Data as of Oct 28, 2026.
IUS vs VLUE: Differences, Returns & Fees
Over the year to Oct 28, 2026, IUS returned +25.9% to VLUE's +54.7%; 23% of their weight is in the same names.
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Net assets: $1.0bn on Oct 27, 2026 for Invesco RAFI Strategic US ETF, and $9.4bn on Oct 28, 2026 for iShares MSCI USA Value Factor ETF.
Pair scorecard
VLUE costs 0.04 points a year less; their one-year returns differ by 28.8 points; VLUE is 9.3 times larger.
| Measure | IUS | VLUE |
|---|---|---|
| Return | ||
| Total return, 1 year | +25.9% | +54.7% |
| Benchmark | ||
| What it tracks | Invesco Strategic US Index | MSCI USA Enhanced Value Index |
| Cost and size | ||
| Expense ratio | 0.19% | 0.15% |
| Net assets, as of Oct 27, 2026 | $1.0bn | $9.3bn |
| Holdings | ||
| Holdings in common | 23% | |
| Top ten holdings, share of the fund | 27.2% | 42.8% |
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; VLUE against MLRG, Apr 26, 2013 to Oct 23, 2026.
IUS returned more: +219.5% to +169.2%. IUS swung less: 17.4% to 21.3%. IUS fell less at its worst: −32.8% to −37.5%.
Full scorecard
19 measures, with how each is measured Open ↓
| Measure | IUS | VLUE | Edge | How it is measured |
|---|---|---|---|---|
| Return | ||||
| Total return | +219.5% | +169.2% | IUS | Price change plus distributions, reinvested. |
| Annualized | +15.4% | +13.0% | IUS | Total return as a yearly rate. |
| Price return | +177.1% | +116.5% | IUS | Price change alone, distributions left out. |
| Risk | ||||
| Volatility | 17.4% | 21.3% | IUS | Spread of weekly returns, annualized. Lower is steadier. |
| Downside deviation | 12.2% | 14.9% | IUS | Like volatility, counting only weeks below the Treasury bill rate. |
| Max drawdown | −32.8% | −37.5% | IUS | Deepest fall from a high to the low after it. |
| Upside capture | 79.9% | 96.2% | Share of its benchmark's rise caught in the weeks it rose. | |
| Downside capture | 85.5% | 98.4% | Share of its benchmark's fall taken in the weeks it fell. Lower is better. | |
| Beta | 0.86 | 1.00 | Not an edge | How far it moves for each 1% its benchmark moves. |
| R squared | 0.85 | 0.79 | Not an edge | Share of its weekly moves its benchmark explains. |
| Risk-adjusted | ||||
| Sharpe | 0.75 | 0.55 | IUS | Return above Treasury bills per unit of volatility. |
| Sortino | 1.07 | 0.78 | IUS | Return above Treasury bills per unit of downside deviation. |
| Treynor | 0.152 | 0.121 | Return above Treasury bills per unit of beta. | |
| Calmar | 0.47 | 0.35 | IUS | Annualized return divided by the max drawdown. |
| Against the benchmark | ||||
| Benchmark | IWV | MLRG | 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 | −0.07 | Not an edge | How sure the alpha is. Below 2, it could be chance. |
| Alpha range | −1.5% to +7.9% | −4.7% to +4.4% | Includes zero | The 95% range for the yearly alpha. |
| Information ratio | 0.21 | −0.01 | Return against its benchmark per unit of tracking error. | |
| Tracking error | 7.3% | 8.4% | 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 VLUE hold 23% of their money in the same securities at the same weight. Holdings dated Oct 27, 2026.
half
23% in common
Only in one fund ↓
Side by side
IUS and VLUE on the fields both publish, as of Oct 28, 2026. Source: ETFIQ.
IUS and VLUE 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 VLUE follows MSCI USA Enhanced Value Index.
- Holdings in common. 23% of the weight is in the same securities (holdings dated Oct 27, 2026).
- One-year total return. Over 1 year to Oct 28, 2026 IUS returned +25.9% and VLUE +54.7% with distributions reinvested, a gap of 28.8 points.
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%.
VLUE
VLUE tracks the MSCI USA Value Factor. Over the year to Oct 28, 2026 it returned +54.7% with distributions reinvested, against +13.6% for its benchmark, the MSCI USA Index. The prospectus expense ratio is 0.15% a year. By its holdings published by its issuer for Oct 27, 2026, 97% of the fund by weight is stocks the S&P 500 also holds, across 148 positions, with the top ten at 42.8%.
Questions people ask
- Which returned more over the last year, IUS or VLUE?
- In the year to Oct 28, 2026, with distributions reinvested, IUS returned +25.9% and VLUE +54.7%.
- Which is cheaper, IUS or VLUE?
- VLUE is cheaper, by 0.04 percentage points a year. That is about $4 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 VLUE, data as of Oct 28, 2026. https://etfiq.com/compare/any/ius-vs-vlue
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