Data as of Oct 28, 2026.
IUS vs IVE: Differences, Returns & Fees
Over the year to Oct 28, 2026, IUS returned +25.9% to IVE's +15.4%; 58% of their weight is in the same names.
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Net assets on Oct 27, 2026: $1.0bn for Invesco RAFI Strategic US ETF and $50.6bn for iShares S&P 500 Value ETF.
Pair scorecard
IVE costs 0.01 points a year less; their one-year returns differ by 10.5 points; IVE is far larger, $50.6bn against $1.0bn.
| Measure | IUS | IVE |
|---|---|---|
| Return | ||
| Total return, 1 year | +25.9% | +15.4% |
| Benchmark | ||
| What it tracks | Invesco Strategic US Index | S&P 500 Value Index |
| Cost and size | ||
| Expense ratio | 0.19% | 0.18% |
| Net assets, as of Oct 27, 2026 | $1.0bn | $50.6bn |
| Holdings | ||
| Holdings in common | 58% | |
| Top ten holdings, share of the fund | 27.2% | 24.6% |
Holdings in common uses holdings dated Oct 27, 2026. Method
Risk and return
Sep 21, 2018 to Oct 23, 2026 · 422 weekly returnsEach against its own benchmark: IUS against IWV, Sep 21, 2018 to Oct 23, 2026; IVE against SPYV, Oct 13, 2000 to Oct 23, 2026.
IUS returned more: +219.5% to +138.6%. IUS swung slightly less: 17.4% to 17.9%. IUS fell slightly less at its worst: −32.8% to −34.2%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IUS | IVE | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +219.5% | +138.6% | IUS | Price change plus distributions, reinvested. |
| Annualized | +15.4% | +11.3% | IUS | Total return as a yearly rate. |
| Price return | +177.1% | +100.9% | IUS | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 17.4% | 17.9% | IUS (slight) | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 12.2% | 12.8% | IUS (slight) | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −32.8% | −34.2% | IUS (slight) | Deepest fall from a high to the low after it. |
| Upside capture | 79.9% | 101.1% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 85.5% | 100.9% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.86 | 1.01 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.85 | 0.94 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.75 | 0.53 | IUS | Return above Treasury bills per unit of volatility. |
| Sortino | 1.07 | 0.74 | IUS | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.152 | 0.072 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.47 | 0.33 | IUS | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | IWV | SPYV | The ETF each fund is measured against. | |
| Alpha | +3.2% a year | −0.2% a year | Not significant | Yearly return beyond what its beta to the benchmark predicts. |
| Alpha t-stat | 1.33 | −0.25 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.5% to +7.9% | −1.8% to +1.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.21 | −0.04 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 7.3% | 4.2% | Not an edge | How far weekly returns stray from the benchmark, annualized. |
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records, 422 weekly returns. Cash rate: the 13-week Treasury bill.
What they share
By the books each fund has filed, IUS and IVE hold 58% of their money in the same securities at the same weight. Holdings dated Oct 27, 2026.
half
58% in common
Only in one fund ↓
Side by side
IUS and IVE on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IUS and IVE are built for the same job. How do they differ in cost, holdings and results?
- What each follows. IUS follows Invesco Strategic US Index and IVE follows S&P 500 Value Index.
- One-year total return. Over 1 year to Oct 28, 2026 IUS returned +25.9% and IVE +15.4% with distributions reinvested, a gap of 10.5 points.
- Size. IUS has $1.0bn in net assets and IVE $50.6bn (net assets, as of Oct 27, 2026); IVE is 50.6 times larger.
Data as of Oct 28, 2026.
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Over the year to Oct 28, 2026 it returned +25.9% with distributions reinvested, against +13.3% for its benchmark, the Russell 3000 Index.
IUS tracks an index. The prospectus expense ratio is 0.19% a year. By its holdings published by its issuer for Oct 27, 2026, 92% of the fund by weight is stocks the S&P 500 also holds, across 536 positions, with the top ten at 27.2%.
IVE
IVE tracks an index. Over the year to Oct 28, 2026 it returned +15.4% with distributions reinvested, against +15.5% for its benchmark, the S&P 500 Value Index. The prospectus expense ratio is 0.18% a year. By its holdings published by its issuer for Oct 27, 2026, 100% of the fund by weight is stocks the S&P 500 also holds, across 436 positions, with the top ten at 24.6%.
Questions people ask
- Which returned more over the last year, IUS or IVE?
- In the year to Oct 28, 2026, with distributions reinvested, IUS returned +25.9% and IVE +15.4%.
- Which is cheaper, IUS or IVE?
- IVE is cheaper, by 0.01 percentage points a year. That is about $1 on $10,000 held for a year. Fees come from each fund's prospectus.
Links are sources, not endorsements. A comparison is not a recommendation.
How this is computed
Overlap adds up the smaller of the two weights for each security both funds hold.
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ETFIQ, IUS against IVE, data as of Oct 28, 2026. https://etfiq.com/compare/any/ius-vs-ive
ETFIQ. (Oct 28, 2026). IUS against IVE. Retrieved from https://etfiq.com/compare/any/ius-vs-ive
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