14), 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.

Portfolio Optimizer

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