Correlation
The correlation between IUS and EPS is 0.86, 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.
IUS vs. EPS
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and WisdomTree U.S. LargeCap Fund (EPS).
IUS and EPS 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. EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007. Both IUS and EPS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IUS or EPS.
Performance
IUS vs. EPS - Performance Comparison
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Key characteristics
IUS:
0.53
EPS:
0.72
IUS:
0.79
EPS:
1.03
IUS:
1.11
EPS:
1.15
IUS:
0.51
EPS:
0.67
IUS:
1.98
EPS:
2.54
IUS:
3.99%
EPS:
4.69%
IUS:
16.73%
EPS:
18.40%
IUS:
-34.67%
EPS:
-54.43%
IUS:
-3.95%
EPS:
-4.24%
Returns By Period
In the year-to-date period, IUS achieves a 0.76% return, which is significantly higher than EPS's 0.42% return.
IUS
0.76%
3.96%
-3.95%
8.88%
10.55%
16.77%
N/A
EPS
0.42%
5.44%
-2.94%
13.22%
13.01%
15.21%
11.72%
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IUS vs. EPS - Expense Ratio Comparison
IUS has a 0.19% expense ratio, which is higher than EPS's 0.08% expense ratio. However, 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. EPS — Risk-Adjusted Performance Rank
IUS
EPS
IUS vs. EPS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and WisdomTree U.S. LargeCap Fund (EPS). 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.
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Dividends
IUS vs. EPS - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.59%, more than EPS's 1.45% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.59% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
EPS WisdomTree U.S. LargeCap Fund | 1.45% | 1.47% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% |
Drawdowns
IUS vs. EPS - Drawdown Comparison
The maximum IUS drawdown since its inception was -34.67%, smaller than the maximum EPS drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for IUS and EPS.
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Volatility
IUS vs. EPS - Volatility Comparison
The current volatility for Invesco RAFI Strategic US ETF (IUS) is 4.19%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 4.55%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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