AMOM vs. IVES

Last updated Apr 2, 2026

Compare and contrast key facts about QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Dan IVES Wedbush AI Revolution ETF (IVES).

AMOM and IVES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMOM is an actively managed fund by Exchange Traded Concepts. It was launched on May 21, 2019. IVES is a passively managed fund by Wedbush that tracks the performance of the Solactive Wedbush Artificial Intelligence Index. It was launched on Jun 4, 2025.

Performance

AMOM vs. IVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Dan IVES Wedbush AI Revolution ETF (IVES). The values are adjusted to include any dividend payments, if applicable.

AMOM vs. IVES - Yearly Performance Comparison

	2026 (YTD)	2025
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	-0.91%	12.09%
IVES Dan IVES Wedbush AI Revolution ETF	-9.27%	25.06%

Returns By Period

In the year-to-date period, AMOM achieves a -0.91% return, which is significantly higher than IVES's -9.27% return.

AMOM

• 1D: 2.17%
• 1M: -5.43%
• YTD: -0.91%
• 6M: -1.05%
• 1Y: 26.38%
• 3Y*: 19.41%
• 5Y*: 7.77%
• 10Y*: —

IVES

• 1D: 1.09%
• 1M: -4.11%
• YTD: -9.27%
• 6M: -11.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AMOM vs. IVES - Expense Ratio Comparison

Both AMOM and IVES have an expense ratio of 0.75%.

AMOM

QRAFT AI-Enhanced U.S. Large Cap Momentum ETF

IVES

Dan IVES Wedbush AI Revolution ETF

Return for Risk

AMOM vs. IVES — Risk / Return Rank

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

AMOM

AMOM Risk / Return Rank: 63
AMOM Sharpe Ratio Rank: 57
AMOM Sortino Ratio Rank: 57
AMOM Omega Ratio Rank: 56
AMOM Calmar Ratio Rank: 75
AMOM Martin Ratio Rank: 67

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.

AMOM vs. IVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) and Dan IVES Wedbush AI Revolution ETF (IVES). 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.

	AMOM	IVES	Difference
Sharpe ratio Return per unit of total volatility	1.05	—	—
Sortino ratio Return per unit of downside risk	1.54	—	—
Omega ratio Gain probability vs. loss probability	1.22	—	—
Calmar ratio Return relative to maximum drawdown	2.13	—	—
Martin ratio Return relative to average drawdown	7.20	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AMOM	IVES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.67	-0.07

Correlation

The correlation between AMOM and IVES is 0.83, 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

AMOM vs. IVES - Dividend Comparison

AMOM's dividend yield for the trailing twelve months is around 0.09%, less than IVES's 0.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
AMOM QRAFT AI-Enhanced U.S. Large Cap Momentum ETF	0.09%	0.09%	0.00%	0.47%	0.72%	0.74%	24.31%	5.51%
IVES Dan IVES Wedbush AI Revolution ETF	0.46%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AMOM vs. IVES - Drawdown Comparison

The maximum AMOM drawdown since its inception was -39.68%, which is greater than IVES's maximum drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for AMOM and IVES.

Drawdown Indicators

	AMOM	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-39.68%	-22.64%	-17.04%
Max Drawdown (1Y) Largest decline over 1 year	-13.10%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-39.68%	—	—
Current Drawdown Current decline from peak	-7.58%	-18.19%	+10.61%
Average Drawdown Average peak-to-trough decline	-11.05%	-5.71%	-5.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.87%	—	—

Volatility

Volatility by Period

	AMOM	IVES	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.66%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.27%	25.05%	+0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.52%	25.05%	-1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.98%	25.05%	-0.07%