EVUS vs. INCE
EVUS (Ishares ESG Aware MSCI USA Value ETF) and INCE (Franklin Income Equity Focus ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while INCE is a Dividend fund actively managed by Franklin Templeton. EVUS is passively managed, while INCE is actively managed. Over the past 3 years, EVUS returned 15.74%/yr vs 15.52%/yr for INCE. Their correlation of 0.88 means they have usually moved in the same direction. EVUS charges 0.18%/yr vs 0.29%/yr for INCE.
Performance
EVUS vs. INCE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with EVUS having a 14.58% return and INCE slightly higher at 14.91%.
EVUS
- 1D
- 1.17%
- 1M
- 2.42%
- 6M
- 9.10%
- YTD
- 14.58%
- 1Y
- 23.99%
- 3Y*
- 15.74%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 13.09%
INCE
- 1D
- 0.47%
- 1M
- 0.96%
- 6M
- 7.74%
- YTD
- 14.91%
- 1Y
- 26.00%
- 3Y*
- 15.52%
- 5Y*
- 10.49%
- 10Y*
- —
- ALL TIME*
- 13.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $799.35K | $2.07M | $1.36M | |
| $621.36K | $657.47K | $945.62K |
EVUS vs. INCE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 14.58% | 13.31% | 14.23% | 3.68% |
INCE Franklin Income Equity Focus ETF | 14.91% | 15.92% | 10.70% | 9.75% |
Correlation
The correlation between EVUS and INCE is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.76 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.88 |
The correlation between EVUS and INCE shifts across timeframes, from 0.76 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EVUS vs. INCE — Risk / Return Rank
EVUS
INCE
EVUS vs. INCE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) and Franklin Income Equity Focus ETF (INCE). 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.
| EVUS | INCE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.31 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.58 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 5.24 | -2.12 |
| Martin ratioReturn relative to average drawdown | 13.23 | 20.20 | -6.97 |
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Drawdowns
EVUS vs. INCE - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum INCE drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for EVUS and INCE.
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Drawdown Indicators
| EVUS | INCE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -33.95% | +18.30% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -4.90% | -2.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -14.01% | -1.64% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.40% | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.16% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -2.67% | -3.22% | +0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 1.27% | +0.55% |
Volatility
EVUS vs. INCE - Volatility Comparison
Ishares ESG Aware MSCI USA Value ETF (EVUS) has a higher volatility of 2.99% compared to Franklin Income Equity Focus ETF (INCE) at 2.46%. This indicates that EVUS's price experiences larger fluctuations and is considered to be riskier than INCE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVUS | INCE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 2.46% | +0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 6.15% | +1.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.68% | 8.40% | +2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.63% | 13.25% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.63% | 15.60% | -2.97% |
EVUS vs. INCE - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than INCE's 0.29% expense ratio.
Dividends
EVUS vs. INCE - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.47%, less than INCE's 4.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.47% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INCE Franklin Income Equity Focus ETF | 4.84% | 4.71% | 3.25% | 1.75% | 1.68% | 1.41% | 1.40% | 1.31% | 1.55% | 1.44% | 0.50% |
Frequently Asked Questions
EVUS and INCE 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.
EVUS has higher volatility (2.99%) compared to INCE (2.46%). In terms of maximum drawdown, EVUS dropped -15.65% vs INCE's -33.95%.
On 3-year performance, EVUS leads with 15.74% vs 15.52% for INCE. On fees, EVUS is cheaper at 0.18% per year. On volatility, INCE has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, EVUS has performed better with a 15.74% return vs 15.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.29% for INCE.
INCE has the higher dividend yield at 4.84%, compared with 1.47% for EVUS.
EVUS is categorized as Large Cap Value Equities, while INCE is Dividend. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.18% for EVUS and 0.29% for INCE.
INCE currently has the higher Sharpe Ratio (3.09 vs 2.26), 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.
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