AIVL vs. IBIC

Last updated Jun 23, 2026

AIVL (WisdomTree U.S. Al Enhanced Value Fund) and IBIC (iShares iBonds Oct 2026 Term TIPS ETF) are both exchange-traded funds - AIVL is a Mid Cap Value Equities fund actively managed by WisdomTree, while IBIC is a Inflation-Protected Bonds fund tracking the ICE 2026 Maturity US Inflation-Linked Treasury Index. AIVL is actively managed, while IBIC is passively managed. Over the past year, AIVL returned 19.01% vs 4.38% for IBIC. At a 0.01 correlation, their price movements are largely independent. AIVL charges 0.38%/yr vs 0.10%/yr for IBIC.

Performance

AIVL vs. IBIC - 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 iBonds Oct 2026 Term TIPS ETF (IBIC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIVL achieves a 13.15% return, which is significantly higher than IBIC's 2.39% 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%

IBIC

• 1D: 0.06%
• 1M: 0.08%
• YTD: 2.39%
• 6M: 2.49%
• 1Y: 4.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIVL vs. IBIC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
AIVL WisdomTree U.S. Al Enhanced Value Fund	13.15%	9.72%	13.49%	3.92%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	2.39%	4.96%	5.25%	2.17%

Correlation

The correlation between AIVL and IBIC is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (All Time) Calculated using the full available price history since Sep 15, 2023	0.01

Return for Risk

AIVL vs. IBIC — Risk / Return Rank

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

AIVL

AIVL Risk / Return Rank: 51
AIVL Sharpe Ratio Rank: 49
AIVL Sortino Ratio Rank: 50
AIVL Omega Ratio Rank: 47
AIVL Calmar Ratio Rank: 51
AIVL Martin Ratio Rank: 58

IBIC

IBIC Risk / Return Rank: 98
IBIC Sharpe Ratio Rank: 98
IBIC Sortino Ratio Rank: 98
IBIC Omega Ratio Rank: 98
IBIC Calmar Ratio Rank: 98
IBIC Martin Ratio Rank: 98

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. IBIC - 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 iBonds Oct 2026 Term TIPS ETF (IBIC). 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.

	AIVL	IBIC	Difference
Sharpe ratio: Return per unit of total volatility	1.65	4.94	-3.30
Sortino ratio: Return per unit of downside risk	2.39	8.90	-6.50
Omega ratio: Gain probability vs. loss probability	1.29	2.21	-0.92
Calmar ratio: Return relative to maximum drawdown	2.43	16.41	-13.98
Martin ratio: Return relative to average drawdown	9.80	58.11	-48.31

AIVL vs. IBIC - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 1.65, which is lower than the IBIC Sharpe Ratio of 4.94. The chart below compares the historical Sharpe Ratios of AIVL and IBIC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AIVL vs. IBIC - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than IBIC's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for AIVL and IBIC.

Drawdown Indicators

	AIVL	IBIC	Difference
Max Drawdown Largest peak-to-trough decline	-62.48%	-0.90%	-61.58%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-0.27%	-7.58%
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	-0.16%	-0.11%	-0.05%
Average Drawdown Average peak-to-trough decline	-7.89%	-0.10%	-7.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	0.08%	+1.86%

Volatility

AIVL vs. IBIC - Volatility Comparison

WisdomTree U.S. Al Enhanced Value Fund (AIVL) has a higher volatility of 3.96% compared to iShares iBonds Oct 2026 Term TIPS ETF (IBIC) at 0.16%. This indicates that AIVL's price experiences larger fluctuations and is considered to be riskier than IBIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVL	IBIC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	0.16%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	9.14%	0.67%	+8.47%
Volatility (1Y) Calculated over the trailing 1-year period	11.61%	0.89%	+10.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.73%	1.57%	+13.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.37%	1.57%	+15.80%

AIVL vs. IBIC - Expense Ratio Comparison

AIVL has a 0.38% expense ratio, which is higher than IBIC's 0.10% expense ratio.

Dividends

AIVL vs. IBIC - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.42%, less than IBIC's 3.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
IBIC iShares iBonds Oct 2026 Term TIPS ETF	3.59%	4.43%	4.65%	0.83%	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 IBIC in my portfolio?

AIVL and IBIC have a correlation of -0.08, 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 IBIC?

AIVL has higher volatility (3.96%) compared to IBIC (0.16%). In terms of maximum drawdown, AIVL dropped -62.48% vs IBIC's -0.90%.

Which ETF is better, AIVL or IBIC?

On 1-year performance, AIVL leads with 19.01% vs 4.38% for IBIC. On fees, IBIC is cheaper at 0.10% per year. On volatility, IBIC has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVL or IBIC?

Over the 1-year period, AIVL has performed better with a 19.01% return vs 4.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVL or IBIC?

IBIC is cheaper with a 0.10% expense ratio, compared with 0.38% for AIVL.

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

IBIC has the higher dividend yield at 3.59%, compared with 1.42% for AIVL.

What is the main difference between AIVL and IBIC?

AIVL is categorized as Mid Cap Value Equities, while IBIC is Inflation-Protected Bonds. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for AIVL and 0.10% for IBIC.

Which has better risk-adjusted returns?

IBIC currently has the higher Sharpe Ratio (4.94 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.