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IVEP vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVEP vs. IGF

Last updated Jun 24, 2026

IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) and IGF (iShares Global Infrastructure ETF) are both Industrials Equities funds - IVEP tracks the Solactive Wedbush AI Power & Infrastructure Index while IGF tracks the S&P Global Infrastructure Index (Net). Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. IVEP charges 0.75%/yr vs 0.39%/yr for IGF.

Performance

IVEP vs. IGF - Performance Comparison

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

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Returns By Period

IVEP

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

IGF

1D
-0.03%
1M
-0.16%
YTD
9.67%
6M
8.98%
1Y
17.62%
3Y*
16.78%
5Y*
10.70%
10Y*
8.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVEP vs. IGF - Yearly Performance Comparison

2026 (YTD)
IVEP
Dan IVES Wedbush AI Power & Infrastructure ETF		7.06%
IGF
iShares Global Infrastructure ETF		-0.59%

Correlation

The correlation between IVEP and IGF is 0.55, 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 Apr 8, 2026

0.55

IVEP vs. IGF - Sectors Allocation Comparison

Sectors
IVEP
IGF

Industrials

43.6%
40.6%

Utilities

22.5%
39.7%

Energy

13.0%
19.6%

Real Estate

10.9%
0.1%

Technology

7.7%

-

Basic Materials

2.4%

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

IVEP
43.6%
IGF
40.6%

Utilities

IVEP
22.5%
IGF
39.7%

Energy

IVEP
13.0%
IGF
19.6%

Real Estate

IVEP
10.9%
IGF
0.1%

Technology

IVEP
7.7%
IGF

-

Basic Materials

IVEP
2.4%
IGF

-

Communication Services

IVEP

-

IGF

-

Consumer Cyclical

IVEP

-

IGF

-

Consumer Defensive

IVEP

-

IGF

-

Financial Services

IVEP

-

IGF

-

Healthcare

IVEP

-

IGF

-

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Dan IVES Wedbush AI Power & Infrastructure ETF

iShares Global Infrastructure ETF

Often compared with IVEP:
IVEP vs. AIPOIVEP vs. IVESIVEP vs. DTCRIVEP vs. HVACIVEP vs. RIFRIVEP vs. TCAIIVEP vs. YCS
Often compared with IGF:
IGF vs. IFRAIGF vs. GIIIGF vs. NFRAIGF vs. SPYIGF vs. GLIFXIGF vs. VPUIGF vs. XLU

Return for Risk

IVEP vs. IGF — Risk / Return Rank

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

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

IGF
IGF Risk / Return Rank: 5353
Overall Rank
IGF Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5151
Sortino Ratio Rank
IGF Omega Ratio Rank: 4949
Omega Ratio Rank
IGF Calmar Ratio Rank: 6464
Calmar Ratio Rank
IGF Martin Ratio Rank: 5151
Martin Ratio Rank
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.

IVEP vs. IGF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP) and iShares Global Infrastructure ETF (IGF). 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.

IVEPIGFDifference
Sharpe ratioReturn per unit of total volatility

—

1.68

—

Sortino ratioReturn per unit of downside risk

—

2.39

—

Omega ratioGain probability vs. loss probability

—

1.30

—

Calmar ratioReturn relative to maximum drawdown

—

3.02

—

Martin ratioReturn relative to average drawdown

—

8.52

—

IVEP vs. IGF - Sharpe Ratio Comparison

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Drawdowns

IVEP vs. IGF - Drawdown Comparison

The maximum IVEP drawdown since its inception was -10.90%, smaller than the maximum IGF drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for IVEP and IGF.

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Drawdown Indicators

IVEPIGFDifference

Max Drawdown

Largest peak-to-trough decline

-10.90%

-58.33%

+47.43%

Max Drawdown (1Y)

Largest decline over 1 year

—

-5.87%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-14.28%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-20.83%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-42.11%

—

Current Drawdown

Current decline from peak

-4.10%

-2.99%

-1.11%

Average Drawdown

Average peak-to-trough decline

-2.78%

-11.84%

+9.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

2.07%

—

Volatility

IVEP vs. IGF - Volatility Comparison

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Volatility by Period

IVEPIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

3.35%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

8.73%

—

Volatility (1Y)

Calculated over the trailing 1-year period

29.34%

10.56%

+18.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.34%

13.96%

+15.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.34%

16.73%

+12.61%

IVEP vs. IGF - Expense Ratio Comparison

IVEP has a 0.75% expense ratio, which is higher than IGF's 0.39% expense ratio.

Dividends

IVEP vs. IGF - Dividend Comparison

IVEP has not paid dividends to shareholders, while IGF's dividend yield for the trailing twelve months is around 2.91%.

PositionTTM20252024202320222021202020192018201720162015
IGF
iShares Global Infrastructure ETF		2.91%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
IVEP
Dan IVES Wedbush AI Power & Infrastructure ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IVEP and IGF have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGF is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGF is cheaper with a 0.39% expense ratio, compared with 0.75% for IVEP.

IGF has the higher dividend yield at 2.91%, compared with 0.00% for IVEP.

IVEP tracks Solactive Wedbush AI Power & Infrastructure Index, while IGF tracks S&P Global Infrastructure Index (Net). They also come from different issuers: Wedbush and iShares. Their fees differ too: 0.75% for IVEP and 0.39% for IGF.

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