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IUS vs. EPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUS vs. EPS

Last updated Jun 23, 2026

IUS (Invesco RAFI Strategic US ETF) and EPS (WisdomTree U.S. LargeCap Fund) are both exchange-traded funds - IUS is a Large Cap Blend Equities fund tracking the Invesco Strategic US Index, while EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index. Both are passively managed. Over the past 5 years, IUS returned 13.86%/yr vs 13.10%/yr for EPS. Their correlation of 0.89 suggests significant overlap in exposure. IUS charges 0.19%/yr vs 0.08%/yr for EPS.

Performance

IUS vs. EPS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and WisdomTree U.S. LargeCap Fund (EPS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUS achieves a 14.45% return, which is significantly higher than EPS's 10.30% return.

IUS

1D
-0.44%
1M
0.19%
YTD
14.45%
6M
14.22%
1Y
31.41%
3Y*
19.92%
5Y*
13.86%
10Y*
—

EPS

1D
-0.29%
1M
0.07%
YTD
10.30%
6M
9.95%
1Y
27.45%
3Y*
21.17%
5Y*
13.10%
10Y*
15.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUS vs. EPS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IUS
Invesco RAFI Strategic US ETF		14.45%16.94%16.51%20.79%-8.34%32.17%15.09%29.34%-12.28%
EPS
WisdomTree U.S. LargeCap Fund		10.30%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-12.51%

Correlation

The correlation between IUS and EPS is 0.90, 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

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Sep 12, 2018

0.89

The correlation between IUS and EPS has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

IUS vs. EPS - Sectors Allocation Comparison

Sectors
IUS
EPS

Technology

26.7%
36.2%

Communication Services

13.0%
12.8%

Healthcare

12.6%
9.2%

Consumer Cyclical

10.4%
10.6%

Industrials

9.7%
5.1%

Energy

9.4%
3.9%

Consumer Defensive

6.9%
3.9%

Financial Services

6.8%
14.4%

Basic Materials

3.2%
1.3%

Utilities

1.0%
1.9%

Real Estate

0.4%
0.8%

Technology

IUS
26.7%
EPS
36.2%

Communication Services

IUS
13.0%
EPS
12.8%

Healthcare

IUS
12.6%
EPS
9.2%

Consumer Cyclical

IUS
10.4%
EPS
10.6%

Industrials

IUS
9.7%
EPS
5.1%

Energy

IUS
9.4%
EPS
3.9%

Consumer Defensive

IUS
6.9%
EPS
3.9%

Financial Services

IUS
6.8%
EPS
14.4%

Basic Materials

IUS
3.2%
EPS
1.3%

Utilities

IUS
1.0%
EPS
1.9%

Real Estate

IUS
0.4%
EPS
0.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Invesco RAFI Strategic US ETF

WisdomTree U.S. LargeCap Fund

Often compared with IUS:
IUS vs. BSIIXIUS vs. IUSGIUS vs. QLVIUS vs. SCHDIUS vs. FMDEIUS vs. XLKIUS vs. VTV
Often compared with EPS:
EPS vs. VOOEPS vs. VTIEPS vs. DTHEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPXEPS vs. IWL

Return for Risk

IUS vs. EPS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IUS
IUS Risk / Return Rank: 9090
Overall Rank
IUS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9090
Sortino Ratio Rank
IUS Omega Ratio Rank: 8989
Omega Ratio Rank
IUS Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUS Martin Ratio Rank: 9292
Martin Ratio Rank
EPS
EPS Risk / Return Rank: 7474
Overall Rank
EPS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 7272
Sortino Ratio Rank
EPS Omega Ratio Rank: 7474
Omega Ratio Rank
EPS Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPS Martin Ratio Rank: 7979
Martin Ratio Rank
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. EPS - Risk-Adjusted Trends 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.

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.

IUSEPSDifference
Sharpe ratioReturn per unit of total volatility
2.95
2.32

+0.63

Sortino ratioReturn per unit of downside risk
4.02
3.12

+0.89

Omega ratioGain probability vs. loss probability

1.53

1.42

+0.12

Calmar ratioReturn relative to maximum drawdown

5.13

3.29

+1.84

Martin ratioReturn relative to average drawdown

21.42

14.82

+6.60

IUS vs. EPS - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 2.95, which is comparable to the EPS Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of IUS and EPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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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Drawdown Indicators

IUSEPSDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-54.43%

+19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-8.39%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-17.65%

+2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

-23.55%

+4.83%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.79%

—

Current Drawdown

Current decline from peak

-1.74%

-1.80%

+0.06%

Average Drawdown

Average peak-to-trough decline

-3.85%

-7.64%

+3.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

1.86%

-0.39%

Volatility

IUS vs. EPS - Volatility Comparison

The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.84%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 4.53%. 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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Volatility by Period

IUSEPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.84%

4.53%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

8.03%

9.58%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

10.71%

11.92%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.03%

16.10%

-1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

17.70%

+0.33%

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%.

Dividends

IUS vs. EPS - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.62%, more than EPS's 1.15% yield.

PositionTTM20252024202320222021202020192018201720162015
EPS
WisdomTree U.S. LargeCap Fund		1.15%1.26%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%
IUS
Invesco RAFI Strategic US ETF		1.62%1.48%1.52%1.72%1.78%1.46%1.74%1.77%0.73%0.00%0.00%0.00%

Frequently Asked Questions

IUS and EPS have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (4.53%) compared to IUS (3.84%). In terms of maximum drawdown, IUS dropped -34.67% vs EPS's -54.43%.

On 5-year performance, IUS leads with 13.86% vs 13.10% for EPS. On fees, EPS is cheaper at 0.08% per year. On volatility, IUS has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUS has performed better with a 13.86% return vs 13.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EPS is cheaper with a 0.08% expense ratio, compared with 0.19% for IUS.

IUS has the higher dividend yield at 1.62%, compared with 1.15% for EPS.

IUS is categorized as Large Cap Blend Equities, while EPS is Large Cap Growth Equities. IUS tracks Invesco Strategic US Index, while EPS tracks WisdomTree U.S. Large Cap Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.19% for IUS and 0.08% for EPS.

IUS currently has the higher Sharpe Ratio (2.95 vs 2.32), 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.

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