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AIVL vs. AOA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIVL vs. AOA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Al Enhanced Value Fund (AIVL) and iShares Core 80/20 Aggressive Allocation ETF (AOA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIVL achieves a 13.15% return, which is significantly higher than AOA's 9.88% return. Over the past 10 years, AIVL has underperformed AOA with an annualized return of 8.63%, while AOA has yielded a comparatively higher 10.91% annualized return.


AIVL

1D
0.65%
1M
3.58%
YTD
13.15%
6M
12.55%
1Y
19.01%
3Y*
14.86%
5Y*
8.37%
10Y*
8.63%

AOA

1D
-0.12%
1M
1.38%
YTD
9.88%
6M
9.74%
1Y
24.31%
3Y*
17.27%
5Y*
9.26%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIVL vs. AOA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIVL
WisdomTree U.S. Al Enhanced Value Fund
13.15%9.72%13.49%7.17%-7.26%24.30%-5.82%24.40%-9.57%13.77%
AOA
iShares Core 80/20 Aggressive Allocation ETF
9.88%19.59%13.55%18.27%-16.23%15.42%12.82%22.60%-7.86%20.05%

Correlation

The correlation between AIVL and AOA is 0.70, 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

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.74

Correlation (5Y)
Calculated over the trailing 5-year period

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2008

0.83

The correlation between AIVL and AOA shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIVL vs. AOA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AIVL
AIVL Risk / Return Rank: 5151
Overall Rank
AIVL Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
AIVL Sortino Ratio Rank: 5050
Sortino Ratio Rank
AIVL Omega Ratio Rank: 4747
Omega Ratio Rank
AIVL Calmar Ratio Rank: 5151
Calmar Ratio Rank
AIVL Martin Ratio Rank: 5858
Martin Ratio Rank

AOA
AOA Risk / Return Rank: 6969
Overall Rank
AOA Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AOA Sortino Ratio Rank: 7070
Sortino Ratio Rank
AOA Omega Ratio Rank: 7272
Omega Ratio Rank
AOA Calmar Ratio Rank: 6262
Calmar Ratio Rank
AOA Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIVL vs. AOA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and iShares Core 80/20 Aggressive Allocation ETF (AOA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIVLAOADifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.43

2.98

-0.55

Martin ratioReturn relative to average drawdown

9.80

12.96

-3.16

AIVL vs. AOA - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 1.65, which is comparable to the AOA Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of AIVL and AOA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AIVL vs. AOA - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than AOA's maximum drawdown of -28.38%. Use the drawdown chart below to compare losses from any high point for AIVL and AOA.


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Drawdown Indicators


AIVLAOADifference

Max Drawdown

Largest peak-to-trough decline

-62.48%

-28.38%

-34.10%

Max Drawdown (1Y)

Largest decline over 1 year

-7.85%

-8.20%

+0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-12.94%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.08%

-23.62%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-28.38%

-12.78%

Current Drawdown

Current decline from peak

-0.16%

-0.55%

+0.39%

Average Drawdown

Average peak-to-trough decline

-7.89%

-4.04%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.88%

+0.06%

Volatility

AIVL vs. AOA - Volatility Comparison

WisdomTree U.S. Al Enhanced Value Fund (AIVL) and iShares Core 80/20 Aggressive Allocation ETF (AOA) have volatilities of 3.96% and 4.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIVLAOADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

4.13%

-0.17%

Volatility (6M)

Calculated over the trailing 6-month period

9.14%

9.22%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

11.61%

11.15%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.73%

13.07%

+1.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

13.58%

+3.79%

AIVL vs. AOA - Expense Ratio Comparison

AIVL has a 0.38% expense ratio, which is higher than AOA's 0.15% expense ratio.


Dividends

AIVL vs. AOA - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.42%, less than AOA's 2.05% yield.


PositionTTM20252024202320222021202020192018201720162015
AIVL
WisdomTree U.S. Al Enhanced Value Fund
1.42%1.61%2.13%2.43%2.08%2.75%3.55%3.25%4.18%3.16%3.20%3.41%
AOA
iShares Core 80/20 Aggressive Allocation ETF
2.05%2.18%2.30%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.26%2.15%

Frequently Asked Questions


AIVL and AOA have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AOA has higher volatility (4.13%) compared to AIVL (3.96%). In terms of maximum drawdown, AIVL dropped -62.48% vs AOA's -28.38%.

On 10-year performance, AOA leads with 10.91% vs 8.63% for AIVL. On fees, AOA is cheaper at 0.15% per year. On volatility, AIVL has been the lower-risk option at 3.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, AOA has performed better with a 10.91% return vs 8.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AOA is cheaper with a 0.15% expense ratio, compared with 0.38% for AIVL.

AOA has the higher dividend yield at 2.05%, compared with 1.42% for AIVL.

AIVL is categorized as Mid Cap Value Equities, while AOA is Diversified Portfolio. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for AIVL and 0.15% for AOA.

AOA currently has the higher Sharpe Ratio (2.19 vs 1.65), 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.

Portfolio Optimizer

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