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IUS vs. TBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUS vs. TBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI Strategic US ETF (IUS) and F/m US Treasury 3 Month Bill ETF (TBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IUS achieves a 19.71% return, which is significantly higher than TBIL's 2.11% return.


IUS

1D
0.43%
1M
3.03%
6M
15.22%
YTD
19.71%
1Y
32.92%
3Y*
19.28%
5Y*
14.35%
10Y*
ALL TIME*
15.51%

TBIL

1D
0.04%
1M
0.34%
6M
1.80%
YTD
2.11%
1Y
3.91%
3Y*
4.57%
5Y*
10Y*
ALL TIME*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.30M$3.35M$3.41M
$84.47M$81.39M$91.49M

IUS vs. TBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
IUS
Invesco RAFI Strategic US ETF
19.71%16.94%16.51%20.79%-3.39%
TBIL
F/m US Treasury 3 Month Bill ETF
2.11%4.19%5.15%5.12%1.29%

Correlation

The correlation between IUS and TBIL is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.07

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.04

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Return for Risk

IUS vs. TBIL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IUS
IUS Risk / Return Rank: 9696
Overall Rank
IUS Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9696
Sortino Ratio Rank
IUS Omega Ratio Rank: 9595
Omega Ratio Rank
IUS Calmar Ratio Rank: 9595
Calmar Ratio Rank
IUS Martin Ratio Rank: 9696
Martin Ratio Rank

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IUS vs. TBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and F/m US Treasury 3 Month Bill ETF (TBIL). 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.


IUSTBILDifference
Sharpe ratioReturn per unit of total volatility

-11.00

Sortino ratioReturn per unit of downside risk

-64.60

Omega ratioGain probability vs. loss probability

1.57

22.93

-21.36

Calmar ratioReturn relative to maximum drawdown

5.38

195.78

-190.40

Martin ratioReturn relative to average drawdown

22.90

1,113.66

-1,090.75

IUS vs. TBIL - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 3.11, which is lower than the TBIL Sharpe Ratio of 14.11. The chart below compares the historical Sharpe Ratios of IUS and TBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IUS vs. TBIL - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for IUS and TBIL.


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Drawdown Indicators


IUSTBILDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-0.10%

-34.57%

Max Drawdown (1Y)

Largest decline over 1 year

-6.15%

-0.02%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-0.02%

-15.59%

Max Drawdown (5Y)

Largest decline over 5 years

-18.72%

Current Drawdown

Current decline from peak

-0.20%

0.00%

-0.20%

Average Drawdown

Average peak-to-trough decline

-3.80%

0.00%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

0.00%

+1.44%

Volatility

IUS vs. TBIL - Volatility Comparison

Invesco RAFI Strategic US ETF (IUS) has a higher volatility of 2.51% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.09%. This indicates that IUS's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUSTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

0.09%

+2.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.88%

0.20%

+7.68%

Volatility (1Y)

Calculated over the trailing 1-year period

10.67%

0.28%

+10.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

0.32%

+14.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.92%

0.32%

+17.60%

IUS vs. TBIL - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is higher than TBIL's 0.15% 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. TBIL - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.24%, less than TBIL's 4.04% yield.


PositionTTM20252024202320222021202020192018
IUS
Invesco RAFI Strategic US ETF
1.24%1.48%1.52%1.72%1.78%1.46%1.74%1.77%0.73%
TBIL
F/m US Treasury 3 Month Bill ETF
4.04%4.07%5.02%5.00%1.10%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IUS and TBIL have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUS has higher volatility (2.51%) compared to TBIL (0.09%). In terms of maximum drawdown, IUS dropped -34.67% vs TBIL's -0.10%.

On 3-year performance, IUS leads with 19.28% vs 4.57% for TBIL. On fees, TBIL is cheaper at 0.15% per year. On volatility, TBIL has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IUS has performed better with a 19.28% return vs 4.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TBIL is cheaper with a 0.15% expense ratio, compared with 0.19% for IUS.

TBIL has the higher dividend yield at 4.04%, compared with 1.24% for IUS.

IUS is categorized as Large Cap Blend Equities, while TBIL is Ultrashort Bond. IUS tracks Invesco Strategic US Index, while TBIL tracks Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. They also come from different issuers: Invesco and F/m. Their fees differ too: 0.19% for IUS and 0.15% for TBIL.

TBIL currently has the higher Sharpe Ratio (14.11 vs 3.11), 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.

Portfolio Optimizer

Find the right allocation for IUS and TBIL

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