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IYY vs. IUS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYY vs. IUS

Last updated Jun 4, 2026

IYY (iShares Dow Jones U.S. ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds - IYY tracks the Dow Jones U.S. Index while IUS tracks the Invesco Strategic US Index. Both are passively managed. Over the past 5 years, IYY returned 12.92%/yr vs 13.61%/yr for IUS. Their correlation of 0.87 suggests significant overlap in exposure. IYY charges 0.20%/yr vs 0.19%/yr for IUS.

Performance

IYY vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Dow Jones U.S. ETF (IYY) and Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IYY achieves a 10.92% return, which is significantly lower than IUS's 15.71% return.

IYY

1D
-0.73%
1M
5.06%
YTD
10.92%
6M
10.83%
1Y
27.47%
3Y*
22.10%
5Y*
12.92%
10Y*
15.01%

IUS

1D
-0.07%
1M
4.89%
YTD
15.71%
6M
15.69%
1Y
33.27%
3Y*
20.93%
5Y*
13.61%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IYY vs. IUS - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
IYY
iShares Dow Jones U.S. ETF		10.92%17.08%24.15%26.48%-19.57%26.38%20.10%30.78%-13.32%
IUS
Invesco RAFI Strategic US ETF		15.71%16.94%16.51%20.79%-8.34%32.17%15.09%29.34%-12.49%

Correlation

The correlation between IYY and IUS is 0.87, 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

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2018

0.87

The correlation between IYY and IUS has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

IYY vs. IUS - Sectors Allocation Comparison

Sectors
IYY
IUS

Technology

34.8%
22.4%

Financial Services

12.0%
6.8%

Communication Services

10.7%
14.7%

Consumer Cyclical

10.2%
10.7%

Industrials

9.0%
9.7%

Healthcare

8.6%
12.8%

Consumer Defensive

4.8%
7.4%

Energy

3.6%
10.9%

Utilities

2.3%
1.0%

Real Estate

2.2%
0.5%

Basic Materials

2.0%
3.3%

Technology

IYY
34.8%
IUS
22.4%

Financial Services

IYY
12.0%
IUS
6.8%

Communication Services

IYY
10.7%
IUS
14.7%

Consumer Cyclical

IYY
10.2%
IUS
10.7%

Industrials

IYY
9.0%
IUS
9.7%

Healthcare

IYY
8.6%
IUS
12.8%

Consumer Defensive

IYY
4.8%
IUS
7.4%

Energy

IYY
3.6%
IUS
10.9%

Utilities

IYY
2.3%
IUS
1.0%

Real Estate

IYY
2.2%
IUS
0.5%

Basic Materials

IYY
2.0%
IUS
3.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Dow Jones U.S. ETF

Invesco RAFI Strategic US ETF

Often compared with IYY:
IYY vs. DIAIYY vs. VOOIYY vs. VTIIYY vs. IYMIYY vs. QQQIYY vs. CIND.LIYY vs. SCHB
Often compared with IUS:
IUS vs. EPSIUS vs. BSIIXIUS vs. IUSGIUS vs. QLVIUS vs. SCHDIUS vs. XLKIUS vs. FMDE

Return for Risk

IYY vs. IUS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYY
IYY Risk / Return Rank: 6868
Overall Rank
IYY Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
IYY Sortino Ratio Rank: 6868
Sortino Ratio Rank
IYY Omega Ratio Rank: 6868
Omega Ratio Rank
IYY Calmar Ratio Rank: 6161
Calmar Ratio Rank
IYY Martin Ratio Rank: 7474
Martin Ratio Rank
IUS
IUS Risk / Return Rank: 9191
Overall Rank
IUS Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IUS Sortino Ratio Rank: 9292
Sortino Ratio Rank
IUS Omega Ratio Rank: 9090
Omega Ratio Rank
IUS Calmar Ratio Rank: 8989
Calmar Ratio Rank
IUS Martin Ratio Rank: 9292
Martin Ratio Rank
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.

IYY vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Dow Jones U.S. ETF (IYY) and Invesco RAFI Strategic US ETF (IUS). 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.

IYYIUSDifference
Sharpe ratioReturn per unit of total volatility
2.30
3.26

-0.96

Sortino ratioReturn per unit of downside risk
3.16
4.53

-1.37

Omega ratioGain probability vs. loss probability

1.42

1.60

-0.18

Calmar ratioReturn relative to maximum drawdown

3.09

5.44

-2.35

Martin ratioReturn relative to average drawdown

14.19

23.27

-9.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IYY vs. IUS - Sharpe Ratio Comparison

The current IYY Sharpe Ratio is 2.30, which is comparable to the IUS Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of IYY and IUS, 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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Sharpe Ratios by Period

IYYIUSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

3.26

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.91

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.85

-0.41

Drawdowns

IYY vs. IUS - Drawdown Comparison

The maximum IYY drawdown since its inception was -55.17%, which is greater than IUS's maximum drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for IYY and IUS.

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Drawdown Indicators

IYYIUSDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-34.67%

-20.50%

Max Drawdown (1Y)

Largest decline over 1 year

-8.94%

-6.15%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-15.61%

-3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-25.46%

-18.72%

-6.74%

Max Drawdown (10Y)

Largest decline over 10 years

-34.90%

—

—

Current Drawdown

Current decline from peak

-0.73%

-0.07%

-0.66%

Average Drawdown

Average peak-to-trough decline

-10.84%

-3.86%

-6.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.43%

+0.51%

Volatility

IYY vs. IUS - Volatility Comparison

iShares Dow Jones U.S. ETF (IYY) has a higher volatility of 2.93% compared to Invesco RAFI Strategic US ETF (IUS) at 2.50%. This indicates that IYY's price experiences larger fluctuations and is considered to be riskier than IUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IYYIUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

2.50%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.04%

7.41%

+1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

12.01%

10.26%

+1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

15.00%

+2.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.04%

+0.12%

IYY vs. IUS - Expense Ratio Comparison

IYY has a 0.20% expense ratio, which is higher than IUS's 0.19% 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

IYY vs. IUS - Dividend Comparison

IYY's dividend yield for the trailing twelve months is around 0.87%, less than IUS's 1.28% yield.

PositionTTM20252024202320222021202020192018201720162015
IUS
Invesco RAFI Strategic US ETF		1.28%1.48%1.52%1.72%1.78%1.46%1.74%1.77%0.73%0.00%0.00%0.00%
IYY
iShares Dow Jones U.S. ETF		0.87%0.95%1.05%1.29%1.48%1.04%1.31%1.80%1.97%1.62%1.81%1.97%

Frequently Asked Questions

IYY and IUS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYY has higher volatility (2.93%) compared to IUS (2.50%). In terms of maximum drawdown, IYY dropped -55.17% vs IUS's -34.67%.

On 5-year performance, IUS leads with 13.61% vs 12.92% for IYY. On fees, IUS is cheaper at 0.19% per year. On volatility, IUS has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUS has performed better with a 13.61% return vs 12.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IUS is cheaper with a 0.19% expense ratio, compared with 0.20% for IYY.

IUS has the higher dividend yield at 1.28%, compared with 0.87% for IYY.

IYY tracks Dow Jones U.S. Index, while IUS tracks Invesco Strategic US Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for IYY and 0.19% for IUS.

IUS currently has the higher Sharpe Ratio (3.26 vs 2.30), 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.

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