DCOR vs. IUS

Last updated Jun 24, 2026

DCOR (Dimensional US Core Equity 1 ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. DCOR is actively managed, while IUS is passively managed. Over the past year, DCOR returned 25.01% vs 30.78% for IUS. Their correlation of 0.94 suggests significant overlap in exposure. DCOR charges 0.14%/yr vs 0.19%/yr for IUS.

Performance

DCOR vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional US Core Equity 1 ETF (DCOR) 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, DCOR achieves a 9.96% return, which is significantly lower than IUS's 14.43% return.

DCOR

• 1D: -1.25%
• 1M: -0.16%
• YTD: 9.96%
• 6M: 8.83%
• 1Y: 25.01%
• 3Y*: —
• 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)

DCOR vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DCOR Dimensional US Core Equity 1 ETF	9.96%	15.96%	21.19%	7.96%
IUS Invesco RAFI Strategic US ETF	14.43%	16.94%	16.51%	6.15%

Correlation

The correlation between DCOR and IUS 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 Sep 13, 2023	0.94

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

DCOR vs. IUS - Sectors Allocation Comparison

Sectors	DCOR	IUS
Technology	31.9%	26.7%
Financial Services	13.8%	6.8%
Industrials	11.6%	9.7%
Consumer Cyclical	10.3%	10.4%
Healthcare	8.8%	12.6%
Communication Services	8.7%	13.0%
Energy	5.0%	9.4%
Consumer Defensive	4.7%	6.9%
Basic Materials	2.7%	3.2%
Utilities	2.2%	1.0%
Real Estate	0.2%	0.4%

Return for Risk

DCOR vs. IUS — Risk / Return Rank

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

DCOR

DCOR Risk / Return Rank: 66
DCOR Sharpe Ratio Rank: 66
DCOR Sortino Ratio Rank: 64
DCOR Omega Ratio Rank: 63
DCOR Calmar Ratio Rank: 64
DCOR Martin Ratio Rank: 74

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.

DCOR vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional US Core Equity 1 ETF (DCOR) 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.

	DCOR	IUS	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.89	-0.86
Sortino ratio: Return per unit of downside risk	2.79	3.95	-1.16
Omega ratio: Gain probability vs. loss probability	1.36	1.53	-0.16
Calmar ratio: Return relative to maximum drawdown	3.04	5.03	-1.99
Martin ratio: Return relative to average drawdown	13.29	20.93	-7.65

DCOR vs. IUS - Sharpe Ratio Comparison

The current DCOR Sharpe Ratio is 2.03, which is comparable to the IUS Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of DCOR 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

DCOR vs. IUS - Drawdown Comparison

The maximum DCOR drawdown since its inception was -19.10%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for DCOR and IUS.

Drawdown Indicators

	DCOR	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-34.67%	+15.57%
Max Drawdown (1Y) Largest decline over 1 year	-8.26%	-6.15%	-2.11%
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	-2.11%	-1.76%	-0.35%
Average Drawdown Average peak-to-trough decline	-2.18%	-3.85%	+1.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	1.47%	+0.42%

Volatility

DCOR vs. IUS - Volatility Comparison

Dimensional US Core Equity 1 ETF (DCOR) has a higher volatility of 4.58% compared to Invesco RAFI Strategic US ETF (IUS) at 3.84%. This indicates that DCOR'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.

Volatility by Period

	DCOR	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.58%	3.84%	+0.74%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	8.03%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	12.39%	10.69%	+1.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	15.03%	+0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.22%	18.02%	-2.80%

DCOR vs. IUS - Expense Ratio Comparison

DCOR has a 0.14% expense ratio, which is lower than IUS's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DCOR vs. IUS - Dividend Comparison

DCOR's dividend yield for the trailing twelve months is around 0.93%, less than IUS's 1.30% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DCOR Dimensional US Core Equity 1 ETF	0.93%	0.97%	0.98%	0.40%	0.00%	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 DCOR and IUS in my portfolio?

With a correlation of 0.93, DCOR and IUS 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.

Which is riskier, DCOR or IUS?

DCOR has higher volatility (4.58%) compared to IUS (3.84%). In terms of maximum drawdown, DCOR dropped -19.10% vs IUS's -34.67%.

Which ETF is better, DCOR or IUS?

On 1-year performance, IUS leads with 30.78% vs 25.01% for DCOR. On fees, DCOR is cheaper at 0.14% per year. On volatility, IUS has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DCOR or IUS?

Over the 1-year period, IUS has performed better with a 30.78% return vs 25.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DCOR or IUS?

DCOR is cheaper with a 0.14% expense ratio, compared with 0.19% for IUS.

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

IUS has the higher dividend yield at 1.30%, compared with 0.93% for DCOR.

What is the main difference between DCOR and IUS?

They also come from different issuers: Dimensional and Invesco. Their fees differ too: 0.14% for DCOR and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.89 vs 2.03), 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.