IVES vs. AIS

Last updated Jun 4, 2026

IVES (Dan IVES Wedbush AI Revolution ETF) and AIS (VistaShares Artificial Intelligence Supercycle ETF) are both Technology Equities funds. IVES is passively managed, while AIS is actively managed. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.75% expense ratio.

Performance

IVES vs. AIS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and VistaShares Artificial Intelligence Supercycle ETF (AIS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVES achieves a 27.14% return, which is significantly lower than AIS's 118.61% return.

IVES

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

AIS

• 1D: 0.72%
• 1M: 35.87%
• YTD: 118.61%
• 6M: 122.65%
• 1Y: 226.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVES vs. AIS - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	27.14%	25.06%
AIS VistaShares Artificial Intelligence Supercycle ETF	118.61%	47.65%

Correlation

The correlation between IVES and AIS is 0.79, 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 Jun 5, 2025	0.79

IVES vs. AIS - Sectors Allocation Comparison

Sectors	IVES	AIS
Technology	67.8%	84.6%
Consumer Cyclical	12.9%	-
Communication Services	11.8%	-
Industrials	4.3%	8.9%
Financial Services	1.7%	-0.0%
Utilities	1.7%	3.2%
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Real Estate	-	-

Return for Risk

IVES vs. AIS — Risk / Return Rank

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

AIS

AIS Risk / Return Rank: 97
AIS Sharpe Ratio Rank: 98
AIS Sortino Ratio Rank: 96
AIS Omega Ratio Rank: 96
AIS Calmar Ratio Rank: 98
AIS Martin Ratio Rank: 97

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.

IVES vs. AIS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and VistaShares Artificial Intelligence Supercycle ETF (AIS). 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.

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

Sharpe Ratios by Period

	IVES	AIS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	6.34	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.32	3.24	-0.92

Drawdowns

IVES vs. AIS - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum AIS drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for IVES and AIS.

Drawdown Indicators

	IVES	AIS	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-32.78%	+10.14%
Max Drawdown (1Y) Largest decline over 1 year	—	-15.84%	—
Current Drawdown Current decline from peak	-3.69%	0.00%	-3.69%
Average Drawdown Average peak-to-trough decline	-5.63%	-5.45%	-0.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.80%	—

Volatility

Volatility by Period

	IVES	AIS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	16.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	29.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.77%	36.00%	-10.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.77%	38.04%	-12.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.77%	38.04%	-12.27%

IVES vs. AIS - Expense Ratio Comparison

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

Dividends

IVES vs. AIS - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.33%, while AIS has not paid dividends to shareholders.

Position	TTM	2025
AIS VistaShares Artificial Intelligence Supercycle ETF	0.00%	0.00%
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%

Frequently Asked Questions

Can I hold both IVES and AIS in my portfolio?

IVES and AIS have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IVES or AIS?

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, IVES or AIS?

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

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

IVES has the higher dividend yield at 0.33%, compared with 0.00% for AIS.

What is the main difference between IVES and AIS?

They also come from different issuers: Wedbush and VistaShares.