IUS vs. OMFL

Last updated Jun 4, 2026

IUS (Invesco RAFI Strategic US ETF) and OMFL (Invesco Russell 1000 Dynamic Multifactor ETF) are both Large Cap Blend Equities funds from Invesco - IUS tracks the Invesco Strategic US Index while OMFL tracks the Russell 1000 Invesco Dynamic Multifactor Index. Both are passively managed. Over the past 5 years, IUS returned 13.61%/yr vs 9.27%/yr for OMFL. Their correlation of 0.84 suggests significant overlap in exposure. IUS charges 0.19%/yr vs 0.29%/yr for OMFL.

Performance

IUS vs. OMFL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUS achieves a 15.71% return, which is significantly higher than OMFL's 12.39% return.

IUS

• 1D: -0.07%
• 1M: 4.89%
• YTD: 15.71%
• 6M: 15.69%
• 1Y: 33.27%
• 3Y*: 20.93%
• 5Y*: 13.61%
• 10Y*: —

OMFL

• 1D: -0.10%
• 1M: 4.53%
• YTD: 12.39%
• 6M: 12.90%
• 1Y: 21.98%
• 3Y*: 14.35%
• 5Y*: 9.27%
• 10Y*: —

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

IUS vs. OMFL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	15.71%	16.94%	16.51%	20.79%	-8.34%	32.17%	15.09%	29.34%	-12.49%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	12.39%	13.68%	6.82%	21.53%	-13.97%	28.95%	20.91%	35.58%	-11.65%

Correlation

The correlation between IUS and OMFL is 0.86, 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 13, 2018	0.84

The correlation between IUS and OMFL has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

IUS vs. OMFL - Sectors Allocation Comparison

Sectors	IUS	OMFL
Technology	22.4%	31.0%
Communication Services	14.7%	11.7%
Healthcare	12.8%	10.4%
Energy	10.9%	3.7%
Consumer Cyclical	10.7%	9.5%
Industrials	9.7%	9.8%
Consumer Defensive	7.4%	8.8%
Financial Services	6.8%	11.5%
Basic Materials	3.3%	2.5%
Utilities	1.0%	0.4%
Real Estate	0.5%	0.8%

Return for Risk

IUS vs. OMFL — 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: 92
IUS Omega Ratio Rank: 90
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

OMFL

OMFL Risk / Return Rank: 57
OMFL Sharpe Ratio Rank: 53
OMFL Sortino Ratio Rank: 52
OMFL Omega Ratio Rank: 52
OMFL Calmar Ratio Rank: 58
OMFL Martin Ratio Rank: 70

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. OMFL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL). 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.

	IUS	OMFL	Difference
Sharpe ratio: Return per unit of total volatility	3.26	1.84	+1.43
Sortino ratio: Return per unit of downside risk	4.53	2.57	+1.96
Omega ratio: Gain probability vs. loss probability	1.60	1.33	+0.27
Calmar ratio: Return relative to maximum drawdown	5.44	2.91	+2.52
Martin ratio: Return relative to average drawdown	23.27	13.12	+10.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IUS vs. OMFL - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 3.26, which is higher than the OMFL Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of IUS and OMFL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IUS	OMFL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.26	1.84	+1.43
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.56	+0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.70	+0.15

Drawdowns

IUS vs. OMFL - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, roughly equal to the maximum OMFL drawdown of -33.24%. Use the drawdown chart below to compare losses from any high point for IUS and OMFL.

Drawdown Indicators

	IUS	OMFL	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-33.24%	-1.43%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-7.58%	+1.43%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-15.52%	-0.09%
Max Drawdown (5Y) Largest decline over 5 years	-18.72%	-22.44%	+3.72%
Current Drawdown Current decline from peak	-0.07%	-0.19%	+0.12%
Average Drawdown Average peak-to-trough decline	-3.86%	-4.80%	+0.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.43%	1.68%	-0.25%

Volatility

IUS vs. OMFL - Volatility Comparison

Invesco RAFI Strategic US ETF (IUS) and Invesco Russell 1000 Dynamic Multifactor ETF (OMFL) have volatilities of 2.50% and 2.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IUS	OMFL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.50%	2.40%	+0.10%
Volatility (6M) Calculated over the trailing 6-month period	7.41%	9.45%	-2.04%
Volatility (1Y) Calculated over the trailing 1-year period	10.26%	12.03%	-1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.00%	16.75%	-1.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.04%	20.11%	-2.07%

IUS vs. OMFL - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is lower than OMFL's 0.29% expense ratio.

Dividends

IUS vs. OMFL - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.28%, more than OMFL's 0.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUS Invesco RAFI Strategic US ETF	1.28%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%	0.00%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	0.75%	0.80%	1.22%	1.37%	1.55%	0.95%	1.48%	1.53%	1.39%	0.32%

Frequently Asked Questions

Can I hold both IUS and OMFL in my portfolio?

IUS and OMFL have a correlation of 0.86, 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 OMFL?

IUS has higher volatility (2.50%) compared to OMFL (2.40%). In terms of maximum drawdown, IUS dropped -34.67% vs OMFL's -33.24%.

Which ETF is better, IUS or OMFL?

On 5-year performance, IUS leads with 13.61% vs 9.27% for OMFL. On fees, IUS is cheaper at 0.19% per year. On volatility, OMFL has been the lower-risk option at 2.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUS or OMFL?

Over the 5-year period, IUS has performed better with a 13.61% return vs 9.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or OMFL?

IUS is cheaper with a 0.19% expense ratio, compared with 0.29% for OMFL.

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

IUS has the higher dividend yield at 1.28%, compared with 0.75% for OMFL.

What is the main difference between IUS and OMFL?

IUS tracks Invesco Strategic US Index, while OMFL tracks Russell 1000 Invesco Dynamic Multifactor Index. Their fees differ too: 0.19% for IUS and 0.29% for OMFL.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (3.26 vs 1.84), 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.