GVLU vs. AIVL

Last updated Aug 4, 2026

GVLU (Gotham 1000 Value ETF) and AIVL (WisdomTree U.S. Al Enhanced Value Fund) are both Mid Cap Value Equities funds. Both are actively managed. Over the past 3 years, GVLU returned 14.59%/yr vs 14.36%/yr for AIVL. Their correlation of 0.87 means they have usually moved in the same direction. GVLU charges 0.51%/yr vs 0.38%/yr for AIVL.

Performance

GVLU vs. AIVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gotham 1000 Value ETF (GVLU) and WisdomTree U.S. Al Enhanced Value Fund (AIVL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVLU achieves a 14.14% return, which is significantly lower than AIVL's 17.18% return.

GVLU

• 1D: 0.98%
• 1M: 4.56%
• 6M: 9.08%
• YTD: 14.14%
• 1Y: 26.11%
• 3Y*: 14.59%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 11.89%

AIVL

• 1D: 0.79%
• 1M: 1.52%
• 6M: 12.54%
• YTD: 17.18%
• 1Y: 22.41%
• 3Y*: 14.36%
• 5Y*: 9.13%
• 10Y*: 8.44%
• ALL TIME*: 8.41%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIVL WisdomTree U.S. Al Enhanced Value Fund	$578.71K	$832.09K	$531.09K
GVLU Gotham 1000 Value ETF	$115.55K	$133.52K	$132.79K

GVLU vs. AIVL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GVLU Gotham 1000 Value ETF	14.14%	11.24%	11.09%	18.02%	-4.22%
AIVL WisdomTree U.S. Al Enhanced Value Fund	17.18%	9.72%	13.49%	7.17%	-4.01%

Correlation

The correlation between GVLU and AIVL is 0.76, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.76
Correlation (3Y) Balances recent behavior with more history.	0.85
Correlation (All Time) Calculated using the full available price history since Jun 8, 2022	0.87

The correlation between GVLU and AIVL shifts across timeframes, from 0.76 (1 year) to 0.87 (all time), reflecting how their relationship changes across market environments.

GVLU vs. AIVL - Sectors Allocation Comparison

Sectors	GVLU	AIVL
Consumer Cyclical	18.4%	3.1%
Technology	16.1%	22.4%
Financial Services	14.8%	17.3%
Healthcare	11.0%	11.9%
Industrials	10.5%	15.2%
Consumer Defensive	9.0%	7.8%
Energy	8.7%	3.2%
Basic Materials	7.5%	4.8%
Communication Services	3.2%	3.8%
Real Estate	0.7%	1.4%
Utilities	0.2%	8.9%

Return for Risk

GVLU vs. AIVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GVLU

GVLU Risk / Return Rank: 82
GVLU Sharpe Ratio Rank: 82
GVLU Sortino Ratio Rank: 87
GVLU Omega Ratio Rank: 79
GVLU Calmar Ratio Rank: 83
GVLU Martin Ratio Rank: 79

AIVL

AIVL Risk / Return Rank: 79
AIVL Sharpe Ratio Rank: 78
AIVL Sortino Ratio Rank: 81
AIVL Omega Ratio Rank: 77
AIVL Calmar Ratio Rank: 77
AIVL Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GVLU vs. AIVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gotham 1000 Value ETF (GVLU) and WisdomTree U.S. Al Enhanced Value Fund (AIVL). 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.

	GVLU	AIVL	Difference
Sharpe ratio: Return per unit of total volatility	2.00	1.90	+0.09
Sortino ratio: Return per unit of downside risk	3.05	2.78	+0.27
Omega ratio: Gain probability vs. loss probability	1.35	1.34	+0.01
Calmar ratio: Return relative to maximum drawdown	3.22	2.87	+0.35
Martin ratio: Return relative to average drawdown	10.78	11.88	-1.10

GVLU vs. AIVL - Sharpe Ratio Comparison

The current GVLU Sharpe Ratio is 2.00, which is comparable to the AIVL Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GVLU and AIVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GVLU vs. AIVL - Drawdown Comparison

The maximum GVLU drawdown since its inception was -20.82%, smaller than the maximum AIVL drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for GVLU and AIVL.

Drawdown Indicators

	GVLU	AIVL	Difference
Max Drawdown Largest peak-to-trough decline	-20.82%	-62.48%	+41.66%
Max Drawdown (1Y) Largest decline over 1 year	-8.14%	-7.85%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-20.82%	-14.48%	-6.34%
Max Drawdown (5Y) Largest decline over 5 years	—	-19.08%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.16%	—
Current Drawdown Current decline from peak	-0.41%	-0.27%	-0.14%
Average Drawdown Average peak-to-trough decline	-4.05%	-7.85%	+3.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.43%	1.89%	+0.54%

Volatility

GVLU vs. AIVL - Volatility Comparison

Gotham 1000 Value ETF (GVLU) has a higher volatility of 3.92% compared to WisdomTree U.S. Al Enhanced Value Fund (AIVL) at 3.14%. This indicates that GVLU's price experiences larger fluctuations and is considered to be riskier than AIVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GVLU	AIVL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.92%	3.14%	+0.78%
Volatility (6M) Calculated over the trailing 6-month period	9.48%	9.42%	+0.06%
Volatility (1Y) Calculated over the trailing 1-year period	13.17%	11.86%	+1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.62%	14.75%	+2.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.62%	17.34%	+0.28%

GVLU vs. AIVL - Expense Ratio Comparison

GVLU has a 0.51% expense ratio, which is higher than AIVL's 0.38% expense ratio.

Dividends

GVLU vs. AIVL - Dividend Comparison

GVLU's dividend yield for the trailing twelve months is around 5.64%, more than AIVL's 1.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVL WisdomTree U.S. Al Enhanced Value Fund	1.44%	1.61%	2.13%	2.43%	2.08%	2.75%	3.55%	3.25%	4.18%	3.16%	3.20%	3.41%
GVLU Gotham 1000 Value ETF	5.64%	6.44%	2.88%	1.62%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GVLU and AIVL in my portfolio?

GVLU and AIVL have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GVLU or AIVL?

GVLU has higher volatility (3.92%) compared to AIVL (3.14%). In terms of maximum drawdown, GVLU dropped -20.82% vs AIVL's -62.48%.

Which ETF is better, GVLU or AIVL?

On 3-year performance, GVLU leads with 14.59% vs 14.36% for AIVL. On fees, AIVL is cheaper at 0.38% per year. On volatility, AIVL has been the lower-risk option at 3.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GVLU or AIVL?

Over the 3-year period, GVLU has performed better with a 14.59% return vs 14.36%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GVLU or AIVL?

AIVL is cheaper with a 0.38% expense ratio, compared with 0.51% for GVLU.

Which ETF pays a higher dividend yield, GVLU or AIVL?

GVLU has the higher dividend yield at 5.64%, compared with 1.44% for AIVL.

What is the main difference between GVLU and AIVL?

They also come from different issuers: Gotham and WisdomTree. Their fees differ too: 0.51% for GVLU and 0.38% for AIVL.

Which has better risk-adjusted returns?

GVLU currently has the higher Sharpe Ratio (2.00 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.