IBDV vs. IVES

Last updated Jun 4, 2026

IBDV (iShares iBonds Dec 2030 Term Corporate ETF) and IVES (Dan IVES Wedbush AI Revolution ETF) are both exchange-traded funds - IBDV is a Corporate Bonds fund tracking the Bloomberg December 2030 Maturity Corporate Index, while IVES is a Technology Equities fund tracking the Solactive Wedbush Artificial Intelligence Index. Both are passively managed. At a 0.20 correlation, their price movements are largely independent. IBDV charges 0.10%/yr vs 0.75%/yr for IVES.

Performance

IBDV vs. IVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Corporate ETF (IBDV) and Dan IVES Wedbush AI Revolution ETF (IVES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IBDV achieves a 0.30% return, which is significantly lower than IVES's 27.14% return.

IBDV

• 1D: -0.11%
• 1M: 0.12%
• YTD: 0.30%
• 6M: 0.51%
• 1Y: 4.91%
• 3Y*: 5.56%
• 5Y*: 0.95%
• 10Y*: —

IVES

• 1D: -2.92%
• 1M: 18.28%
• YTD: 27.14%
• 6M: 24.59%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IBDV vs. IVES - Yearly Performance Comparison

	2026 (YTD)	2025
IBDV iShares iBonds Dec 2030 Term Corporate ETF	0.30%	4.16%
IVES Dan IVES Wedbush AI Revolution ETF	27.14%	25.06%

Correlation

The correlation between IBDV and IVES is 0.20, 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 Jun 5, 2025	0.20

Return for Risk

IBDV vs. IVES — Risk / Return Rank

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

IBDV

IBDV Risk / Return Rank: 50
IBDV Sharpe Ratio Rank: 49
IBDV Sortino Ratio Rank: 55
IBDV Omega Ratio Rank: 49
IBDV Calmar Ratio Rank: 48
IBDV Martin Ratio Rank: 49

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.

IBDV vs. IVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Corporate ETF (IBDV) 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.

	IBDV	IVES	Difference
Sharpe ratio: Return per unit of total volatility	1.69	—	—
Sortino ratio: Return per unit of downside risk	2.62	—	—
Omega ratio: Gain probability vs. loss probability	1.31	—	—
Calmar ratio: Return relative to maximum drawdown	2.38	—	—
Martin ratio: Return relative to average drawdown	8.25	—	—
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

	IBDV	IVES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.17	2.32	-2.15

Drawdowns

IBDV vs. IVES - Drawdown Comparison

The maximum IBDV drawdown since its inception was -21.85%, roughly equal to the maximum IVES drawdown of -22.64%. Use the drawdown chart below to compare losses from any high point for IBDV and IVES.

Drawdown Indicators

	IBDV	IVES	Difference
Max Drawdown Largest peak-to-trough decline	-21.85%	-22.64%	+0.79%
Max Drawdown (1Y) Largest decline over 1 year	-2.07%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-5.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.54%	—	—
Current Drawdown Current decline from peak	-0.93%	-3.69%	+2.76%
Average Drawdown Average peak-to-trough decline	-7.22%	-5.63%	-1.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.60%	—	—

Volatility

Volatility by Period

	IBDV	IVES	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.98%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.91%	25.77%	-22.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.44%	25.77%	-19.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.27%	25.77%	-19.50%

IBDV vs. IVES - Expense Ratio Comparison

IBDV has a 0.10% expense ratio, which is lower than IVES's 0.75% expense ratio.

Dividends

IBDV vs. IVES - Dividend Comparison

IBDV's dividend yield for the trailing twelve months is around 4.60%, more than IVES's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
IBDV iShares iBonds Dec 2030 Term Corporate ETF	4.60%	4.57%	4.69%	4.09%	3.02%	1.99%	0.90%
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IBDV and IVES in my portfolio?

IBDV and IVES have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IBDV or IVES?

On fees, IBDV is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IBDV or IVES?

IBDV is cheaper with a 0.10% expense ratio, compared with 0.75% for IVES.

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

IBDV has the higher dividend yield at 4.60%, compared with 0.33% for IVES.

What is the main difference between IBDV and IVES?

IBDV is categorized as Corporate Bonds, while IVES is Technology Equities. IBDV tracks Bloomberg December 2030 Maturity Corporate Index, while IVES tracks Solactive Wedbush Artificial Intelligence Index. They also come from different issuers: iShares and Wedbush. Their fees differ too: 0.10% for IBDV and 0.75% for IVES.