EXEQ vs. IUS

Last updated Jul 28, 2026

EXEQ (Wedbush ReturnOnLeadership U.S. Large-Cap ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds - EXEQ tracks the Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index while IUS tracks the Invesco Strategic US Index. Both are passively managed. Their 0.76 correlation means they have sometimes moved together and sometimes differently. EXEQ charges 0.75%/yr vs 0.19%/yr for IUS.

Performance

EXEQ vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wedbush ReturnOnLeadership U.S. Large-Cap ETF (EXEQ) and Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

EXEQ

• 1D: 0.16%
• 1M: -0.88%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

IUS

• 1D: 0.64%
• 1M: 2.85%
• 6M: 14.20%
• YTD: 18.50%
• 1Y: 29.51%
• 3Y*: 18.99%
• 5Y*: 14.15%
• 10Y*: —
• ALL TIME*: 15.39%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	$2.07K	$1.19K	$2.71K
IUS Invesco RAFI Strategic US ETF	$3.61M	$3.21M	$3.31M

EXEQ vs. IUS - Yearly Performance Comparison

	2026 (YTD)
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	7.91%
IUS Invesco RAFI Strategic US ETF	13.17%

Correlation

The correlation between EXEQ and IUS 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 (All Time) Calculated using the full available price history since Feb 13, 2026	0.76

Return for Risk

EXEQ vs. IUS — Risk / Return Rank

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

EXEQ

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

IUS

IUS Risk / Return Rank: 94
IUS Sharpe Ratio Rank: 95
IUS Sortino Ratio Rank: 95
IUS Omega Ratio Rank: 94
IUS Calmar Ratio Rank: 94
IUS Martin Ratio Rank: 95

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.

EXEQ vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wedbush ReturnOnLeadership U.S. Large-Cap ETF (EXEQ) 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.

	EXEQ	IUS	Difference
Sharpe ratio: Return per unit of total volatility	—	2.79	—
Sortino ratio: Return per unit of downside risk	—	3.83	—
Omega ratio: Gain probability vs. loss probability	—	1.51	—
Calmar ratio: Return relative to maximum drawdown	—	4.82	—
Martin ratio: Return relative to average drawdown	—	20.11	—

Drawdowns

EXEQ vs. IUS - Drawdown Comparison

The maximum EXEQ drawdown since its inception was -8.92%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for EXEQ and IUS.

Drawdown Indicators

	EXEQ	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-8.92%	-34.67%	+25.75%
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	-2.03%	-0.05%	-1.98%
Average Drawdown Average peak-to-trough decline	-1.83%	-3.81%	+1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.48%	—

Volatility

Volatility by Period

	EXEQ	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.77%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	10.63%	+4.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.71%	14.98%	-0.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	17.93%	-3.22%

EXEQ vs. IUS - Expense Ratio Comparison

EXEQ has a 0.75% expense ratio, which is higher than IUS's 0.19% expense ratio.

Dividends

EXEQ vs. IUS - Dividend Comparison

EXEQ's dividend yield for the trailing twelve months is around 0.09%, less than IUS's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	0.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.26%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both EXEQ and IUS in my portfolio?

EXEQ 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, EXEQ 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, EXEQ or IUS?

IUS is cheaper with a 0.19% expense ratio, compared with 0.75% for EXEQ.

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

IUS has the higher dividend yield at 1.26%, compared with 0.09% for EXEQ.

What is the main difference between EXEQ and IUS?

EXEQ tracks Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index, while IUS tracks Invesco Strategic US Index. They also come from different issuers: Wedbush and Invesco. Their fees differ too: 0.75% for EXEQ and 0.19% for IUS.