DAK vs. IUS
DAK (Dakota Active Equity ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. DAK is actively managed, while IUS is passively managed. Over the past year, DAK returned 20.52% vs 34.78% for IUS. Their correlation of 0.87 means they have usually moved in the same direction. DAK charges 0.43%/yr vs 0.19%/yr for IUS.
Performance
DAK vs. IUS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DAK achieves a 10.36% return, which is significantly lower than IUS's 19.71% return.
DAK
- 1D
- 0.74%
- 1M
- 0.91%
- 6M
- 9.09%
- YTD
- 10.36%
- 1Y
- 20.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.77%
IUS
- 1D
- 0.43%
- 1M
- 2.30%
- 6M
- 15.22%
- YTD
- 19.71%
- 1Y
- 34.78%
- 3Y*
- 19.28%
- 5Y*
- 14.35%
- 10Y*
- —
- ALL TIME*
- 15.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.23K | $2.63K | $4.01K | |
| $4.30M | $3.35M | $3.41M |
DAK vs. IUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DAK Dakota Active Equity ETF | 10.36% | 6.75% |
IUS Invesco RAFI Strategic US ETF | 19.71% | 9.85% |
Correlation
The correlation between DAK and IUS is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 30, 2025 | 0.87 |
The correlation between DAK and IUS has been stable across timeframes, ranging from 0.87 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DAK vs. IUS — Risk / Return Rank
DAK
IUS
DAK vs. IUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dakota Active Equity ETF (DAK) 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.
| DAK | IUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.57 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 5.38 | -2.96 |
| Martin ratioReturn relative to average drawdown | 10.16 | 22.90 | -12.74 |
Loading charts...
Drawdowns
DAK vs. IUS - Drawdown Comparison
The maximum DAK drawdown since its inception was -7.87%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for DAK and IUS.
Loading charts...
Drawdown Indicators
| DAK | IUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.87% | -34.67% | +26.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.87% | -6.15% | -1.72% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.72% | — |
Current DrawdownCurrent decline from peak | -0.55% | -0.20% | -0.35% |
Average DrawdownAverage peak-to-trough decline | -1.18% | -3.80% | +2.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 1.44% | +0.43% |
Volatility
DAK vs. IUS - Volatility Comparison
Dakota Active Equity ETF (DAK) has a higher volatility of 2.91% compared to Invesco RAFI Strategic US ETF (IUS) at 2.51%. This indicates that DAK's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DAK | IUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.51% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 9.11% | 7.88% | +1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 10.67% | +0.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.39% | 14.99% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.39% | 17.92% | -6.53% |
DAK vs. IUS - Expense Ratio Comparison
DAK has a 0.43% expense ratio, which is higher than IUS's 0.19% expense ratio.
Dividends
DAK vs. IUS - Dividend Comparison
DAK's dividend yield for the trailing twelve months is around 0.75%, less than IUS's 1.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DAK Dakota Active Equity ETF | 0.75% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUS Invesco RAFI Strategic US ETF | 1.24% | 1.48% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% |
Frequently Asked Questions
DAK and IUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAK has higher volatility (2.91%) compared to IUS (2.51%). In terms of maximum drawdown, DAK dropped -7.87% vs IUS's -34.67%.
On 1-year performance, IUS leads with 34.78% vs 20.52% for DAK. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 2.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IUS has performed better with a 34.78% return vs 20.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IUS is cheaper with a 0.19% expense ratio, compared with 0.43% for DAK.
IUS has the higher dividend yield at 1.24%, compared with 0.75% for DAK.
They also come from different issuers: Dakota Wealth and Invesco. Their fees differ too: 0.43% for DAK and 0.19% for IUS.
IUS currently has the higher Sharpe Ratio (3.11 vs 1.68), 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.
Find the right allocation for DAK and IUS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer