IUS vs. VTV

Last updated Jul 12, 2026

IUS (Invesco RAFI Strategic US ETF) and VTV (Vanguard Value ETF) are both exchange-traded funds - IUS is a Large Cap Blend Equities fund tracking the Invesco Strategic US Index, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. Both are passively managed. Over the past 5 years, IUS returned 14.04%/yr vs 12.27%/yr for VTV. Their correlation of 0.86 suggests significant overlap in exposure. IUS charges 0.19%/yr vs 0.04%/yr for VTV.

Performance

IUS vs. VTV - Performance Comparison

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

Returns By Period

In the year-to-date period, IUS achieves a 17.86% return, which is significantly higher than VTV's 15.97% return.

IUS

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

VTV

• 1D: 0.29%
• 1M: 1.47%
• 6M: 12.54%
• YTD: 15.97%
• 1Y: 25.53%
• 3Y*: 18.09%
• 5Y*: 12.27%
• 10Y*: 12.50%

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

IUS vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	17.86%	16.94%	16.51%	20.79%	-8.34%	32.17%	15.09%	29.34%	-12.28%
VTV Vanguard Value ETF	15.97%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-10.31%

Correlation

The correlation between IUS and VTV is 0.81, 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Sep 12, 2018	0.86

The correlation between IUS and VTV has been stable across timeframes, ranging from 0.81 to 0.91 - a consistent structural relationship.

IUS vs. VTV - Sectors Allocation Comparison

Sectors	IUS	VTV
Technology	21.6%	16.5%
Healthcare	15.2%	14.1%
Communication Services	11.7%	2.9%
Consumer Cyclical	11.5%	4.0%
Financial Services	9.3%	21.5%
Industrials	9.1%	13.6%
Consumer Defensive	7.6%	8.9%
Energy	7.5%	7.4%
Basic Materials	3.0%	3.3%
Utilities	1.4%	4.8%
Real Estate	0.6%	2.7%

Return for Risk

IUS vs. VTV — 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

VTV

VTV Risk / Return Rank: 88
VTV Sharpe Ratio Rank: 90
VTV Sortino Ratio Rank: 91
VTV Omega Ratio Rank: 87
VTV Calmar Ratio Rank: 87
VTV Martin Ratio Rank: 87

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. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI Strategic US ETF (IUS) and Vanguard Value ETF (VTV). 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	VTV	Difference
Sharpe ratio: Return per unit of total volatility	2.79	2.39	+0.40
Sortino ratio: Return per unit of downside risk	3.83	3.45	+0.38
Omega ratio: Gain probability vs. loss probability	1.51	1.43	+0.08
Calmar ratio: Return relative to maximum drawdown	4.82	3.91	+0.91
Martin ratio: Return relative to average drawdown	20.02	14.82	+5.20

IUS vs. VTV - Sharpe Ratio Comparison

The current IUS Sharpe Ratio is 2.79, which is comparable to the VTV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IUS and VTV, 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. VTV - Drawdown Comparison

The maximum IUS drawdown since its inception was -34.67%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for IUS and VTV.

Drawdown Indicators

	IUS	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-34.67%	-59.27%	+24.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.15%	-6.35%	+0.20%
Max Drawdown (3Y) Largest decline over 3 years	-15.61%	-14.52%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	-18.72%	-17.04%	-1.68%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	0.00%	-0.17%	+0.17%
Average Drawdown Average peak-to-trough decline	-3.83%	-7.84%	+4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.68%	-0.19%

Volatility

IUS vs. VTV - Volatility Comparison

Invesco RAFI Strategic US ETF (IUS) and Vanguard Value ETF (VTV) have volatilities of 3.20% and 3.32%, 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	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.32%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	7.98%	7.77%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	10.61%	10.40%	+0.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.01%	13.86%	+1.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	16.60%	+1.37%

IUS vs. VTV - Expense Ratio Comparison

IUS has a 0.19% expense ratio, which is higher than VTV's 0.04% 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. VTV - Dividend Comparison

IUS's dividend yield for the trailing twelve months is around 1.26%, less than VTV's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUS Invesco RAFI Strategic US ETF	1.26%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%	0.00%	0.00%	0.00%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

Frequently Asked Questions

Can I hold both IUS and VTV in my portfolio?

IUS and VTV have a correlation of 0.81, 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 VTV?

VTV has higher volatility (3.32%) compared to IUS (3.20%). In terms of maximum drawdown, IUS dropped -34.67% vs VTV's -59.27%.

Which ETF is better, IUS or VTV?

On 5-year performance, IUS leads with 14.04% vs 12.27% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, IUS has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUS or VTV?

Over the 5-year period, IUS has performed better with a 14.04% return vs 12.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUS or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.19% for IUS.

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

VTV has the higher dividend yield at 1.87%, compared with 1.26% for IUS.

What is the main difference between IUS and VTV?

IUS is categorized as Large Cap Blend Equities, while VTV is Large Cap Value Equities. IUS tracks Invesco Strategic US Index, while VTV tracks CRSP US Large Cap Value Index. They also come from different issuers: Invesco and Vanguard. Their fees differ too: 0.19% for IUS and 0.04% for VTV.

Which has better risk-adjusted returns?

IUS currently has the higher Sharpe Ratio (2.79 vs 2.39), 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.