AIVL vs. QGRW

Last updated Jun 26, 2026

AIVL (WisdomTree U.S. Al Enhanced Value Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - AIVL is a Mid Cap Value Equities fund actively managed by WisdomTree, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. AIVL is actively managed, while QGRW is passively managed. Over the past 3 years, AIVL returned 15.11%/yr vs 26.28%/yr for QGRW. At a 0.49 correlation, their price movements are largely independent. AIVL charges 0.38%/yr vs 0.28%/yr for QGRW.

Performance

AIVL vs. QGRW - Performance Comparison

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

Returns By Period

In the year-to-date period, AIVL achieves a 14.65% return, which is significantly higher than QGRW's 9.00% return.

AIVL

• 1D: 1.99%
• 1M: 3.43%
• YTD: 14.65%
• 6M: 13.61%
• 1Y: 19.53%
• 3Y*: 15.11%
• 5Y*: 8.42%
• 10Y*: 9.00%

QGRW

• 1D: -0.08%
• 1M: -3.66%
• YTD: 9.00%
• 6M: 7.55%
• 1Y: 24.69%
• 3Y*: 26.28%
• 5Y*: —
• 10Y*: —

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

AIVL vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AIVL WisdomTree U.S. Al Enhanced Value Fund	14.65%	9.72%	13.49%	7.17%	-1.93%
QGRW WisdomTree U.S. Quality Growth Fund	9.00%	19.20%	34.85%	56.05%	-3.07%

Correlation

The correlation between AIVL and QGRW is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.49

AIVL vs. QGRW - Sectors Allocation Comparison

Sectors	AIVL	QGRW
Technology	21.3%	55.0%
Financial Services	17.9%	3.7%
Industrials	15.5%	7.6%
Healthcare	12.0%	4.4%
Utilities	8.9%	0.3%
Consumer Defensive	7.8%	0.5%
Basic Materials	4.6%	-
Communication Services	4.2%	16.4%
Consumer Cyclical	3.1%	11.6%
Energy	3.1%	0.5%
Real Estate	1.5%	-

Return for Risk

AIVL vs. QGRW — Risk / Return Rank

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

AIVL

AIVL Risk / Return Rank: 58
AIVL Sharpe Ratio Rank: 56
AIVL Sortino Ratio Rank: 58
AIVL Omega Ratio Rank: 54
AIVL Calmar Ratio Rank: 58
AIVL Martin Ratio Rank: 63

QGRW

QGRW Risk / Return Rank: 40
QGRW Sharpe Ratio Rank: 42
QGRW Sortino Ratio Rank: 40
QGRW Omega Ratio Rank: 41
QGRW Calmar Ratio Rank: 36
QGRW Martin Ratio Rank: 42

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and WisdomTree U.S. Quality Growth Fund (QGRW). 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	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.67	1.33	+0.34
Sortino ratio: Return per unit of downside risk	2.44	1.84	+0.60
Omega ratio: Gain probability vs. loss probability	1.30	1.24	+0.06
Calmar ratio: Return relative to maximum drawdown	2.50	1.61	+0.89
Martin ratio: Return relative to average drawdown	10.06	5.97	+4.09

AIVL vs. QGRW - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 1.67, which is comparable to the QGRW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of AIVL and QGRW, 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. QGRW - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for AIVL and QGRW.

Drawdown Indicators

	AIVL	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-62.48%	-24.40%	-38.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-15.44%	+7.59%
Max Drawdown (3Y) Largest decline over 3 years	-14.48%	-24.40%	+9.92%
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	0.00%	-6.82%	+6.82%
Average Drawdown Average peak-to-trough decline	-7.89%	-3.29%	-4.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	4.14%	-2.19%

Volatility

AIVL vs. QGRW - Volatility Comparison

The current volatility for WisdomTree U.S. Al Enhanced Value Fund (AIVL) is 4.23%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.92%. This indicates that AIVL experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVL	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	7.92%	-3.69%
Volatility (6M) Calculated over the trailing 6-month period	9.36%	15.10%	-5.74%
Volatility (1Y) Calculated over the trailing 1-year period	11.76%	18.64%	-6.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.76%	21.27%	-6.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.36%	21.27%	-3.91%

AIVL vs. QGRW - Expense Ratio Comparison

AIVL has a 0.38% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

AIVL vs. QGRW - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.47%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVL WisdomTree U.S. Al Enhanced Value Fund	1.47%	1.61%	2.13%	2.43%	2.08%	2.75%	3.55%	3.25%	4.18%	3.16%	3.20%	3.41%
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	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 QGRW in my portfolio?

AIVL and QGRW have a correlation of 0.45, 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 QGRW?

QGRW has higher volatility (7.92%) compared to AIVL (4.23%). In terms of maximum drawdown, AIVL dropped -62.48% vs QGRW's -24.40%.

Which ETF is better, AIVL or QGRW?

On 3-year performance, QGRW leads with 26.28% vs 15.11% for AIVL. On fees, QGRW is cheaper at 0.28% per year. On volatility, AIVL has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVL or QGRW?

Over the 3-year period, QGRW has performed better with a 26.28% return vs 15.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVL or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.38% for AIVL.

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

AIVL has the higher dividend yield at 1.47%, compared with 0.08% for QGRW.

What is the main difference between AIVL and QGRW?

AIVL is categorized as Mid Cap Value Equities, while QGRW is Large Cap Growth Equities. Their fees differ too: 0.38% for AIVL and 0.28% for QGRW.

Which has better risk-adjusted returns?

AIVL currently has the higher Sharpe Ratio (1.67 vs 1.33), 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.