DFVE vs. IVEP

Last updated Jun 4, 2026

DFVE (Doubleline Fortune 500 Equal Weight ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - DFVE is a Large Cap Blend Equities fund tracking the Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. Both are passively managed. At a 0.39 correlation, their price movements are largely independent. DFVE charges 0.20%/yr vs 0.75%/yr for IVEP.

Performance

DFVE vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Fortune 500 Equal Weight ETF (DFVE) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFVE

• 1D: -0.48%
• 1M: 2.49%
• YTD: 10.31%
• 6M: 10.69%
• 1Y: 23.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVEP

• 1D: -0.87%
• 1M: -1.63%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DFVE vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
DFVE Doubleline Fortune 500 Equal Weight ETF	4.52%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.37%

Correlation

The correlation between DFVE and IVEP is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026	0.39

Return for Risk

DFVE vs. IVEP — Risk / Return Rank

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

DFVE

DFVE Risk / Return Rank: 58
DFVE Sharpe Ratio Rank: 56
DFVE Sortino Ratio Rank: 59
DFVE Omega Ratio Rank: 53
DFVE Calmar Ratio Rank: 62
DFVE Martin Ratio Rank: 62

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.

DFVE vs. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Fortune 500 Equal Weight ETF (DFVE) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). 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.

	DFVE	IVEP	Difference
Sharpe ratio: Return per unit of total volatility	1.88	—	—
Sortino ratio: Return per unit of downside risk	2.75	—	—
Omega ratio: Gain probability vs. loss probability	1.33	—	—
Calmar ratio: Return relative to maximum drawdown	3.07	—	—
Martin ratio: Return relative to average drawdown	10.92	—	—
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

	DFVE	IVEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	2.62	-1.54

Drawdowns

DFVE vs. IVEP - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, which is greater than IVEP's maximum drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for DFVE and IVEP.

Drawdown Indicators

	DFVE	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-19.43%	-7.34%	-12.09%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	—	—
Current Drawdown Current decline from peak	-0.48%	-3.31%	+2.83%
Average Drawdown Average peak-to-trough decline	-2.77%	-1.97%	-0.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	—	—

Volatility

Volatility by Period

	DFVE	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.09%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	26.29%	-13.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	26.29%	-10.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	26.29%	-10.73%

DFVE vs. IVEP - Expense Ratio Comparison

DFVE has a 0.20% expense ratio, which is lower than IVEP's 0.75% expense ratio.

Dividends

DFVE vs. IVEP - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.37%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025	2024
DFVE Doubleline Fortune 500 Equal Weight ETF	1.37%	1.52%	1.53%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFVE and IVEP in my portfolio?

DFVE and IVEP have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFVE or IVEP?

On fees, DFVE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFVE or IVEP?

DFVE is cheaper with a 0.20% expense ratio, compared with 0.75% for IVEP.

Which ETF pays a higher dividend yield, DFVE or IVEP?

DFVE has the higher dividend yield at 1.37%, compared with 0.00% for IVEP.

What is the main difference between DFVE and IVEP?

DFVE is categorized as Large Cap Blend Equities, while IVEP is Industrials Equities. DFVE tracks Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while IVEP tracks Solactive Wedbush AI Power & Infrastructure Index. They also come from different issuers: DoubleLine and Wedbush. Their fees differ too: 0.20% for DFVE and 0.75% for IVEP.