AIVL vs. SYLD

Last updated Jul 18, 2026

AIVL (WisdomTree U.S. Al Enhanced Value Fund) and SYLD (Cambria Shareholder Yield ETF) are both Mid Cap Value Equities funds. Both are actively managed. Over the past 10 years, AIVL returned 8.21%/yr vs 13.51%/yr for SYLD. Their correlation of 0.83 suggests significant overlap in exposure. AIVL charges 0.38%/yr vs 0.59%/yr for SYLD.

Performance

AIVL vs. SYLD - Performance Comparison

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

Returns By Period

In the year-to-date period, AIVL achieves a 15.24% return, which is significantly lower than SYLD's 20.68% return. Over the past 10 years, AIVL has underperformed SYLD with an annualized return of 8.21%, while SYLD has yielded a comparatively higher 13.51% annualized return.

AIVL

• 1D: -0.69%
• 1M: 3.35%
• 6M: 11.37%
• YTD: 15.24%
• 1Y: 17.92%
• 3Y*: 13.75%
• 5Y*: 8.74%
• 10Y*: 8.21%

SYLD

• 1D: -0.35%
• 1M: 6.34%
• 6M: 14.08%
• YTD: 20.68%
• 1Y: 27.39%
• 3Y*: 11.75%
• 5Y*: 9.22%
• 10Y*: 13.51%

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

AIVL vs. SYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AIVL WisdomTree U.S. Al Enhanced Value Fund	15.24%	9.72%	13.49%	7.17%	-7.26%	24.30%	-5.82%	24.40%	-9.57%	13.77%
SYLD Cambria Shareholder Yield ETF	20.68%	3.94%	3.37%	16.46%	-6.14%	48.59%	13.61%	26.98%	-13.51%	20.03%

Correlation

The correlation between AIVL and SYLD is 0.73, 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	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since May 14, 2013	0.83

The correlation between AIVL and SYLD has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.

AIVL vs. SYLD - Sectors Allocation Comparison

Sectors	AIVL	SYLD
Technology	21.3%	2.1%
Financial Services	17.9%	22.7%
Industrials	15.5%	8.3%
Healthcare	12.0%	5.7%
Utilities	8.9%	-
Consumer Defensive	7.8%	6.7%
Basic Materials	4.6%	8.0%
Communication Services	4.2%	6.0%
Consumer Cyclical	3.1%	23.5%
Energy	3.1%	17.1%
Real Estate	1.5%	-

Return for Risk

AIVL vs. SYLD — Risk / Return Rank

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

AIVL

AIVL Risk / Return Rank: 60
AIVL Sharpe Ratio Rank: 58
AIVL Sortino Ratio Rank: 61
AIVL Omega Ratio Rank: 56
AIVL Calmar Ratio Rank: 59
AIVL Martin Ratio Rank: 67

SYLD

SYLD Risk / Return Rank: 75
SYLD Sharpe Ratio Rank: 70
SYLD Sortino Ratio Rank: 76
SYLD Omega Ratio Rank: 67
SYLD Calmar Ratio Rank: 88
SYLD Martin Ratio Rank: 75

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. SYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Al Enhanced Value Fund (AIVL) and Cambria Shareholder Yield ETF (SYLD). 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	SYLD	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.80	-0.28
Sortino ratio: Return per unit of downside risk	2.25	2.74	-0.49
Omega ratio: Gain probability vs. loss probability	1.27	1.31	-0.04
Calmar ratio: Return relative to maximum drawdown	2.29	3.97	-1.68
Martin ratio: Return relative to average drawdown	9.26	10.75	-1.49

AIVL vs. SYLD - Sharpe Ratio Comparison

The current AIVL Sharpe Ratio is 1.52, which is comparable to the SYLD Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of AIVL and SYLD, 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. SYLD - Drawdown Comparison

The maximum AIVL drawdown since its inception was -62.48%, which is greater than SYLD's maximum drawdown of -45.36%. Use the drawdown chart below to compare losses from any high point for AIVL and SYLD.

Drawdown Indicators

	AIVL	SYLD	Difference
Max Drawdown Largest peak-to-trough decline	-62.48%	-45.36%	-17.12%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-6.93%	-0.92%
Max Drawdown (3Y) Largest decline over 3 years	-14.48%	-26.62%	+12.14%
Max Drawdown (5Y) Largest decline over 5 years	-19.08%	-26.62%	+7.54%
Max Drawdown (10Y) Largest decline over 10 years	-41.16%	-45.36%	+4.20%
Current Drawdown Current decline from peak	-0.69%	-0.35%	-0.34%
Average Drawdown Average peak-to-trough decline	-7.87%	-5.62%	-2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.94%	2.56%	-0.62%

Volatility

AIVL vs. SYLD - Volatility Comparison

WisdomTree U.S. Al Enhanced Value Fund (AIVL) has a higher volatility of 3.92% compared to Cambria Shareholder Yield ETF (SYLD) at 3.69%. This indicates that AIVL's price experiences larger fluctuations and is considered to be riskier than SYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AIVL	SYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	3.69%	+0.23%
Volatility (6M) Calculated over the trailing 6-month period	9.47%	9.53%	-0.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.87%	15.32%	-3.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.76%	20.34%	-5.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.33%	22.90%	-5.57%

AIVL vs. SYLD - Expense Ratio Comparison

AIVL has a 0.38% expense ratio, which is lower than SYLD's 0.59% expense ratio.

Dividends

AIVL vs. SYLD - Dividend Comparison

AIVL's dividend yield for the trailing twelve months is around 1.47%, less than SYLD's 1.84% 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%
SYLD Cambria Shareholder Yield ETF	1.84%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%

Frequently Asked Questions

Can I hold both AIVL and SYLD in my portfolio?

AIVL and SYLD have a correlation of 0.73, 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 SYLD?

AIVL has higher volatility (3.92%) compared to SYLD (3.69%). In terms of maximum drawdown, AIVL dropped -62.48% vs SYLD's -45.36%.

Which ETF is better, AIVL or SYLD?

On 10-year performance, SYLD leads with 13.51% vs 8.21% for AIVL. On fees, AIVL is cheaper at 0.38% per year. On volatility, SYLD has been the lower-risk option at 3.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AIVL or SYLD?

Over the 10-year period, SYLD has performed better with a 13.51% return vs 8.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AIVL or SYLD?

AIVL is cheaper with a 0.38% expense ratio, compared with 0.59% for SYLD.

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

SYLD has the higher dividend yield at 1.84%, compared with 1.47% for AIVL.

What is the main difference between AIVL and SYLD?

They also come from different issuers: WisdomTree and Cambria. Their fees differ too: 0.38% for AIVL and 0.59% for SYLD.

Which has better risk-adjusted returns?

SYLD currently has the higher Sharpe Ratio (1.80 vs 1.52), 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.