IVES vs. EXEQ

Last updated Aug 4, 2026

IVES (Dan IVES Wedbush AI Revolution ETF) and EXEQ (Wedbush ReturnOnLeadership U.S. Large-Cap ETF) are both exchange-traded funds - IVES is a Artificial Intelligence fund tracking the Solactive Wedbush Artificial Intelligence Index, while EXEQ is a Large Cap Blend Equities fund tracking the Solactive Indiggo ReturnOnLeadership U.S. Large-Cap Index. Both are passively managed. Their 0.61 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.75% expense ratio.

Performance

IVES vs. EXEQ - Performance Comparison

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

Returns By Period

IVES

• 1D: 3.61%
• 1M: 0.16%
• 6M: 15.32%
• YTD: 18.13%
• 1Y: 37.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 39.89%

EXEQ

• 1D: 1.56%
• 1M: 1.25%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	$1.23K	$1.30K	$2.52K
IVES Dan IVES Wedbush AI Revolution ETF	$10.92M	$16.04M	$21.36M

IVES vs. EXEQ - Yearly Performance Comparison

	2026 (YTD)
IVES Dan IVES Wedbush AI Revolution ETF	23.21%
EXEQ Wedbush ReturnOnLeadership U.S. Large-Cap ETF	11.32%

Correlation

The correlation between IVES and EXEQ is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 13, 2026	0.61

Return for Risk

IVES vs. EXEQ — Risk / Return Rank

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

IVES

IVES Risk / Return Rank: 48
IVES Sharpe Ratio Rank: 54
IVES Sortino Ratio Rank: 53
IVES Omega Ratio Rank: 49
IVES Calmar Ratio Rank: 46
IVES Martin Ratio Rank: 39

EXEQ

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

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.

IVES vs. EXEQ - Risk-Adjusted Trends Comparison

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

	IVES	EXEQ	Difference
Sharpe ratio: Return per unit of total volatility	1.36	—	—
Sortino ratio: Return per unit of downside risk	1.90	—	—
Omega ratio: Gain probability vs. loss probability	1.23	—	—
Calmar ratio: Return relative to maximum drawdown	1.68	—	—
Martin ratio: Return relative to average drawdown	4.11	—	—

Drawdowns

IVES vs. EXEQ - Drawdown Comparison

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

Drawdown Indicators

	IVES	EXEQ	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-8.92%	-13.72%
Max Drawdown (1Y) Largest decline over 1 year	-22.64%	—	—
Current Drawdown Current decline from peak	-10.52%	0.00%	-10.52%
Average Drawdown Average peak-to-trough decline	-6.43%	-1.78%	-4.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.23%	—	—

Volatility

Volatility by Period

	IVES	EXEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.41%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	28.14%	14.79%	+13.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.95%	14.79%	+12.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.95%	14.79%	+12.16%

IVES vs. EXEQ - Expense Ratio Comparison

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

Dividends

IVES vs. EXEQ - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.35%, more than EXEQ's 0.09% 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 IVES and EXEQ in my portfolio?

IVES and EXEQ have a correlation of 0.61, 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 EXEQ?

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 EXEQ?

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

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

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

What is the main difference between IVES and EXEQ?

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