AIVL vs. DXUV

Last updated Jun 5, 2026

AIVL (WisdomTree U.S. Al Enhanced Value Fund) and DXUV (Dimensional US Vector Equity ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past year, AIVL returned 16.62% vs 28.61% for DXUV. Their correlation of 0.84 suggests significant overlap in exposure. AIVL charges 0.38%/yr vs 0.25%/yr for DXUV.

Performance

AIVL vs. DXUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Dimensional US Vector Equity ETF (DXUV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIVL achieves a 10.60% return, which is significantly lower than DXUV's 11.86% 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%

DXUV

• 1D: 0.86%
• 1M: 3.35%
• YTD: 11.86%
• 6M: 12.28%
• 1Y: 28.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AIVL vs. DXUV - Yearly Performance Comparison

	2026 (YTD)	2025	2024
AIVL WisdomTree U.S. Al Enhanced Value Fund	10.60%	9.72%	-0.17%
DXUV Dimensional US Vector Equity ETF	11.86%	14.34%	5.00%

Correlation

The correlation between AIVL and DXUV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (All Time) Calculated using the full available price history since Sep 13, 2024	0.84

The correlation between AIVL and DXUV has been stable across timeframes, ranging from 0.82 to 0.84 - a consistent structural relationship.

AIVL vs. DXUV - Sectors Allocation Comparison

Sectors	AIVL	DXUV
Financial Services	18.2%	16.3%
Technology	17.9%	24.2%
Industrials	15.8%	14.7%
Healthcare	13.2%	8.3%
Utilities	9.3%	0.5%
Consumer Defensive	8.9%	5.4%
Basic Materials	5.7%	3.7%
Communication Services	4.3%	8.1%
Consumer Cyclical	3.5%	11.4%
Energy	2.4%	7.0%
Real Estate	0.9%	0.4%

Return for Risk

AIVL vs. DXUV — Risk / Return Rank

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

AIVL

AIVL Risk / Return Rank: 45
AIVL Sharpe Ratio Rank: 43
AIVL Sortino Ratio Rank: 44
AIVL Omega Ratio Rank: 42
AIVL Calmar Ratio Rank: 44
AIVL Martin Ratio Rank: 51

DXUV

DXUV Risk / Return Rank: 70
DXUV Sharpe Ratio Rank: 70
DXUV Sortino Ratio Rank: 71
DXUV Omega Ratio Rank: 68
DXUV Calmar Ratio Rank: 69
DXUV Martin Ratio Rank: 73

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. DXUV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Dimensional US Vector Equity ETF (DXUV). 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	DXUV	Difference
Sharpe ratio: Return per unit of total volatility	1.49	2.26	-0.77
Sortino ratio: Return per unit of downside risk	2.18	3.16	-0.98
Omega ratio: Gain probability vs. loss probability	1.27	1.40	-0.13
Calmar ratio: Return relative to maximum drawdown	2.13	3.37	-1.24
Martin ratio: Return relative to average drawdown	8.60	13.70	-5.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIVL vs. DXUV - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 1.49, which is lower than the DXUV Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of AIVL and DXUV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AIVL	DXUV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	2.26	-0.77
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	1.09	-0.67

Drawdowns

AIVL vs. DXUV - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than DXUV's maximum drawdown of -21.08%. Use the drawdown chart below to compare losses from any high point for AIVL and DXUV.

Drawdown Indicators

	AIVL	DXUV	Difference
Max Drawdown Largest peak-to-trough decline	-62.48%	-21.08%	-41.40%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-8.53%	+0.68%
Max Drawdown (3Y) Largest decline over 3 years	-14.48%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-19.08%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.16%	—	—
Current Drawdown Current decline from peak	-0.22%	0.00%	-0.22%
Average Drawdown Average peak-to-trough decline	-7.91%	-3.07%	-4.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	2.09%	-0.15%

Volatility

AIVL vs. DXUV - Volatility Comparison

WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Dimensional US Vector Equity ETF (DXUV) have volatilities of 2.98% and 2.89%, 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.

Volatility by Period

	AIVL	DXUV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	2.89%	+0.09%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	9.03%	-0.41%
Volatility (1Y) Calculated over the trailing 1-year period	11.19%	12.71%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.72%	17.30%	-2.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.34%	17.30%	+0.04%

AIVL vs. DXUV - Expense Ratio Comparison

AIVL has a 0.38% expense ratio, which is higher than DXUV's 0.25% expense ratio.

Dividends

AIVL vs. DXUV - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.45%, more than DXUV's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DXUV Dimensional US Vector Equity ETF	0.96%	1.01%	0.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AIVL and DXUV in my portfolio?

AIVL and DXUV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AIVL or DXUV?

AIVL has higher volatility (2.98%) compared to DXUV (2.89%). In terms of maximum drawdown, AIVL dropped -62.48% vs DXUV's -21.08%.

Which ETF is better, AIVL or DXUV?

On 1-year performance, DXUV leads with 28.61% vs 16.62% for AIVL. On fees, DXUV is cheaper at 0.25% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVL or DXUV?

Over the 1-year period, DXUV has performed better with a 28.61% return vs 16.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVL or DXUV?

DXUV is cheaper with a 0.25% expense ratio, compared with 0.38% for AIVL.

Which ETF pays a higher dividend yield, AIVL or DXUV?

AIVL has the higher dividend yield at 1.45%, compared with 0.96% for DXUV.

What is the main difference between AIVL and DXUV?

They also come from different issuers: WisdomTree and Dimensional. Their fees differ too: 0.38% for AIVL and 0.25% for DXUV.

Which has better risk-adjusted returns?

DXUV currently has the higher Sharpe Ratio (2.26 vs 1.49), 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.