IUS vs. VTV
Compare and contrast key facts about Invesco RAFI Strategic US ETF (IUS) and Vanguard Value ETF (VTV).
IUS and VTV 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. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004. Both IUS and VTV 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 VTV.
Key characteristics
| IUS | VTV | |
|---|---|---|
| YTD Return | 20.56% | 21.71% |
| 1Y Return | 32.57% | 34.54% |
| 3Y Return (Ann) | 11.08% | 9.98% |
| 5Y Return (Ann) | 16.12% | 11.80% |
| Sharpe Ratio | 2.97 | 3.24 |
| Sortino Ratio | 4.08 | 4.56 |
| Omega Ratio | 1.54 | 1.60 |
| Calmar Ratio | 5.07 | 4.86 |
| Martin Ratio | 19.76 | 21.19 |
| Ulcer Index | 1.60% | 1.58% |
| Daily Std Dev | 10.64% | 10.32% |
| Max Drawdown | -34.67% | -59.27% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between IUS and VTV is 0.85, 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. VTV - Performance Comparison
In the year-to-date period, IUS achieves a 20.56% return, which is significantly lower than VTV's 21.71% 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. 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%.
Risk-Adjusted Performance
IUS vs. VTV - Risk-Adjusted Performance 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.
Dividends
IUS vs. VTV - Dividend Comparison
IUS's dividend yield for the trailing twelve months is around 1.46%, less than VTV's 2.22% 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% |
VTV Vanguard Value ETF | 2.22% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
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. For additional features, visit the drawdowns tool.
Volatility
IUS vs. VTV - Volatility Comparison
The current volatility for Invesco RAFI Strategic US ETF (IUS) is 3.40%, while Vanguard Value ETF (VTV) has a volatility of 3.76%. This indicates that IUS experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.