IUS vs. SCHX
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and Schwab U.S. Large-Cap ETF (SCHX).
IUS and SCHX 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. SCHX is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Total Stock Market Index. It was launched on Nov 3, 2009. Both IUS and SCHX 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 SCHX.
Key characteristics
| IUS | SCHX | |
|---|---|---|
| YTD Return | 20.56% | 27.94% |
| 1Y Return | 32.57% | 41.43% |
| 3Y Return (Ann) | 11.08% | 11.39% |
| 5Y Return (Ann) | 16.12% | 17.55% |
| Sharpe Ratio | 2.97 | 3.22 |
| Sortino Ratio | 4.08 | 4.26 |
| Omega Ratio | 1.54 | 1.60 |
| Calmar Ratio | 5.07 | 4.71 |
| Martin Ratio | 19.76 | 21.25 |
| Ulcer Index | 1.60% | 1.90% |
| Daily Std Dev | 10.64% | 12.53% |
| Max Drawdown | -34.67% | -34.33% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUS and SCHX 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.
Performance
IUS vs. SCHX - Performance Comparison
In the year-to-date period, IUS achieves a 20.56% return, which is significantly lower than SCHX's 27.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IUS vs. SCHX - Expense Ratio Comparison
IUS has a 0.19% expense ratio, which is higher than SCHX's 0.03% 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. SCHX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Schwab U.S. Large-Cap ETF (SCHX). 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.
Dividends
IUS vs. SCHX - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.46%, more than SCHX's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.46% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.17% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.92% | 2.04% | 1.76% | 1.65% |
Drawdowns
IUS vs. SCHX - Drawdown Comparison
The maximum IUS drawdown since its inception was -34.67%, roughly equal to the maximum SCHX drawdown of -34.33%. Use the drawdown chart below to compare losses from any high point for IUS and SCHX. For additional features, visit the drawdowns tool.
Volatility
IUS vs. SCHX - Volatility Comparison
The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.40%, while Schwab U.S. Large-Cap ETF (SCHX) has a volatility of 4.08%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than SCHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.