IUS vs. SPHD
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD).
IUS and SPHD 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. SPHD is a passively managed fund by Invesco that tracks the performance of the S&P Low Volatility High Dividend index. It was launched on Oct 18, 2012. Both IUS and SPHD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
IUS vs. SPHD - Performance Comparison
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IUS vs. SPHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 2.11% | 16.94% | 16.51% | 20.79% | -8.34% | 32.17% | 15.09% | 29.34% | -12.49% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.26% | 3.41% | 18.08% | 1.32% | 0.58% | 24.98% | -9.98% | 20.26% | -7.73% |
Returns By Period
In the year-to-date period, IUS achieves a 2.11% return, which is significantly lower than SPHD's 4.26% return.
IUS
- 1D
- 0.41%
- 1M
- -3.67%
- YTD
- 2.11%
- 6M
- 5.62%
- 1Y
- 19.49%
- 3Y*
- 16.83%
- 5Y*
- 12.35%
- 10Y*
- —
SPHD
- 1D
- -0.36%
- 1M
- -5.48%
- YTD
- 4.26%
- 6M
- 1.88%
- 1Y
- 3.30%
- 3Y*
- 9.85%
- 5Y*
- 6.98%
- 10Y*
- 7.20%
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IUS vs. SPHD - Expense Ratio Comparison
IUS has a 0.19% expense ratio, which is lower than SPHD's 0.30% expense ratio.
Return for Risk
IUS vs. SPHD — Risk / Return Rank
IUS
SPHD
IUS vs. SPHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 | SPHD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 0.23 | +0.99 |
Sortino ratioReturn per unit of downside risk | 1.78 | 0.42 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.05 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 0.25 | +1.40 |
Martin ratioReturn relative to average drawdown | 8.19 | 0.80 | +7.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS | SPHD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 0.23 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.49 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.58 | +0.18 |
Correlation
The correlation between IUS and SPHD is 0.71, 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.
Dividends
IUS vs. SPHD - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.45%, less than SPHD's 4.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.45% | 1.48% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.32% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
Drawdowns
IUS vs. SPHD - Drawdown Comparison
The maximum IUS drawdown since its inception was -34.67%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for IUS and SPHD.
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Drawdown Indicators
| IUS | SPHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.67% | -41.39% | +6.72% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -11.33% | -0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -19.50% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.39% | — |
Current DrawdownCurrent decline from peak | -3.83% | -5.48% | +1.65% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -4.70% | +0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.40% | 3.53% | -1.13% |
Volatility
IUS vs. SPHD - Volatility Comparison
Invesco RAFI Strategic US ETF (IUS) has a higher volatility of 4.00% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.15%. This indicates that IUS's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS | SPHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 3.15% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 8.09% | 7.86% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.06% | 14.46% | +1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.09% | 14.20% | +0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.18% | 17.65% | +0.53% |