BDVL vs. IVES

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Disciplined Volatility Equity Active ETF (BDVL) and Dan IVES Wedbush AI Revolution ETF (IVES).

BDVL and IVES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BDVL is a passively managed fund by iShares that tracks the performance of the MSCI ACWI Minimum Volatility Index. It was launched on Sep 12, 2025. 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. Both BDVL and IVES are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

BDVL vs. IVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Disciplined Volatility Equity Active ETF (BDVL) and Dan IVES Wedbush AI Revolution ETF (IVES). The values are adjusted to include any dividend payments, if applicable.

BDVL vs. IVES - Yearly Performance Comparison

	2026 (YTD)	2025
BDVL iShares Disciplined Volatility Equity Active ETF	-0.63%	1.97%
IVES Dan IVES Wedbush AI Revolution ETF	-10.25%	1.57%

Returns By Period

In the year-to-date period, BDVL achieves a -0.63% return, which is significantly higher than IVES's -10.25% return.

BDVL

• 1D: 2.08%
• 1M: -5.45%
• YTD: -0.63%
• 6M: 1.36%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVES

• 1D: 4.61%
• 1M: -4.73%
• YTD: -10.25%
• 6M: -11.31%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BDVL vs. IVES - Expense Ratio Comparison

BDVL has a 0.40% expense ratio, which is lower than IVES's 0.75% expense ratio.

IVES

Dan IVES Wedbush AI Revolution ETF

BDVL

iShares Disciplined Volatility Equity Active ETF

Return for Risk

BDVL vs. IVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Disciplined Volatility Equity Active ETF (BDVL) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	BDVL	IVES	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.61	-0.34

Correlation

The correlation between BDVL and IVES is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BDVL vs. IVES - Dividend Comparison

BDVL's dividend yield for the trailing twelve months is around 2.81%, more than IVES's 0.46% yield.

	TTM	2025
BDVL iShares Disciplined Volatility Equity Active ETF	2.81%	2.79%
IVES Dan IVES Wedbush AI Revolution ETF	0.46%	0.41%

Drawdowns

BDVL vs. IVES - Drawdown Comparison

The maximum BDVL drawdown since its inception was -7.71%, smaller than the maximum IVES drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for BDVL and IVES.

Drawdown Indicators

	BDVL	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-7.71%	-22.64%	+14.93%
Current Drawdown Current decline from peak	-5.45%	-19.07%	+13.62%
Average Drawdown Average peak-to-trough decline	-1.17%	-5.65%	+4.48%

Volatility

Volatility by Period

	BDVL	IVES	Difference
Volatility (1Y) Calculated over the trailing 1-year period	9.29%	25.09%	-15.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.29%	25.09%	-15.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.29%	25.09%	-15.80%