AIVL vs. ABLD
AIVL (WisdomTree U.S. Al Enhanced Value Fund) and ABLD (Abacus FCF Real Assets Leaders ETF) are both Mid Cap Value Equities funds. AIVL is actively managed, while ABLD is passively managed. Over the past 3 years, AIVL returned 14.47%/yr vs 13.04%/yr for ABLD. A 0.79 correlation means they provide meaningful diversification when combined. AIVL charges 0.38%/yr vs 0.39%/yr for ABLD.
Performance
AIVL vs. ABLD - Performance Comparison
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Returns By Period
In the year-to-date period, AIVL achieves a 10.60% return, which is significantly higher than ABLD's 8.93% return.
AIVL
- 1D
- 0.01%
- 1M
- 2.83%
- YTD
- 10.60%
- 6M
- 11.55%
- 1Y
- 16.62%
- 3Y*
- 14.47%
- 5Y*
- 7.05%
- 10Y*
- 8.24%
ABLD
- 1D
- 0.30%
- 1M
- -2.84%
- YTD
- 8.93%
- 6M
- 7.62%
- 1Y
- 15.89%
- 3Y*
- 13.04%
- 5Y*
- —
- 10Y*
- —
AIVL vs. ABLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AIVL WisdomTree U.S. Al Enhanced Value Fund | 10.60% | 9.72% | 13.49% | 7.17% | -7.26% | 4.19% |
ABLD Abacus FCF Real Assets Leaders ETF | 8.93% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Correlation
The correlation between AIVL and ABLD is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2021 | 0.79 |
The correlation between AIVL and ABLD has been stable across timeframes, ranging from 0.77 to 0.80 - a consistent structural relationship.
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Return for Risk
AIVL vs. ABLD — Risk / Return Rank
AIVL
ABLD
AIVL vs. ABLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Abacus FCF Real Assets Leaders ETF (ABLD). 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.
| AIVL | ABLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 1.37 | +0.75 |
| Martin ratioReturn relative to average drawdown | 8.60 | 4.70 | +3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AIVL | ABLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 1.09 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.68 | -0.26 |
Drawdowns
AIVL vs. ABLD - Drawdown Comparison
The maximum AIVL drawdown since its inception was -62.48%, which is greater than ABLD's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for AIVL and ABLD.
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Drawdown Indicators
| AIVL | ABLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.48% | -19.35% | -43.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.85% | -11.64% | +3.79% |
Max Drawdown (3Y)Largest decline over 3 years | -14.48% | -19.35% | +4.87% |
Max Drawdown (5Y)Largest decline over 5 years | -19.08% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.16% | — | — |
Current DrawdownCurrent decline from peak | -0.22% | -7.03% | +6.81% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -3.96% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.94% | 3.39% | -1.45% |
Volatility
AIVL vs. ABLD - Volatility Comparison
The current volatility for WisdomTree U.S. Al Enhanced Value Fund (AIVL) is 2.98%, while Abacus FCF Real Assets Leaders ETF (ABLD) has a volatility of 4.36%. This indicates that AIVL experiences smaller price fluctuations and is considered to be less risky than ABLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AIVL | ABLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.98% | 4.36% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 8.62% | 12.85% | -4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.19% | 14.69% | -3.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.72% | 17.52% | -2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 17.52% | -0.18% |
AIVL vs. ABLD - Expense Ratio Comparison
AIVL has a 0.38% expense ratio, which is lower than ABLD's 0.39% expense ratio.
Dividends
AIVL vs. ABLD - Dividend Comparison
AIVL's dividend yield for the trailing twelve months is around 1.45%, less than ABLD's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABLD Abacus FCF Real Assets Leaders ETF | 4.19% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AIVL WisdomTree U.S. Al Enhanced Value Fund | 1.45% | 1.61% | 2.13% | 2.43% | 2.08% | 2.75% | 3.55% | 3.25% | 4.18% | 3.16% | 3.20% | 3.41% |
Frequently Asked Questions
AIVL and ABLD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABLD has higher volatility (4.36%) compared to AIVL (2.98%). In terms of maximum drawdown, AIVL dropped -62.48% vs ABLD's -19.35%.
On 3-year performance, AIVL leads with 14.47% vs 13.04% for ABLD. On fees, AIVL is cheaper at 0.38% per year. On volatility, AIVL has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AIVL has performed better with a 14.47% return vs 13.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AIVL is cheaper with a 0.38% expense ratio, compared with 0.39% for ABLD.
ABLD has the higher dividend yield at 4.19%, compared with 1.45% for AIVL.
They also come from different issuers: WisdomTree and Abacus. Their fees differ too: 0.38% for AIVL and 0.39% for ABLD.
AIVL currently has the higher Sharpe Ratio (1.49 vs 1.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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