IVAL vs. AAUS
IVAL (Alpha Architect International Quantitative Value ETF) and AAUS (Alpha Architect US Equity ETF) are both exchange-traded funds - IVAL is a Foreign Large Cap Equities fund actively managed by Alpha Architect, while AAUS is a Large Cap Blend Equities fund actively managed by Alpha Architect. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. IVAL charges 0.39%/yr vs 0.15%/yr for AAUS.
Performance
IVAL vs. AAUS - Performance Comparison
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Returns By Period
In the year-to-date period, IVAL achieves a 13.29% return, which is significantly higher than AAUS's 9.48% return.
IVAL
- 1D
- -0.50%
- 1M
- 3.49%
- YTD
- 13.29%
- 6M
- 16.64%
- 1Y
- 32.20%
- 3Y*
- 19.90%
- 5Y*
- 8.36%
- 10Y*
- 8.01%
AAUS
- 1D
- -0.74%
- 1M
- 4.93%
- YTD
- 9.48%
- 6M
- 9.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVAL vs. AAUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IVAL Alpha Architect International Quantitative Value ETF | 13.29% | 10.72% |
AAUS Alpha Architect US Equity ETF | 9.48% | 9.66% |
Correlation
The correlation between IVAL and AAUS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.53 |
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Return for Risk
IVAL vs. AAUS — Risk / Return Rank
IVAL
AAUS
IVAL vs. AAUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect International Quantitative Value ETF (IVAL) and Alpha Architect US Equity ETF (AAUS). 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.
| IVAL | AAUS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | — | — |
Sortino ratioReturn per unit of downside risk | 2.96 | — | — |
Omega ratioGain probability vs. loss probability | 1.38 | — | — |
Calmar ratioReturn relative to maximum drawdown | 2.88 | — | — |
Martin ratioReturn relative to average drawdown | 10.17 | — | — |
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
| IVAL | AAUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.90 | -1.56 |
Drawdowns
IVAL vs. AAUS - Drawdown Comparison
The maximum IVAL drawdown since its inception was -46.09%, which is greater than AAUS's maximum drawdown of -9.13%. Use the drawdown chart below to compare losses from any high point for IVAL and AAUS.
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Drawdown Indicators
| IVAL | AAUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.09% | -9.13% | -36.96% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.92% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -46.09% | — | — |
Current DrawdownCurrent decline from peak | -2.94% | -0.74% | -2.20% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -1.31% | -10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | — | — |
Volatility
IVAL vs. AAUS - Volatility Comparison
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Volatility by Period
| IVAL | AAUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.37% | 12.45% | +2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.74% | 12.45% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 12.45% | +6.39% |
IVAL vs. AAUS - Expense Ratio Comparison
IVAL has a 0.39% expense ratio, which is higher than AAUS's 0.15% expense ratio.
Dividends
IVAL vs. AAUS - Dividend Comparison
IVAL's dividend yield for the trailing twelve months is around 2.66%, more than AAUS's 0.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAUS Alpha Architect US Equity ETF | 0.34% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVAL Alpha Architect International Quantitative Value ETF | 2.66% | 2.75% | 3.60% | 5.15% | 8.00% | 3.95% | 2.07% | 2.51% | 2.93% | 1.73% | 2.02% | 1.86% |
Frequently Asked Questions
IVAL and AAUS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AAUS is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AAUS is cheaper with a 0.15% expense ratio, compared with 0.39% for IVAL.
IVAL has the higher dividend yield at 2.66%, compared with 0.34% for AAUS.
IVAL is categorized as Foreign Large Cap Equities, while AAUS is Large Cap Blend Equities. Their fees differ too: 0.39% for IVAL and 0.15% for AAUS.
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