DGLO vs. IUS

Last updated Jun 6, 2026

DGLO (First Trust RBA Deglobalization ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. DGLO is actively managed, while IUS is passively managed. A 0.76 correlation means they provide meaningful diversification when combined. DGLO charges 0.70%/yr vs 0.19%/yr for IUS.

Performance

DGLO vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust RBA Deglobalization ETF (DGLO) 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, DGLO achieves a 15.52% return, which is significantly higher than IUS's 13.79% return.

DGLO

• 1D: -1.20%
• 1M: 0.86%
• YTD: 15.52%
• 6M: 14.88%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUS

• 1D: -2.12%
• 1M: 1.16%
• YTD: 13.79%
• 6M: 13.75%
• 1Y: 31.80%
• 3Y*: 20.19%
• 5Y*: 13.23%
• 10Y*: —

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

DGLO vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025
DGLO First Trust RBA Deglobalization ETF	15.52%	3.03%
IUS Invesco RAFI Strategic US ETF	13.79%	11.23%

Correlation

The correlation between DGLO and IUS is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 8, 2025	0.76

Return for Risk

DGLO vs. IUS — Risk / Return Rank

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

IUS

IUS Risk / Return Rank: 90
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 91
IUS Omega Ratio Rank: 90
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

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.

DGLO vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust RBA Deglobalization ETF (DGLO) 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.

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

Sharpe Ratios by Period

	DGLO	IUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.84	+0.69

Drawdowns

DGLO vs. IUS - Drawdown Comparison

The maximum DGLO drawdown since its inception was -7.74%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for DGLO and IUS.

Drawdown Indicators

	DGLO	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-7.74%	-34.67%	+26.93%
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	-1.20%	-2.12%	+0.92%
Average Drawdown Average peak-to-trough decline	-2.05%	-3.86%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.44%	—

Volatility

Volatility by Period

	DGLO	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.45%	10.49%	+4.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.45%	15.02%	+0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.45%	18.05%	-2.60%

DGLO vs. IUS - Expense Ratio Comparison

DGLO has a 0.70% expense ratio, which is higher than IUS's 0.19% expense ratio.

Dividends

DGLO vs. IUS - Dividend Comparison

DGLO's dividend yield for the trailing twelve months is around 0.48%, less than IUS's 1.31% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DGLO First Trust RBA Deglobalization ETF	0.48%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.31%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both DGLO and IUS in my portfolio?

DGLO and IUS have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DGLO 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, DGLO or IUS?

IUS is cheaper with a 0.19% expense ratio, compared with 0.70% for DGLO.

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

IUS has the higher dividend yield at 1.31%, compared with 0.48% for DGLO.

What is the main difference between DGLO and IUS?

They also come from different issuers: First Trust and Invesco. Their fees differ too: 0.70% for DGLO and 0.19% for IUS.