CSTK vs. IUSV
CSTK (Invesco Comstock Contrarian Equity ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds. CSTK is actively managed, while IUSV is passively managed. Over the past year, CSTK returned 26.71% vs 21.24% for IUSV. Their correlation of 0.94 suggests significant overlap in exposure. CSTK charges 0.35%/yr vs 0.04%/yr for IUSV.
Performance
CSTK vs. IUSV - Performance Comparison
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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%
CSTK vs. IUSV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CSTK Invesco Comstock Contrarian Equity ETF | 11.29% | 18.33% |
IUSV iShares Core S&P U.S. Value ETF | 7.63% | 16.49% |
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
CSTK
IUSV
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.
| CSTK | IUSV | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CSTK | IUSV | Difference | |
|---|---|---|---|
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
| CSTK | IUSV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.60% | -0.51% | -0.09% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -6.29% | +5.01% |
Ulcer IndexDepth 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
| CSTK | IUSV | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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