IUS vs. BTR

Last updated Aug 6, 2026

IUS (Invesco RAFI Strategic US ETF) and BTR (Beacon Tactical Risk ETF) are both Large Cap Blend Equities funds. IUS is passively managed, while BTR is actively managed. Over the past 3 years, IUS returned 20.76%/yr vs 5.41%/yr for BTR. Their correlation of 0.80 means they have usually moved in the same direction. IUS charges 0.19%/yr vs 1.10%/yr for BTR.

Performance

IUS vs. BTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and Beacon Tactical Risk ETF (BTR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUS achieves a 21.90% return, which is significantly higher than BTR's 11.46% return.

IUS

• 1D: -0.29%
• 1M: 4.05%
• 6M: 16.20%
• YTD: 21.90%
• 1Y: 35.91%
• 3Y*: 20.76%
• 5Y*: 14.69%
• 10Y*: —
• ALL TIME*: 15.75%

BTR

• 1D: -0.19%
• 1M: 1.37%
• 6M: 6.79%
• YTD: 11.46%
• 1Y: 18.17%
• 3Y*: 5.41%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 4.70%

*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)
BTR Beacon Tactical Risk ETF	$94.73K	$82.52K	$99.04K
IUS Invesco RAFI Strategic US ETF	$5.76M	$3.95M	$3.56M

IUS vs. BTR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IUS Invesco RAFI Strategic US ETF	21.90%	16.94%	16.51%	13.21%
BTR Beacon Tactical Risk ETF	11.46%	-2.15%	14.45%	-6.78%

Correlation

The correlation between IUS and BTR is 0.91, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.91
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (All Time) Calculated using the full available price history since Apr 18, 2023	0.80

The correlation between IUS and BTR shifts across timeframes, from 0.80 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

IUS vs. BTR - Sectors Allocation Comparison

Sectors	IUS	BTR
Technology	21.7%	12.3%
Healthcare	15.4%	9.5%
Communication Services	11.2%	8.6%
Consumer Cyclical	11.2%	9.4%
Financial Services	9.6%	7.5%
Industrials	9.0%	9.5%
Energy	8.5%	10.0%
Consumer Defensive	7.6%	7.9%
Basic Materials	3.1%	8.2%
Utilities	1.4%	8.7%
Real Estate	0.6%	8.4%

Return for Risk

IUS vs. BTR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IUS

IUS Risk / Return Rank: 96
IUS Sharpe Ratio Rank: 97
IUS Sortino Ratio Rank: 96
IUS Omega Ratio Rank: 96
IUS Calmar Ratio Rank: 95
IUS Martin Ratio Rank: 96

BTR

BTR Risk / Return Rank: 73
BTR Sharpe Ratio Rank: 71
BTR Sortino Ratio Rank: 71
BTR Omega Ratio Rank: 72
BTR Calmar Ratio Rank: 73
BTR Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IUS vs. BTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Beacon Tactical Risk ETF (BTR). 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.

	IUS	BTR	Difference
Sharpe ratio: Return per unit of total volatility	3.40	1.86	+1.54
Sortino ratio: Return per unit of downside risk	4.63	2.61	+2.03
Omega ratio: Gain probability vs. loss probability	1.63	1.34	+0.29
Calmar ratio: Return relative to maximum drawdown	5.87	2.93	+2.94
Martin ratio: Return relative to average drawdown	24.98	11.39	+13.59

IUS vs. BTR - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 3.40, which is higher than the BTR Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of IUS and BTR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IUS vs. BTR - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, which is greater than BTR's maximum drawdown of -16.67%. Use the drawdown chart below to compare losses from any high point for IUS and BTR.

Drawdown Indicators

	IUS	BTR	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-16.67%	-18.00%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-6.23%	+0.08%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-16.67%	+1.06%
Max Drawdown (5Y) Largest decline over 5 years	-18.72%	—	—
Current Drawdown Current decline from peak	-0.29%	-0.19%	-0.10%
Average Drawdown Average peak-to-trough decline	-3.80%	-5.32%	+1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.44%	1.60%	-0.16%

Volatility

IUS vs. BTR - Volatility Comparison

Invesco RAFI Strategic US ETF (IUS) has a higher volatility of 2.80% compared to Beacon Tactical Risk ETF (BTR) at 2.50%. This indicates that IUS's price experiences larger fluctuations and is considered to be riskier than BTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUS	BTR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.80%	2.50%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	7.96%	7.26%	+0.70%
Volatility (1Y) Calculated over the trailing 1-year period	10.60%	9.79%	+0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.00%	10.81%	+4.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.92%	10.81%	+7.11%

IUS vs. BTR - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is lower than BTR's 1.10% expense ratio.

Dividends

IUS vs. BTR - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.22%, more than BTR's 1.16% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BTR Beacon Tactical Risk ETF	1.16%	1.29%	0.87%	0.91%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.22%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%

Frequently Asked Questions

Can I hold both IUS and BTR in my portfolio?

With a correlation of 0.91, IUS and BTR 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, IUS or BTR?

IUS has higher volatility (2.80%) compared to BTR (2.50%). In terms of maximum drawdown, IUS dropped -34.67% vs BTR's -16.67%.

Which ETF is better, IUS or BTR?

On 3-year performance, IUS leads with 20.76% vs 5.41% for BTR. On fees, IUS is cheaper at 0.19% per year. On volatility, BTR 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, IUS or BTR?

Over the 3-year period, IUS has performed better with a 20.76% return vs 5.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or BTR?

IUS is cheaper with a 0.19% expense ratio, compared with 1.10% for BTR.

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

IUS has the higher dividend yield at 1.22%, compared with 1.16% for BTR.

What is the main difference between IUS and BTR?

They also come from different issuers: Invesco and American Beacon. Their fees differ too: 0.19% for IUS and 1.10% for BTR.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (3.40 vs 1.86), 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.