IUS vs. AVUV
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and Avantis U.S. Small Cap Value ETF (AVUV).
IUS and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IUS is a passively managed fund by Invesco that tracks the performance of the Invesco Strategic US Index. It was launched on Sep 12, 2018. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUS or AVUV.
Key characteristics
| IUS | AVUV | |
|---|---|---|
| YTD Return | 20.56% | 16.20% |
| 1Y Return | 32.57% | 39.85% |
| 3Y Return (Ann) | 11.08% | 9.19% |
| 5Y Return (Ann) | 16.12% | 15.99% |
| Sharpe Ratio | 2.97 | 1.78 |
| Sortino Ratio | 4.08 | 2.62 |
| Omega Ratio | 1.54 | 1.33 |
| Calmar Ratio | 5.07 | 3.51 |
| Martin Ratio | 19.76 | 9.27 |
| Ulcer Index | 1.60% | 4.16% |
| Daily Std Dev | 10.64% | 21.70% |
| Max Drawdown | -34.67% | -49.42% |
| Current Drawdown | 0.00% | -1.06% |
Correlation
The correlation between IUS and AVUV is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IUS vs. AVUV - Performance Comparison
In the year-to-date period, IUS achieves a 20.56% return, which is significantly higher than AVUV's 16.20% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUS vs. AVUV - Expense Ratio Comparison
IUS has a 0.19% expense ratio, which is lower than AVUV's 0.25% 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%.
Risk-Adjusted Performance
IUS vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
IUS vs. AVUV - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.46%, less than AVUV's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.46% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% |
AVUV Avantis U.S. Small Cap Value ETF | 1.51% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% |
Drawdowns
IUS vs. AVUV - Drawdown Comparison
The maximum IUS drawdown since its inception was -34.67%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for IUS and AVUV. For additional features, visit the drawdowns tool.
Volatility
IUS vs. AVUV - Volatility Comparison
The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.40%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.61%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.