IVES vs. IBID

Last updated Jun 5, 2026

IVES (Dan IVES Wedbush AI Revolution ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - IVES is a Technology Equities fund tracking the Solactive Wedbush Artificial Intelligence Index, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. Both are passively managed. Over the past year, IVES returned 57.58% vs 4.68% for IBID. At a correlation of -0.14, they often move in opposite directions. IVES charges 0.75%/yr vs 0.10%/yr for IBID.

Performance

IVES vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVES achieves a 26.00% return, which is significantly higher than IBID's 2.40% return.

IVES

• 1D: -0.90%
• 1M: 16.50%
• YTD: 26.00%
• 6M: 22.83%
• 1Y: 57.58%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBID

• 1D: -0.05%
• 1M: 0.42%
• YTD: 2.40%
• 6M: 2.47%
• 1Y: 4.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVES vs. IBID - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	26.00%	25.06%
IBID iShares iBonds Oct 2027 Term TIPS ETF	2.40%	2.22%

Correlation

The correlation between IVES and IBID is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	-0.14

Return for Risk

IVES vs. IBID — Risk / Return Rank

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

IBID

IBID Risk / Return Rank: 97
IBID Sharpe Ratio Rank: 95
IBID Sortino Ratio Rank: 97
IBID Omega Ratio Rank: 97
IBID Calmar Ratio Rank: 98
IBID 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. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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	IBID	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.78	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.25	2.55	-0.29

Drawdowns

IVES vs. IBID - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for IVES and IBID.

Drawdown Indicators

	IVES	IBID	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-1.28%	-21.36%
Max Drawdown (1Y) Largest decline over 1 year	-22.64%	-0.36%	-22.28%
Current Drawdown Current decline from peak	-4.55%	-0.05%	-4.50%
Average Drawdown Average peak-to-trough decline	-5.62%	-0.22%	-5.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.12%	—

Volatility

Volatility by Period

	IVES	IBID	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.74%	1.24%	+24.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.74%	2.25%	+23.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.74%	2.25%	+23.49%

IVES vs. IBID - Expense Ratio Comparison

IVES has a 0.75% expense ratio, which is higher than IBID's 0.10% expense ratio.

Dividends

IVES vs. IBID - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.33%, less than IBID's 3.67% yield.

Position	TTM	2025	2024	2023
IBID iShares iBonds Oct 2027 Term TIPS ETF	3.67%	4.43%	4.24%	0.81%
IVES Dan IVES Wedbush AI Revolution ETF	0.33%	0.41%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IVES and IBID in my portfolio?

IVES and IBID have a correlation of -0.14, 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 IBID?

On 1-year performance, IVES leads with 57.58% vs 4.68% for IBID. On fees, IBID is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVES or IBID?

Over the 1-year period, IVES has performed better with a 57.58% return vs 4.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVES or IBID?

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

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

IBID has the higher dividend yield at 3.67%, compared with 0.33% for IVES.

What is the main difference between IVES and IBID?

IVES is categorized as Technology Equities, while IBID is Inflation-Protected Bonds. IVES tracks Solactive Wedbush Artificial Intelligence Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Wedbush and iShares. Their fees differ too: 0.75% for IVES and 0.10% for IBID.