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RECS vs. IUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RECS and IUS is 0.87, 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.


-0.50.00.51.00.9

Performance

RECS vs. IUS - Performance Comparison

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

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
9.90%
6.97%
RECS
IUS

Key characteristics

Sharpe Ratio

RECS:

1.98

IUS:

1.72

Sortino Ratio

RECS:

2.66

IUS:

2.39

Omega Ratio

RECS:

1.37

IUS:

1.31

Calmar Ratio

RECS:

3.03

IUS:

2.90

Martin Ratio

RECS:

12.37

IUS:

8.94

Ulcer Index

RECS:

1.96%

IUS:

2.02%

Daily Std Dev

RECS:

12.24%

IUS:

10.50%

Max Drawdown

RECS:

-34.29%

IUS:

-34.67%

Current Drawdown

RECS:

0.00%

IUS:

-0.28%

Returns By Period

In the year-to-date period, RECS achieves a 4.22% return, which is significantly lower than IUS's 4.61% return.


RECS

YTD

4.22%

1M

2.04%

6M

10.30%

1Y

24.66%

5Y*

15.43%

10Y*

N/A

IUS

YTD

4.61%

1M

2.08%

6M

7.45%

1Y

17.65%

5Y*

14.87%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


RECS vs. IUS - Expense Ratio Comparison

RECS has a 0.15% expense ratio, which is lower than IUS's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IUS
Invesco RAFI Strategic US ETF
Expense ratio chart for IUS: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for RECS: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

RECS vs. IUS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RECS
The Risk-Adjusted Performance Rank of RECS is 8080
Overall Rank
The Sharpe Ratio Rank of RECS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of RECS is 7777
Sortino Ratio Rank
The Omega Ratio Rank of RECS is 7979
Omega Ratio Rank
The Calmar Ratio Rank of RECS is 8181
Calmar Ratio Rank
The Martin Ratio Rank of RECS is 8383
Martin Ratio Rank

IUS
The Risk-Adjusted Performance Rank of IUS is 7171
Overall Rank
The Sharpe Ratio Rank of IUS is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of IUS is 6868
Sortino Ratio Rank
The Omega Ratio Rank of IUS is 6969
Omega Ratio Rank
The Calmar Ratio Rank of IUS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of IUS is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RECS vs. IUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Core ETF (RECS) 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.


Sharpe ratio
The chart of Sharpe ratio for RECS, currently valued at 1.98, compared to the broader market0.002.004.001.981.72
The chart of Sortino ratio for RECS, currently valued at 2.66, compared to the broader market0.005.0010.002.662.39
The chart of Omega ratio for RECS, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.31
The chart of Calmar ratio for RECS, currently valued at 3.03, compared to the broader market0.005.0010.0015.0020.003.032.90
The chart of Martin ratio for RECS, currently valued at 12.37, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.378.94
RECS
IUS

The current RECS Sharpe Ratio is 1.98, which is comparable to the IUS Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of RECS and IUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.98
1.72
RECS
IUS

Dividends

RECS vs. IUS - Dividend Comparison

RECS's dividend yield for the trailing twelve months is around 1.05%, less than IUS's 1.45% yield.


TTM2024202320222021202020192018
RECS
Columbia Research Enhanced Core ETF
1.05%1.09%1.00%1.41%20.65%1.09%0.49%0.00%
IUS
Invesco RAFI Strategic US ETF
1.45%1.52%1.72%1.78%1.46%1.74%1.77%0.73%

Drawdowns

RECS vs. IUS - Drawdown Comparison

The maximum RECS drawdown since its inception was -34.29%, roughly equal to the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for RECS and IUS. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February0
-0.28%
RECS
IUS

Volatility

RECS vs. IUS - Volatility Comparison

Columbia Research Enhanced Core ETF (RECS) has a higher volatility of 3.13% compared to Invesco RAFI Strategic US ETF (IUS) at 2.45%. This indicates that RECS'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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.13%
2.45%
RECS
IUS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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