IUS vs. RSBY

Last updated Jul 12, 2026

IUS (Invesco RAFI Strategic US ETF) and RSBY (Return Stacked Bonds & Futures Yield ETF) are both exchange-traded funds - IUS is a Large Cap Blend Equities fund tracking the Invesco Strategic US Index, while RSBY is a Multistrategy fund actively managed by Return Stacked. IUS is passively managed, while RSBY is actively managed. Over the past year, IUS returned 30.20% vs 17.35% for RSBY. At a correlation of -0.12, they often move in opposite directions. IUS charges 0.19%/yr vs 0.98%/yr for RSBY.

Performance

IUS vs. RSBY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and Return Stacked Bonds & Futures Yield ETF (RSBY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with IUS having a 17.86% return and RSBY slightly higher at 18.52%.

IUS

• 1D: 0.56%
• 1M: 2.13%
• 6M: 14.47%
• YTD: 17.86%
• 1Y: 30.20%
• 3Y*: 19.89%
• 5Y*: 14.04%
• 10Y*: —

RSBY

• 1D: -0.60%
• 1M: -0.71%
• 6M: 17.92%
• YTD: 18.52%
• 1Y: 17.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IUS vs. RSBY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
IUS Invesco RAFI Strategic US ETF	17.86%	16.94%	2.72%
RSBY Return Stacked Bonds & Futures Yield ETF	18.52%	-12.98%	-7.79%

Correlation

The correlation between IUS and RSBY is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (All Time) Calculated using the full available price history since Aug 21, 2024	-0.12

Return for Risk

IUS vs. RSBY — Risk / Return Rank

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

IUS

IUS Risk / Return Rank: 93
IUS Sharpe Ratio Rank: 94
IUS Sortino Ratio Rank: 93
IUS Omega Ratio Rank: 93
IUS Calmar Ratio Rank: 92
IUS Martin Ratio Rank: 94

RSBY

RSBY Risk / Return Rank: 51
RSBY Sharpe Ratio Rank: 55
RSBY Sortino Ratio Rank: 57
RSBY Omega Ratio Rank: 51
RSBY Calmar Ratio Rank: 54
RSBY Martin Ratio Rank: 40

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. RSBY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Return Stacked Bonds & Futures Yield ETF (RSBY). 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	RSBY	Difference
Sharpe ratio: Return per unit of total volatility	2.79	1.50	+1.29
Sortino ratio: Return per unit of downside risk	3.83	2.18	+1.64
Omega ratio: Gain probability vs. loss probability	1.51	1.26	+0.25
Calmar ratio: Return relative to maximum drawdown	4.82	2.15	+2.67
Martin ratio: Return relative to average drawdown	20.02	5.04	+14.98

IUS vs. RSBY - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 2.79, which is higher than the RSBY Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IUS and RSBY, 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. RSBY - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, which is greater than RSBY's maximum drawdown of -23.32%. Use the drawdown chart below to compare losses from any high point for IUS and RSBY.

Drawdown Indicators

	IUS	RSBY	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-23.32%	-11.35%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-7.95%	+1.80%
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	0.00%	-6.45%	+6.45%
Average Drawdown Average peak-to-trough decline	-3.83%	-13.35%	+9.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	3.39%	-1.90%

Volatility

IUS vs. RSBY - Volatility Comparison

Invesco RAFI Strategic US ETF (IUS) and Return Stacked Bonds & Futures Yield ETF (RSBY) have volatilities of 3.20% and 3.15%, 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	RSBY	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.15%	+0.05%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	8.37%	-0.39%
Volatility (1Y) Calculated over the trailing 1-year period	10.61%	11.41%	-0.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	13.37%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	13.37%	+4.60%

IUS vs. RSBY - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is lower than RSBY's 0.98% expense ratio.

Dividends

IUS vs. RSBY - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.26%, less than RSBY's 1.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	1.26%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%
RSBY Return Stacked Bonds & Futures Yield ETF	1.75%	2.07%	2.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IUS and RSBY in my portfolio?

IUS and RSBY have a correlation of -0.17, 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 RSBY?

IUS has higher volatility (3.20%) compared to RSBY (3.15%). In terms of maximum drawdown, IUS dropped -34.67% vs RSBY's -23.32%.

Which ETF is better, IUS or RSBY?

On 1-year performance, IUS leads with 30.20% vs 17.35% for RSBY. On fees, IUS is cheaper at 0.19% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUS or RSBY?

Over the 1-year period, IUS has performed better with a 30.20% return vs 17.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or RSBY?

IUS is cheaper with a 0.19% expense ratio, compared with 0.98% for RSBY.

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

RSBY has the higher dividend yield at 1.75%, compared with 1.26% for IUS.

What is the main difference between IUS and RSBY?

IUS is categorized as Large Cap Blend Equities, while RSBY is Multistrategy. They also come from different issuers: Invesco and Return Stacked. Their fees differ too: 0.19% for IUS and 0.98% for RSBY.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.79 vs 1.50), 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.