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AIVL vs. QVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIVL vs. QVAL - Performance Comparison

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

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AIVL vs. QVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIVL
WisdomTree U.S. Al Enhanced Value Fund
0.94%9.72%13.49%7.17%-7.26%24.30%-5.82%24.40%-9.57%13.77%
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-17.28%25.59%

Returns By Period

In the year-to-date period, AIVL achieves a 0.94% return, which is significantly lower than QVAL's 7.30% return. Over the past 10 years, AIVL has underperformed QVAL with an annualized return of 7.41%, while QVAL has yielded a comparatively higher 10.16% annualized return.


AIVL

1D
1.87%
1M
-5.90%
YTD
0.94%
6M
2.05%
1Y
7.09%
3Y*
10.32%
5Y*
6.50%
10Y*
7.41%

QVAL

1D
2.26%
1M
-2.23%
YTD
7.30%
6M
12.78%
1Y
24.34%
3Y*
17.50%
5Y*
11.66%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIVL vs. QVAL - Expense Ratio Comparison

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


Return for Risk

AIVL vs. QVAL — Risk / Return Rank

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

AIVL
AIVL Risk / Return Rank: 2828
Overall Rank
AIVL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
AIVL Sortino Ratio Rank: 2626
Sortino Ratio Rank
AIVL Omega Ratio Rank: 2727
Omega Ratio Rank
AIVL Calmar Ratio Rank: 2828
Calmar Ratio Rank
AIVL Martin Ratio Rank: 3232
Martin Ratio Rank

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
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. QVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.


AIVLQVALDifference

Sharpe ratio

Return per unit of total volatility

0.46

1.21

-0.75

Sortino ratio

Return per unit of downside risk

0.73

1.85

-1.13

Omega ratio

Gain probability vs. loss probability

1.11

1.26

-0.15

Calmar ratio

Return relative to maximum drawdown

0.64

1.70

-1.06

Martin ratio

Return relative to average drawdown

2.83

7.34

-4.50

AIVL vs. QVAL - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 0.46, which is lower than the QVAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of AIVL and QVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AIVLQVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.46

1.21

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.54

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.07

Correlation

The correlation between AIVL and QVAL is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AIVL vs. QVAL - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.59%, more than QVAL's 1.56% yield.


TTM20252024202320222021202020192018201720162015
AIVL
WisdomTree U.S. Al Enhanced Value Fund
1.59%1.61%2.13%2.43%2.08%2.75%3.55%3.25%4.18%3.16%3.20%3.41%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.56%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%0.00%

Drawdowns

AIVL vs. QVAL - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than QVAL's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for AIVL and QVAL.


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Drawdown Indicators


AIVLQVALDifference

Max Drawdown

Largest peak-to-trough decline

-62.48%

-51.49%

-10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

-14.61%

+2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-19.08%

-27.17%

+8.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.16%

-51.49%

+10.33%

Current Drawdown

Current decline from peak

-6.13%

-2.87%

-3.26%

Average Drawdown

Average peak-to-trough decline

-7.97%

-7.91%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.39%

-0.64%

Volatility

AIVL vs. QVAL - Volatility Comparison

WisdomTree U.S. Al Enhanced Value Fund (AIVL) has a higher volatility of 4.85% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. This indicates that AIVL's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIVLQVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

4.37%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

8.35%

10.21%

-1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

20.19%

-4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

21.64%

-6.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.32%

22.80%

-5.48%