EBI vs. IUS

Last updated Jun 5, 2026

EBI (Longview Advantage ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. EBI is actively managed, while IUS is passively managed. Over the past year, EBI returned 34.11% vs 34.28% for IUS. With a 0.95 correlation, they move nearly in lockstep. EBI charges 0.24%/yr vs 0.19%/yr for IUS.

Performance

EBI vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Longview Advantage ETF (EBI) 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, EBI achieves a 14.86% return, which is significantly lower than IUS's 16.26% return.

EBI

• 1D: 0.21%
• 1M: 3.43%
• YTD: 14.86%
• 6M: 15.24%
• 1Y: 34.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUS

• 1D: 0.47%
• 1M: 4.37%
• YTD: 16.26%
• 6M: 16.49%
• 1Y: 34.28%
• 3Y*: 21.21%
• 5Y*: 13.72%
• 10Y*: —

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

EBI vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025
EBI Longview Advantage ETF	14.86%	15.82%
IUS Invesco RAFI Strategic US ETF	16.26%	14.74%

Correlation

The correlation between EBI and IUS is 0.94, 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	0.94
Correlation (All Time) Calculated using the full available price history since Feb 28, 2025	0.95

The correlation between EBI and IUS has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

EBI vs. IUS — Risk / Return Rank

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

EBI

EBI Risk / Return Rank: 87
EBI Sharpe Ratio Rank: 87
EBI Sortino Ratio Rank: 87
EBI Omega Ratio Rank: 85
EBI Calmar Ratio Rank: 87
EBI Martin Ratio Rank: 89

IUS

IUS Risk / Return Rank: 92
IUS Sharpe Ratio Rank: 93
IUS Sortino Ratio Rank: 93
IUS Omega Ratio Rank: 92
IUS Calmar Ratio Rank: 90
IUS Martin Ratio Rank: 93

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.

EBI vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Longview Advantage ETF (EBI) 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.

	EBI	IUS	Difference
Sharpe ratio: Return per unit of total volatility	2.83	3.36	-0.53
Sortino ratio: Return per unit of downside risk	3.87	4.65	-0.78
Omega ratio: Gain probability vs. loss probability	1.50	1.61	-0.11
Calmar ratio: Return relative to maximum drawdown	4.83	5.60	-0.77
Martin ratio: Return relative to average drawdown	19.92	23.98	-4.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EBI vs. IUS - Sharpe Ratio Comparison

The current EBI Sharpe Ratio is 2.83, which is comparable to the IUS Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of EBI 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.

Sharpe Ratios by Period

	EBI	IUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.83	3.36	-0.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.92	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.42	0.86	+0.56

Drawdowns

EBI vs. IUS - Drawdown Comparison

The maximum EBI drawdown since its inception was -17.05%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for EBI and IUS.

Drawdown Indicators

	EBI	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-17.05%	-34.67%	+17.62%
Max Drawdown (1Y) Largest decline over 1 year	-7.09%	-6.15%	-0.94%
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	-0.24%	0.00%	-0.24%
Average Drawdown Average peak-to-trough decline	-2.06%	-3.86%	+1.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	1.43%	+0.29%

Volatility

EBI vs. IUS - Volatility Comparison

Longview Advantage ETF (EBI) has a higher volatility of 2.85% compared to Invesco RAFI Strategic US ETF (IUS) at 2.39%. This indicates that EBI'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

	EBI	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.85%	2.39%	+0.46%
Volatility (6M) Calculated over the trailing 6-month period	8.80%	7.42%	+1.38%
Volatility (1Y) Calculated over the trailing 1-year period	12.13%	10.26%	+1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.93%	15.00%	+2.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.93%	18.04%	-0.11%

EBI vs. IUS - Expense Ratio Comparison

EBI has a 0.24% expense ratio, which is higher than IUS's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EBI vs. IUS - Dividend Comparison

EBI's dividend yield for the trailing twelve months is around 0.92%, less than IUS's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EBI Longview Advantage ETF	0.92%	1.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.28%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both EBI and IUS in my portfolio?

With a correlation of 0.94, EBI 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, EBI or IUS?

EBI has higher volatility (2.85%) compared to IUS (2.39%). In terms of maximum drawdown, EBI dropped -17.05% vs IUS's -34.67%.

Which ETF is better, EBI or IUS?

On 1-year performance, IUS leads with 34.28% vs 34.11% for EBI. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 2.39%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EBI or IUS?

Over the 1-year period, IUS has performed better with a 34.28% return vs 34.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EBI or IUS?

IUS is cheaper with a 0.19% expense ratio, compared with 0.24% for EBI.

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

IUS has the higher dividend yield at 1.28%, compared with 0.92% for EBI.

What is the main difference between EBI and IUS?

They also come from different issuers: Longview and Invesco. Their fees differ too: 0.24% for EBI and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (3.36 vs 2.83), 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.