PVEX vs. IUS
PVEX (TrueShares ConVequity ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. Their correlation of 0.82 suggests significant overlap in exposure. PVEX charges 0.82%/yr vs 0.19%/yr for IUS.
Performance
PVEX vs. IUS - Performance Comparison
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Returns By Period
In the year-to-date period, PVEX achieves a 9.50% return, which is significantly lower than IUS's 15.71% return.
PVEX
- 1D
- -0.98%
- 1M
- 5.17%
- YTD
- 9.50%
- 6M
- 8.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IUS
- 1D
- -0.07%
- 1M
- 4.89%
- YTD
- 15.71%
- 6M
- 15.69%
- 1Y
- 33.27%
- 3Y*
- 20.93%
- 5Y*
- 13.61%
- 10Y*
- —
PVEX vs. IUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PVEX TrueShares ConVequity ETF | 9.50% | 13.68% |
IUS Invesco RAFI Strategic US ETF | 15.71% | 11.83% |
Correlation
The correlation between PVEX and IUS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.82 |
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Return for Risk
PVEX vs. IUS — Risk / Return Rank
PVEX
IUS
PVEX vs. IUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares ConVequity ETF (PVEX) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| PVEX | IUS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 3.26 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.91 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.78 | 0.85 | +0.92 |
Drawdowns
PVEX vs. IUS - Drawdown Comparison
The maximum PVEX drawdown since its inception was -7.63%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for PVEX and IUS.
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Drawdown Indicators
| PVEX | IUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.63% | -34.67% | +27.04% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.15% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.61% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.72% | — |
Current DrawdownCurrent decline from peak | -0.98% | -0.07% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -1.91% | -3.86% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.43% | — |
Volatility
PVEX vs. IUS - Volatility Comparison
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Volatility by Period
| PVEX | IUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.50% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.41% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.08% | 10.26% | +4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.08% | 15.00% | +0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.08% | 18.04% | -2.96% |
PVEX vs. IUS - Expense Ratio Comparison
PVEX has a 0.82% expense ratio, which is higher than IUS's 0.19% expense ratio.
Dividends
PVEX vs. IUS - Dividend Comparison
PVEX's dividend yield for the trailing twelve months is around 0.17%, less than IUS's 1.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
IUS Invesco RAFI Strategic US ETF | 1.28% | 1.48% | 1.52% | 1.72% | 1.78% | 1.46% | 1.74% | 1.77% | 0.73% |
PVEX TrueShares ConVequity ETF | 0.17% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PVEX and IUS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUS is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUS is cheaper with a 0.19% expense ratio, compared with 0.82% for PVEX.
IUS has the higher dividend yield at 1.28%, compared with 0.17% for PVEX.
They also come from different issuers: TrueShares and Invesco. Their fees differ too: 0.82% for PVEX and 0.19% for IUS.
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