Invesco Exchange-Traded Self-Indexed Fund Trust Invesco RAFI Strategic US ETF
Snapshot*
Top 10 Holdings
What is IUS?
The Invesco RAFI Strategic US ETF (Fund) is based on the Invesco Strategic US Index (Index). The Fund will normally invest at least 80% of its total assets in securities that comprise the Index. The Index is designed to measure the performance of high quality, large-sized US companies. The securities are assigned a business-size score based on the equally-weighted average of sales, operating cash flow, total return of capital and book value over the prior five years or life of the security. For real estate securities, operating cash flow is replaced by funds from operations and book value is replaced by total assets. The securities are then assigned a quality score and ranked based on the equally-weighted average of efficiency (ratio of sales-to-assets in the prior year) and growth (percentage change in ratio of sales-to-assets over the prior five years or life of the security). The Fund and the Index are reconstituted annually.
IUSPerformance Measures**
for the time period Sep 12, 2018 to Aug 6, 2026
1M Trailing Return: 4.0%
The percent change in the value over the most recent 1-month period.
3M Trailing Return: 8.3%
The percent change in the value over the most recent 3-month period.
Max Drawdown: -34.7%
The greatest percent loss from peak to trough in value over the time period.
Standard Deviation: 18.1%
The typical amount that daily returns vary from the mean of the returns over the time period, standardized to a period of a year.
Sharpe Ratio: 0.90
The annualized arithmetic mean of the daily returns divided by the annualized standard deviation of the daily returns for the selected time period.
Calmar Ratio: 0.45
The annualized return divided by the max drawdown for the selected time period.
ETFs related toIUS
ETFs correlated to IUS include JHML, FNDX, DFAC
What is ETF correlation?
Correlation is a measure of the strength of the relationship between two ETFs. It quantifies the degree to which prices of the two ETFs typically move together.
Here, correlation is measured over the past year with the Pearson correlation coefficient (Pearon’s r), which ranges from -1 to 1.
Using ETF correlations in portfolio and strategy construction
ETF correlations can help you create investing strategies and portfolios. Use them to:
- •Build a diversified portfolio from uncorrelated or inversely correlated ETFs with the aim of minimizing portfolio risk.
- •Compare correlated or related ETFs to find one with a lower expense ratio or higher trading volume.
- •Create an investing strategy that hedges an ETF with an uncorrelated or inversely correlated ETF.
Trading Strategies
Related toIUS
US Five | Ether
Category
US equities, trend-following, tactical allocation, momentum, volatility-weighted, risk-managed, ETFs, weekly rebalance
OOS Cumulative Return
25.76%
Modified Opus-69
Category
Leveraged multi-asset, sector rotation, momentum, value tilt, commodities trend-following, tactical allocation
OOS Cumulative Return
8.13%
Create your own algorithmic trading strategy with IUS using Composer
FAQ
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.