ESGV vs. IUS

Last updated Jun 4, 2026

ESGV (Vanguard ESG U.S. Stock ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds - ESGV tracks the FTSE US All Cap Choice Index while IUS tracks the Invesco Strategic US Index. Both are passively managed. Over the past 5 years, ESGV returned 12.64%/yr vs 13.61%/yr for IUS. Their correlation of 0.84 suggests significant overlap in exposure. ESGV charges 0.09%/yr vs 0.19%/yr for IUS.

Performance

ESGV vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard ESG U.S. Stock ETF (ESGV) 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, ESGV achieves a 10.74% return, which is significantly lower than IUS's 15.71% return.

ESGV

• 1D: -0.88%
• 1M: 6.08%
• YTD: 10.74%
• 6M: 10.73%
• 1Y: 28.04%
• 3Y*: 22.27%
• 5Y*: 12.64%
• 10Y*: —

IUS

• 1D: -0.07%
• 1M: 4.89%
• YTD: 15.71%
• 6M: 15.69%
• 1Y: 33.27%
• 3Y*: 20.93%
• 5Y*: 13.61%
• 10Y*: —

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

ESGV vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	10.74%	16.48%	24.69%	30.79%	-24.04%	26.55%	25.69%	33.36%	-14.59%
IUS Invesco RAFI Strategic US ETF	15.71%	16.94%	16.51%	20.79%	-8.34%	32.17%	15.09%	29.34%	-13.42%

Correlation

The correlation between ESGV and IUS is 0.84, 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	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018	0.84

The correlation between ESGV and IUS has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

ESGV vs. IUS - Sectors Allocation Comparison

Sectors	ESGV	IUS
Technology	39.5%	22.4%
Communication Services	13.0%	14.7%
Financial Services	12.3%	6.8%
Consumer Cyclical	12.2%	10.7%
Healthcare	9.8%	12.8%
Industrials	4.5%	9.7%
Consumer Defensive	3.9%	7.4%
Real Estate	2.8%	0.5%
Basic Materials	1.9%	3.3%
Utilities	0.2%	1.0%
Energy	0.1%	10.9%

Return for Risk

ESGV vs. IUS — Risk / Return Rank

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

ESGV

ESGV Risk / Return Rank: 58
ESGV Sharpe Ratio Rank: 61
ESGV Sortino Ratio Rank: 60
ESGV Omega Ratio Rank: 61
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 58

IUS

IUS Risk / Return Rank: 91
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 92
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.

ESGV vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG U.S. Stock ETF (ESGV) 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.

	ESGV	IUS	Difference
Sharpe ratio: Return per unit of total volatility	2.11	3.26	-1.15
Sortino ratio: Return per unit of downside risk	2.89	4.53	-1.64
Omega ratio: Gain probability vs. loss probability	1.38	1.60	-0.22
Calmar ratio: Return relative to maximum drawdown	2.43	5.44	-3.01
Martin ratio: Return relative to average drawdown	10.42	23.27	-12.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ESGV vs. IUS - Sharpe Ratio Comparison

The current ESGV Sharpe Ratio is 2.11, which is lower than the IUS Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of ESGV 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

	ESGV	IUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	3.26	-1.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.91	-0.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	0.85	-0.13

Drawdowns

ESGV vs. IUS - Drawdown Comparison

The maximum ESGV drawdown since its inception was -33.66%, roughly equal to the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for ESGV and IUS.

Drawdown Indicators

	ESGV	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-34.67%	+1.01%
Max Drawdown (1Y) Largest decline over 1 year	-11.60%	-6.15%	-5.45%
Max Drawdown (3Y) Largest decline over 3 years	-20.41%	-15.61%	-4.80%
Max Drawdown (5Y) Largest decline over 5 years	-28.81%	-18.72%	-10.09%
Current Drawdown Current decline from peak	-0.88%	-0.07%	-0.81%
Average Drawdown Average peak-to-trough decline	-6.43%	-3.86%	-2.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	1.43%	+1.27%

Volatility

ESGV vs. IUS - Volatility Comparison

Vanguard ESG U.S. Stock ETF (ESGV) has a higher volatility of 3.37% compared to Invesco RAFI Strategic US ETF (IUS) at 2.50%. This indicates that ESGV'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

	ESGV	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	2.50%	+0.87%
Volatility (6M) Calculated over the trailing 6-month period	10.18%	7.41%	+2.77%
Volatility (1Y) Calculated over the trailing 1-year period	13.35%	10.26%	+3.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.35%	15.00%	+3.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.58%	18.04%	+2.54%

ESGV vs. IUS - Expense Ratio Comparison

ESGV has a 0.09% 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

ESGV vs. IUS - Dividend Comparison

ESGV's dividend yield for the trailing twelve months is around 0.85%, less than IUS's 1.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
ESGV Vanguard ESG U.S. Stock ETF	0.85%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%
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 ESGV and IUS in my portfolio?

ESGV and IUS have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ESGV or IUS?

ESGV has higher volatility (3.37%) compared to IUS (2.50%). In terms of maximum drawdown, ESGV dropped -33.66% vs IUS's -34.67%.

Which ETF is better, ESGV or IUS?

On 5-year performance, IUS leads with 13.61% vs 12.64% for ESGV. On fees, ESGV is cheaper at 0.09% per year. On volatility, IUS has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ESGV or IUS?

Over the 5-year period, IUS has performed better with a 13.61% return vs 12.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ESGV or IUS?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.19% for IUS.

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

IUS has the higher dividend yield at 1.28%, compared with 0.85% for ESGV.

What is the main difference between ESGV and IUS?

ESGV tracks FTSE US All Cap Choice Index, while IUS tracks Invesco Strategic US Index. They also come from different issuers: Vanguard and Invesco. Their fees differ too: 0.09% for ESGV and 0.19% for IUS.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (3.26 vs 2.11), 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.