EXEQ vs. IVES

Last updated Jul 8, 2026

EXEQ (Wedbush ReturnOnLeadership U.S. Large-Cap ETF) and IVES (Dan IVES Wedbush AI Revolution ETF) are both exchange-traded funds - EXEQ is a Large Cap Blend Equities fund tracking the Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index, while IVES is a Technology Equities fund tracking the Solactive Wedbush Artificial Intelligence Index. Both are passively managed. A 0.63 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

EXEQ vs. IVES - Performance Comparison

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

Returns By Period

EXEQ

• 1D: -0.42%
• 1M: 2.22%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVES

• 1D: -1.68%
• 1M: 0.51%
• 6M: 14.72%
• YTD: 18.82%
• 1Y: 39.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EXEQ vs. IVES - Yearly Performance Comparison

	2026 (YTD)
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	9.33%
IVES Dan IVES Wedbush AI Revolution ETF	23.94%

Correlation

The correlation between EXEQ and IVES is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.63

Return for Risk

EXEQ vs. IVES — Risk / Return Rank

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

EXEQ

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

IVES

IVES Risk / Return Rank: 43
IVES Sharpe Ratio Rank: 49
IVES Sortino Ratio Rank: 45
IVES Omega Ratio Rank: 44
IVES Calmar Ratio Rank: 39
IVES Martin Ratio Rank: 35

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.

EXEQ vs. IVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wedbush ReturnOnLeadership U.S. Large-Cap ETF (EXEQ) 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.

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.

	EXEQ	IVES	Difference
Sharpe ratio: Return per unit of total volatility	—	1.46	—
Sortino ratio: Return per unit of downside risk	—	1.97	—
Omega ratio: Gain probability vs. loss probability	—	1.25	—
Calmar ratio: Return relative to maximum drawdown	—	1.75	—
Martin ratio: Return relative to average drawdown	—	4.63	—

Drawdowns

EXEQ vs. IVES - Drawdown Comparison

The maximum EXEQ drawdown since its inception was -8.92%, smaller than the maximum IVES drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for EXEQ and IVES.

Drawdown Indicators

	EXEQ	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-8.92%	-22.64%	+13.72%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.64%	—
Current Drawdown Current decline from peak	-0.73%	-9.99%	+9.26%
Average Drawdown Average peak-to-trough decline	-1.77%	-6.00%	+4.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.54%	—

Volatility

Volatility by Period

	EXEQ	IVES	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	15.21%	27.31%	-12.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	26.72%	-11.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	26.72%	-11.51%

EXEQ vs. IVES - Expense Ratio Comparison

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

Dividends

EXEQ vs. IVES - Dividend Comparison

EXEQ's dividend yield for the trailing twelve months is around 0.09%, less than IVES's 0.35% yield.

Position	TTM	2025
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	0.09%	0.00%
IVES Dan IVES Wedbush AI Revolution ETF	0.35%	0.41%

Frequently Asked Questions

Can I hold both EXEQ and IVES in my portfolio?

EXEQ and IVES have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EXEQ or IVES?

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, EXEQ or IVES?

EXEQ and IVES have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, EXEQ or IVES?

IVES has the higher dividend yield at 0.35%, compared with 0.09% for EXEQ.

What is the main difference between EXEQ and IVES?

EXEQ is categorized as Large Cap Blend Equities, while IVES is Technology Equities. EXEQ tracks Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index, while IVES tracks Solactive Wedbush Artificial Intelligence Index.