DYLD vs. IVEP

Last updated Jun 24, 2026

DYLD (LeaderShares Dynamic Yield ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - DYLD is a Multisector Bonds fund actively managed by LeaderShares, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. DYLD is actively managed, while IVEP is passively managed. At a 0.46 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

DYLD vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares Dynamic Yield ETF (DYLD) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DYLD

• 1D: 0.01%
• 1M: 0.36%
• YTD: 1.07%
• 6M: 1.20%
• 1Y: 3.71%
• 3Y*: 4.43%
• 5Y*: —
• 10Y*: —

IVEP

• 1D: -4.10%
• 1M: -1.11%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DYLD vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
DYLD LeaderShares Dynamic Yield ETF	0.58%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	7.06%

Correlation

The correlation between DYLD and IVEP is 0.46, 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 8, 2026	0.46

Return for Risk

DYLD vs. IVEP — Risk / Return Rank

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

DYLD

DYLD Risk / Return Rank: 54
DYLD Sharpe Ratio Rank: 47
DYLD Sortino Ratio Rank: 50
DYLD Omega Ratio Rank: 50
DYLD Calmar Ratio Rank: 62
DYLD Martin Ratio Rank: 62

IVEP

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

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.

DYLD vs. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) 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.

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.

	DYLD	IVEP	Difference
Sharpe ratio: Return per unit of total volatility	1.52	—	—
Sortino ratio: Return per unit of downside risk	2.26	—	—
Omega ratio: Gain probability vs. loss probability	1.29	—	—
Calmar ratio: Return relative to maximum drawdown	2.82	—	—
Martin ratio: Return relative to average drawdown	10.27	—	—

Drawdowns

DYLD vs. IVEP - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, which is greater than IVEP's maximum drawdown of -10.90%. Use the drawdown chart below to compare losses from any high point for DYLD and IVEP.

Drawdown Indicators

	DYLD	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-15.03%	-10.90%	-4.13%
Max Drawdown (1Y) Largest decline over 1 year	-1.32%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-3.40%	—	—
Current Drawdown Current decline from peak	-0.13%	-4.10%	+3.97%
Average Drawdown Average peak-to-trough decline	-5.12%	-2.78%	-2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.36%	—	—

Volatility

Volatility by Period

	DYLD	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.45%	29.34%	-26.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.37%	29.34%	-24.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.37%	29.34%	-24.97%

DYLD vs. IVEP - Expense Ratio Comparison

Both DYLD and IVEP have an expense ratio of 0.75%.

Dividends

DYLD vs. IVEP - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.33%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
DYLD LeaderShares Dynamic Yield ETF	4.33%	4.20%	4.58%	3.43%	1.54%	1.02%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DYLD and IVEP in my portfolio?

DYLD and IVEP have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DYLD or IVEP?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DYLD or IVEP?

DYLD and IVEP have the same expense ratio: 0.75% per year.

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

DYLD has the higher dividend yield at 4.33%, compared with 0.00% for IVEP.

What is the main difference between DYLD and IVEP?

DYLD is categorized as Multisector Bonds, while IVEP is Industrials Equities. They also come from different issuers: LeaderShares and Wedbush.