TACU vs. IUS

Last updated Jun 6, 2026

TACU (T. Rowe Price Active Core U.S. Equity ETF) and IUS (Invesco RAFI Strategic US ETF) are both Large Cap Blend Equities funds. TACU is actively managed, while IUS is passively managed. Their correlation of 0.86 suggests significant overlap in exposure. TACU charges 0.14%/yr vs 0.19%/yr for IUS.

Performance

TACU vs. IUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Active Core U.S. Equity ETF (TACU) and Invesco RAFI Strategic US ETF (IUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TACU achieves a 7.92% return, which is significantly lower than IUS's 13.79% return.

TACU

• 1D: -2.43%
• 1M: 0.41%
• YTD: 7.92%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IUS

• 1D: -2.12%
• 1M: 1.16%
• YTD: 13.79%
• 6M: 13.75%
• 1Y: 31.80%
• 3Y*: 20.19%
• 5Y*: 13.23%
• 10Y*: —

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

TACU vs. IUS - Yearly Performance Comparison

	2026 (YTD)	2025
TACU T. Rowe Price Active Core U.S. Equity ETF	7.92%	-0.66%
IUS Invesco RAFI Strategic US ETF	13.79%	-0.99%

Correlation

The correlation between TACU and IUS is 0.86, 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 Dec 12, 2025	0.86

Return for Risk

TACU vs. IUS — Risk / Return Rank

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

IUS

IUS Risk / Return Rank: 90
IUS Sharpe Ratio Rank: 91
IUS Sortino Ratio Rank: 91
IUS Omega Ratio Rank: 90
IUS Calmar Ratio Rank: 89
IUS Martin Ratio Rank: 92

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.

TACU vs. IUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Active Core U.S. Equity ETF (TACU) 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.

Sharpe Ratios by Period

	TACU	IUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.05	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.88	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.15	0.84	+0.31

Drawdowns

TACU vs. IUS - Drawdown Comparison

The maximum TACU drawdown since its inception was -8.91%, smaller than the maximum IUS drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for TACU and IUS.

Drawdown Indicators

	TACU	IUS	Difference
Max Drawdown Largest peak-to-trough decline	-8.91%	-34.67%	+25.76%
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 Drawdown Current decline from peak	-2.68%	-2.12%	-0.56%
Average Drawdown Average peak-to-trough decline	-1.57%	-3.86%	+2.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.44%	—

Volatility

Volatility by Period

	TACU	IUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.22%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.75%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	10.49%	+3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	15.02%	-1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.75%	18.05%	-4.30%

TACU vs. IUS - Expense Ratio Comparison

TACU has a 0.14% 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%.

Dividends

TACU vs. IUS - Dividend Comparison

TACU has not paid dividends to shareholders, while IUS's dividend yield for the trailing twelve months is around 1.31%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
IUS Invesco RAFI Strategic US ETF	1.31%	1.48%	1.52%	1.72%	1.78%	1.46%	1.74%	1.77%	0.73%
TACU T. Rowe Price Active Core U.S. Equity ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TACU and IUS in my portfolio?

TACU and IUS have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TACU or IUS?

On fees, TACU is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TACU or IUS?

TACU is cheaper with a 0.14% expense ratio, compared with 0.19% for IUS.

Which ETF pays a higher dividend yield, TACU or IUS?

IUS has the higher dividend yield at 1.31%, compared with 0.00% for TACU.

What is the main difference between TACU and IUS?

They also come from different issuers: T. Rowe Price and Invesco. Their fees differ too: 0.14% for TACU and 0.19% for IUS.