REVS vs. IUSV

Last updated Jun 4, 2026

REVS (Columbia Research Enhanced Value ETF) and IUSV (iShares Core S&P U.S. Value ETF) are both Large Cap Value Equities funds - REVS tracks the Beta Advantage Research Enhanced U.S. Value Index while IUSV tracks the S&P 900 Value Index. Both are passively managed. Over the past 5 years, REVS returned 11.10%/yr vs 10.47%/yr for IUSV. Their correlation of 0.92 suggests significant overlap in exposure. REVS charges 0.19%/yr vs 0.04%/yr for IUSV.

Performance

REVS vs. IUSV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Research Enhanced Value ETF (REVS) and iShares Core S&P U.S. Value ETF (IUSV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REVS achieves a 11.50% return, which is significantly higher than IUSV's 7.63% return.

REVS

• 1D: -0.01%
• 1M: 3.64%
• YTD: 11.50%
• 6M: 12.18%
• 1Y: 26.29%
• 3Y*: 18.50%
• 5Y*: 11.10%
• 10Y*: —

IUSV

• 1D: -0.37%
• 1M: 2.24%
• YTD: 7.63%
• 6M: 7.88%
• 1Y: 21.24%
• 3Y*: 15.62%
• 5Y*: 10.47%
• 10Y*: 12.04%

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. IUSV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
REVS Columbia Research Enhanced Value ETF	11.50%	16.80%	16.36%	13.46%	-6.20%	28.52%	1.37%	7.22%
IUSV iShares Core S&P U.S. Value ETF	7.63%	12.85%	12.18%	21.73%	-5.40%	25.22%	1.56%	9.69%

Correlation

The correlation between REVS and IUSV is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.92

The correlation between REVS and IUSV has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

REVS vs. IUSV - Sectors Allocation Comparison

Sectors	REVS	IUSV
Financial Services	20.7%	15.0%
Technology	12.3%	20.8%
Healthcare	12.2%	11.0%
Industrials	12.1%	11.2%
Communication Services	8.4%	3.1%
Consumer Cyclical	7.6%	11.1%
Consumer Defensive	7.5%	8.8%
Energy	6.5%	7.2%
Utilities	4.4%	4.3%
Real Estate	4.3%	3.7%
Basic Materials	4.0%	3.6%

Return for Risk

REVS vs. IUSV — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 72
REVS Sharpe Ratio Rank: 70
REVS Sortino Ratio Rank: 73
REVS Omega Ratio Rank: 66
REVS Calmar Ratio Rank: 76
REVS Martin Ratio Rank: 74

IUSV

IUSV Risk / Return Rank: 65
IUSV Sharpe Ratio Rank: 62
IUSV Sortino Ratio Rank: 64
IUSV Omega Ratio Rank: 62
IUSV Calmar Ratio Rank: 67
IUSV Martin Ratio Rank: 68

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.

REVS vs. IUSV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) and iShares Core S&P U.S. Value ETF (IUSV). 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.

	REVS	IUSV	Difference
Sharpe ratio: Return per unit of total volatility	2.30	2.14	+0.16
Sortino ratio: Return per unit of downside risk	3.32	3.01	+0.30
Omega ratio: Gain probability vs. loss probability	1.40	1.38	+0.01
Calmar ratio: Return relative to maximum drawdown	3.81	3.35	+0.45
Martin ratio: Return relative to average drawdown	13.90	12.84	+1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. IUSV - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 2.30, which is comparable to the IUSV Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of REVS and IUSV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	REVS	IUSV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.30	2.14	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.72	+0.02
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.71	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.60	+0.08

Drawdowns

REVS vs. IUSV - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, smaller than the maximum IUSV drawdown of -56.88%. Use the drawdown chart below to compare losses from any high point for REVS and IUSV.

Drawdown Indicators

	REVS	IUSV	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-56.88%	+19.03%
Max Drawdown (1Y) Largest decline over 1 year	-6.94%	-6.36%	-0.58%
Max Drawdown (3Y) Largest decline over 3 years	-16.37%	-17.76%	+1.39%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-17.95%	-0.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.54%	—
Current Drawdown Current decline from peak	-0.06%	-0.51%	+0.45%
Average Drawdown Average peak-to-trough decline	-4.66%	-6.29%	+1.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.90%	1.66%	+0.24%

Volatility

REVS vs. IUSV - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 2.66% compared to iShares Core S&P U.S. Value ETF (IUSV) at 2.14%. This indicates that REVS's price experiences larger fluctuations and is considered to be riskier than IUSV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REVS	IUSV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	2.14%	+0.52%
Volatility (6M) Calculated over the trailing 6-month period	8.46%	7.14%	+1.32%
Volatility (1Y) Calculated over the trailing 1-year period	11.50%	9.98%	+1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.91%	14.55%	+0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.13%	17.07%	+2.06%

REVS vs. IUSV - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is higher than IUSV'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%.

Dividends

REVS vs. IUSV - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 1.91%, more than IUSV's 1.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IUSV iShares Core S&P U.S. Value ETF	1.68%	1.78%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.67%	1.93%	4.44%	7.63%
REVS Columbia Research Enhanced Value ETF	1.91%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both REVS and IUSV in my portfolio?

With a correlation of 0.92, REVS and IUSV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, REVS or IUSV?

REVS has higher volatility (2.66%) compared to IUSV (2.14%). In terms of maximum drawdown, REVS dropped -37.85% vs IUSV's -56.88%.

Which ETF is better, REVS or IUSV?

On 5-year performance, REVS leads with 11.10% vs 10.47% for IUSV. On fees, IUSV is cheaper at 0.04% per year. On volatility, IUSV has been the lower-risk option at 2.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REVS or IUSV?

Over the 5-year period, REVS has performed better with a 11.10% return vs 10.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REVS or IUSV?

IUSV is cheaper with a 0.04% expense ratio, compared with 0.19% for REVS.

Which ETF pays a higher dividend yield, REVS or IUSV?

REVS has the higher dividend yield at 1.91%, compared with 1.68% for IUSV.

What is the main difference between REVS and IUSV?

REVS tracks Beta Advantage Research Enhanced U.S. Value Index, while IUSV tracks S&P 900 Value Index. They also come from different issuers: Ameriprise Financial and iShares. Their fees differ too: 0.19% for REVS and 0.04% for IUSV.

Which has better risk-adjusted returns?

REVS currently has the higher Sharpe Ratio (2.30 vs 2.14), 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.