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AIVI vs. SDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AIVISDIV
YTD Return10.07%7.18%
1Y Return15.84%10.98%
3Y Return (Ann)5.36%-7.95%
5Y Return (Ann)5.92%-6.19%
10Y Return (Ann)3.25%-3.32%
Sharpe Ratio1.420.83
Daily Std Dev12.11%15.62%
Max Drawdown-65.98%-56.90%
Current Drawdown-0.03%-36.70%

Correlation

-0.50.00.51.00.8

The correlation between AIVI and SDIV is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AIVI vs. SDIV - Performance Comparison

In the year-to-date period, AIVI achieves a 10.07% return, which is significantly higher than SDIV's 7.18% return. Over the past 10 years, AIVI has outperformed SDIV with an annualized return of 3.25%, while SDIV has yielded a comparatively lower -3.32% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%AprilMayJuneJulyAugustSeptember
62.78%
-9.37%
AIVI
SDIV

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AIVI vs. SDIV - Expense Ratio Comparison

Both AIVI and SDIV have an expense ratio of 0.58%.


AIVI
WisdomTree International Al Enhanced Value Fund
Expense ratio chart for AIVI: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for SDIV: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%

Risk-Adjusted Performance

AIVI vs. SDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Al Enhanced Value Fund (AIVI) and Global X SuperDividend ETF (SDIV). 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.


AIVI
Sharpe ratio
The chart of Sharpe ratio for AIVI, currently valued at 1.42, compared to the broader market0.002.004.001.42
Sortino ratio
The chart of Sortino ratio for AIVI, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.0010.0012.002.02
Omega ratio
The chart of Omega ratio for AIVI, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for AIVI, currently valued at 1.65, compared to the broader market0.005.0010.0015.001.65
Martin ratio
The chart of Martin ratio for AIVI, currently valued at 7.13, compared to the broader market0.0020.0040.0060.0080.00100.007.13
SDIV
Sharpe ratio
The chart of Sharpe ratio for SDIV, currently valued at 0.83, compared to the broader market0.002.004.000.83
Sortino ratio
The chart of Sortino ratio for SDIV, currently valued at 1.21, compared to the broader market-2.000.002.004.006.008.0010.0012.001.21
Omega ratio
The chart of Omega ratio for SDIV, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.15
Calmar ratio
The chart of Calmar ratio for SDIV, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.27
Martin ratio
The chart of Martin ratio for SDIV, currently valued at 3.21, compared to the broader market0.0020.0040.0060.0080.00100.003.21

AIVI vs. SDIV - Sharpe Ratio Comparison

The current AIVI Sharpe Ratio is 1.42, which is higher than the SDIV Sharpe Ratio of 0.83. The chart below compares the 12-month rolling Sharpe Ratio of AIVI and SDIV.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.42
0.83
AIVI
SDIV

Dividends

AIVI vs. SDIV - Dividend Comparison

AIVI's dividend yield for the trailing twelve months is around 4.73%, less than SDIV's 10.67% yield.


TTM20232022202120202019201820172016201520142013
AIVI
WisdomTree International Al Enhanced Value Fund
4.73%5.05%4.32%5.53%3.50%4.32%4.21%3.65%3.98%4.23%5.11%3.67%
SDIV
Global X SuperDividend ETF
10.67%11.73%14.17%8.95%7.96%8.74%9.22%6.66%6.95%7.33%6.45%6.89%

Drawdowns

AIVI vs. SDIV - Drawdown Comparison

The maximum AIVI drawdown since its inception was -65.98%, which is greater than SDIV's maximum drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for AIVI and SDIV. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-0.03%
-36.70%
AIVI
SDIV

Volatility

AIVI vs. SDIV - Volatility Comparison

The current volatility for WisdomTree International Al Enhanced Value Fund (AIVI) is 3.64%, while Global X SuperDividend ETF (SDIV) has a volatility of 4.14%. This indicates that AIVI experiences smaller price fluctuations and is considered to be less risky than SDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.64%
4.14%
AIVI
SDIV