IUS vs. EBI

Last updated Jun 25, 2026

IUS (Invesco RAFI Strategic US ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. IUS is passively managed, while EBI is actively managed. Over the past year, IUS returned 29.78% vs 29.25% for EBI. Their correlation of 0.95 suggests significant overlap in exposure. IUS charges 0.19%/yr vs 0.24%/yr for EBI.

Performance

IUS vs. EBI - Performance Comparison

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

Returns By Period

In the year-to-date period, IUS achieves a 14.47% return, which is significantly higher than EBI's 13.67% return.

IUS

• 1D: 0.03%
• 1M: 0.21%
• YTD: 14.47%
• 6M: 13.60%
• 1Y: 29.78%
• 3Y*: 19.92%
• 5Y*: 13.63%
• 10Y*: —

EBI

• 1D: -0.02%
• 1M: 0.87%
• YTD: 13.67%
• 6M: 12.19%
• 1Y: 29.25%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IUS vs. EBI - Yearly Performance Comparison

	2026 (YTD)	2025
IUS Invesco RAFI Strategic US ETF	14.47%	14.04%
EBI Longview Advantage ETF	13.67%	15.82%

Correlation

The correlation between IUS and EBI is 0.94, 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	0.94
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.95

The correlation between IUS and EBI has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

IUS vs. EBI — Risk / Return Rank

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

IUS

IUS Risk / Return Rank: 91
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 91
IUS Omega Ratio Rank: 90
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

EBI

EBI Risk / Return Rank: 85
EBI Sharpe Ratio Rank: 84
EBI Sortino Ratio Rank: 84
EBI Omega Ratio Rank: 81
EBI Calmar Ratio Rank: 86
EBI Martin Ratio Rank: 88

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.

IUS vs. EBI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Longview Advantage ETF (EBI). 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	EBI	Difference
Sharpe ratio: Return per unit of total volatility	2.81	2.36	+0.44
Sortino ratio: Return per unit of downside risk	3.84	3.25	+0.59
Omega ratio: Gain probability vs. loss probability	1.51	1.42	+0.09
Calmar ratio: Return relative to maximum drawdown	4.87	4.14	+0.72
Martin ratio: Return relative to average drawdown	20.20	16.78	+3.42

IUS vs. EBI - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 2.81, which is comparable to the EBI Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of IUS and EBI, 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. EBI - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for IUS and EBI.

Drawdown Indicators

	IUS	EBI	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-17.05%	-17.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-7.09%	+0.94%
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	-1.73%	-1.45%	-0.28%
Average Drawdown Average peak-to-trough decline	-3.85%	-2.03%	-1.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.48%	1.75%	-0.27%

Volatility

IUS vs. EBI - Volatility Comparison

The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.77%, while Longview Advantage ETF (EBI) has a volatility of 4.01%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUS	EBI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	4.01%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	9.25%	-1.22%
Volatility (1Y) Calculated over the trailing 1-year period	10.69%	12.46%	-1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.03%	17.85%	-2.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	17.85%	+0.17%

IUS vs. EBI - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is lower than EBI's 0.24% 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

IUS vs. EBI - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.30%, more than EBI's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EBI Longview Advantage ETF	0.92%	1.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IUS Invesco RAFI Strategic US ETF	1.30%	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 EBI in my portfolio?

With a correlation of 0.94, IUS and EBI 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 EBI?

EBI has higher volatility (4.01%) compared to IUS (3.77%). In terms of maximum drawdown, IUS dropped -34.67% vs EBI's -17.05%.

Which ETF is better, IUS or EBI?

On 1-year performance, IUS leads with 29.78% vs 29.25% for EBI. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUS or EBI?

Over the 1-year period, IUS has performed better with a 29.78% return vs 29.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or EBI?

IUS is cheaper with a 0.19% expense ratio, compared with 0.24% for EBI.

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

IUS has the higher dividend yield at 1.30%, compared with 0.92% for EBI.

What is the main difference between IUS and EBI?

They also come from different issuers: Invesco and Longview. Their fees differ too: 0.19% for IUS and 0.24% for EBI.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.81 vs 2.36), 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.