IVES vs. LVHD

Last updated Aug 4, 2026

IVES (Dan IVES Wedbush AI Revolution ETF) and LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) are both exchange-traded funds - IVES is a Artificial Intelligence fund tracking the Solactive Wedbush Artificial Intelligence Index, while LVHD is a Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. Both are passively managed. Over the past year, IVES returned 37.89% vs 14.82% for LVHD. Their -0.23 correlation means they have often moved in opposite directions in the past. IVES charges 0.75%/yr vs 0.27%/yr for LVHD.

Performance

IVES vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IVES achieves a 18.13% return, which is significantly higher than LVHD's 13.57% return.

IVES

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

LVHD

• 1D: -0.01%
• 1M: -0.57%
• 6M: 7.71%
• YTD: 13.57%
• 1Y: 14.82%
• 3Y*: 10.47%
• 5Y*: 7.44%
• 10Y*: 8.26%
• ALL TIME*: 9.15%

*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)
IVES Dan IVES Wedbush AI Revolution ETF	$10.92M	$16.04M	$21.36M
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	$2.34M	$2.46M	$2.92M

IVES vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	18.13%	25.11%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	13.57%	2.70%

Correlation

The correlation between IVES and LVHD is -0.27, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.27
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	-0.23

IVES vs. LVHD - Sectors Allocation Comparison

Sectors	IVES	LVHD
Technology	71.4%	3.1%
Communication Services	11.9%	2.2%
Consumer Cyclical	9.4%	7.5%
Industrials	4.4%	4.9%
Financial Services	1.4%	8.6%
Utilities	1.4%	24.8%
Basic Materials	-	-
Consumer Defensive	-	21.8%
Energy	-	7.0%
Healthcare	-	4.7%
Real Estate	-	15.4%

Return for Risk

IVES vs. LVHD — 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

LVHD

LVHD Risk / Return Rank: 58
LVHD Sharpe Ratio Rank: 58
LVHD Sortino Ratio Rank: 62
LVHD Omega Ratio Rank: 54
LVHD Calmar Ratio Rank: 68
LVHD Martin Ratio Rank: 50

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. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	1.36	1.42	-0.06
Sortino ratio: Return per unit of downside risk	1.90	2.13	-0.24
Omega ratio: Gain probability vs. loss probability	1.23	1.25	-0.01
Calmar ratio: Return relative to maximum drawdown	1.68	2.41	-0.73
Martin ratio: Return relative to average drawdown	4.11	5.96	-1.85

IVES vs. LVHD - Sharpe Ratio Comparison

The current IVES Sharpe Ratio is 1.36, which is comparable to the LVHD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of IVES and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IVES vs. LVHD - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IVES and LVHD.

Drawdown Indicators

	IVES	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-37.32%	+14.68%
Max Drawdown (1Y) Largest decline over 1 year	-22.64%	-6.17%	-16.47%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-10.52%	-2.13%	-8.39%
Average Drawdown Average peak-to-trough decline	-6.43%	-4.00%	-2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.23%	2.49%	+6.74%

Volatility

IVES vs. LVHD - Volatility Comparison

Dan IVES Wedbush AI Revolution ETF (IVES) has a higher volatility of 8.88% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.27%. This indicates that IVES's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVES	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	4.27%	+4.61%
Volatility (6M) Calculated over the trailing 6-month period	22.41%	8.31%	+14.10%
Volatility (1Y) Calculated over the trailing 1-year period	28.14%	10.53%	+17.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.95%	13.05%	+13.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.95%	15.58%	+11.37%

IVES vs. LVHD - Expense Ratio Comparison

IVES has a 0.75% expense ratio, which is higher than LVHD's 0.27% expense ratio.

Dividends

IVES vs. LVHD - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.35%, less than LVHD's 3.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
IVES Dan IVES Wedbush AI Revolution ETF	0.35%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.20%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%

Frequently Asked Questions

Can I hold both IVES and LVHD in my portfolio?

IVES and LVHD have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVES or LVHD?

IVES has higher volatility (8.88%) compared to LVHD (4.27%). In terms of maximum drawdown, IVES dropped -22.64% vs LVHD's -37.32%.

Which ETF is better, IVES or LVHD?

On 1-year performance, IVES leads with 37.89% vs 14.82% for LVHD. On fees, LVHD is cheaper at 0.27% per year. On volatility, LVHD has been the lower-risk option at 4.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVES or LVHD?

Over the 1-year period, IVES has performed better with a 37.89% return vs 14.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVES or LVHD?

LVHD is cheaper with a 0.27% expense ratio, compared with 0.75% for IVES.

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

LVHD has the higher dividend yield at 3.20%, compared with 0.35% for IVES.

What is the main difference between IVES and LVHD?

IVES is categorized as Artificial Intelligence, while LVHD is Dividend. IVES tracks Solactive Wedbush Artificial Intelligence Index, while LVHD tracks Franklin U.S. Low Volatility High Dividend Index. They also come from different issuers: Wedbush and Franklin Templeton. Their fees differ too: 0.75% for IVES and 0.27% for LVHD.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.42 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.