IUS vs. IUSG

Last updated Jun 23, 2026

IUS (Invesco RAFI Strategic US ETF) and IUSG (iShares Core S&P U.S. Growth ETF) are both exchange-traded funds - IUS is a Large Cap Blend Equities fund tracking the Invesco Strategic US Index, while IUSG is a Large Cap Growth Equities fund tracking the S&P 900 Growth Index. Both are passively managed. Over the past 5 years, IUS returned 13.86%/yr vs 14.44%/yr for IUSG. A 0.76 correlation means they provide meaningful diversification when combined. IUS charges 0.19%/yr vs 0.04%/yr for IUSG.

Performance

IUS vs. IUSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and iShares Core S&P U.S. Growth ETF (IUSG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUS achieves a 14.45% return, which is significantly higher than IUSG's 11.77% return.

IUS

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

IUSG

• 1D: -0.75%
• 1M: 0.47%
• YTD: 11.77%
• 6M: 11.28%
• 1Y: 31.51%
• 3Y*: 25.98%
• 5Y*: 14.44%
• 10Y*: 18.05%

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

IUS vs. IUSG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	14.45%	16.94%	16.51%	20.79%	-8.34%	32.17%	15.09%	29.34%	-12.28%
IUSG iShares Core S&P U.S. Growth ETF	11.77%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-13.66%

Correlation

The correlation between IUS and IUSG is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.76

The correlation between IUS and IUSG shifts across timeframes, from 0.71 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.

IUS vs. IUSG - Sectors Allocation Comparison

Sectors	IUS	IUSG
Technology	26.7%	50.8%
Communication Services	13.0%	15.2%
Healthcare	12.6%	6.4%
Consumer Cyclical	10.4%	8.4%
Industrials	9.7%	6.6%
Energy	9.4%	0.3%
Consumer Defensive	6.9%	1.2%
Financial Services	6.8%	8.7%
Basic Materials	3.2%	0.5%
Utilities	1.0%	1.1%
Real Estate	0.4%	0.8%

Return for Risk

IUS vs. IUSG — Risk / Return Rank

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

IUS

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

IUSG

IUSG Risk / Return Rank: 55
IUSG Sharpe Ratio Rank: 58
IUSG Sortino Ratio Rank: 55
IUSG Omega Ratio Rank: 54
IUSG Calmar Ratio Rank: 50
IUSG Martin Ratio Rank: 58

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. IUSG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and iShares Core S&P U.S. Growth ETF (IUSG). 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	IUSG	Difference
Sharpe ratio: Return per unit of total volatility	2.95	1.89	+1.06
Sortino ratio: Return per unit of downside risk	4.02	2.55	+1.46
Omega ratio: Gain probability vs. loss probability	1.53	1.33	+0.21
Calmar ratio: Return relative to maximum drawdown	5.13	2.42	+2.71
Martin ratio: Return relative to average drawdown	21.42	9.93	+11.49

IUS vs. IUSG - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 2.95, which is higher than the IUSG Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of IUS and IUSG, 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. IUSG - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, smaller than the maximum IUSG drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for IUS and IUSG.

Drawdown Indicators

	IUS	IUSG	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-63.41%	+28.74%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-13.07%	+6.92%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-22.28%	+6.67%
Max Drawdown (5Y) Largest decline over 5 years	-18.72%	-32.21%	+13.49%
Max Drawdown (10Y) Largest decline over 10 years	—	-32.35%	—
Current Drawdown Current decline from peak	-1.74%	-2.99%	+1.25%
Average Drawdown Average peak-to-trough decline	-3.85%	-21.40%	+17.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	3.18%	-1.71%

Volatility

IUS vs. IUSG - Volatility Comparison

The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.84%, while iShares Core S&P U.S. Growth ETF (IUSG) has a volatility of 6.76%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than IUSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUS	IUSG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.84%	6.76%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	8.03%	13.49%	-5.46%
Volatility (1Y) Calculated over the trailing 1-year period	10.71%	16.78%	-6.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.03%	21.03%	-6.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.03%	20.50%	-2.47%

IUS vs. IUSG - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is higher than IUSG's 0.04% 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. IUSG - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.62%, more than IUSG's 0.49% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IUSG iShares Core S&P U.S. Growth ETF	0.49%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Frequently Asked Questions

Can I hold both IUS and IUSG in my portfolio?

IUS and IUSG have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IUS or IUSG?

IUSG has higher volatility (6.76%) compared to IUS (3.84%). In terms of maximum drawdown, IUS dropped -34.67% vs IUSG's -63.41%.

Which ETF is better, IUS or IUSG?

On 5-year performance, IUSG leads with 14.44% vs 13.86% for IUS. On fees, IUSG is cheaper at 0.04% 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.

Which ETF has performed better, IUS or IUSG?

Over the 5-year period, IUSG has performed better with a 14.44% return vs 13.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or IUSG?

IUSG is cheaper with a 0.04% expense ratio, compared with 0.19% for IUS.

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

IUS has the higher dividend yield at 1.62%, compared with 0.49% for IUSG.

What is the main difference between IUS and IUSG?

IUS is categorized as Large Cap Blend Equities, while IUSG is Large Cap Growth Equities. IUS tracks Invesco Strategic US Index, while IUSG tracks S&P 900 Growth Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for IUS and 0.04% for IUSG.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.95 vs 1.89), 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.