IVES vs. SCHG

Last updated Apr 2, 2026

Compare and contrast key facts about Dan IVES Wedbush AI Revolution ETF (IVES) and Schwab U.S. Large-Cap Growth ETF (SCHG).

IVES and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IVES is a passively managed fund by Wedbush that tracks the performance of the Solactive Wedbush Artificial Intelligence Index. It was launched on Jun 4, 2025. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009. Both IVES and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IVES vs. SCHG - Performance Comparison

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

IVES vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	-9.27%	25.06%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.73%	16.71%

Returns By Period

The year-to-date returns for both stocks are quite close, with IVES having a -9.27% return and SCHG slightly lower at -9.73%.

IVES

• 1D: 1.09%
• 1M: -4.11%
• YTD: -9.27%
• 6M: -11.72%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SCHG

• 1D: 0.96%
• 1M: -4.46%
• YTD: -9.73%
• 6M: -8.15%
• 1Y: 17.00%
• 3Y*: 22.30%
• 5Y*: 12.76%
• 10Y*: 16.95%

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

IVES vs. SCHG - Expense Ratio Comparison

IVES has a 0.75% expense ratio, which is higher than SCHG's 0.04% expense ratio.

IVES

Dan IVES Wedbush AI Revolution ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

IVES vs. SCHG — Risk / Return Rank

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

SCHG

SCHG Risk / Return Rank: 41
SCHG Sharpe Ratio Rank: 39
SCHG Sortino Ratio Rank: 43
SCHG Omega Ratio Rank: 42
SCHG Calmar Ratio Rank: 40
SCHG Martin Ratio Rank: 39

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.76	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.57	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.79	-0.13

Correlation

The correlation between IVES and SCHG is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

IVES vs. SCHG - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.46%, more than SCHG's 0.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IVES Dan IVES Wedbush AI Revolution ETF	0.46%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

IVES vs. SCHG - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum SCHG drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for IVES and SCHG.

Drawdown Indicators

	IVES	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-34.59%	+11.95%
Max Drawdown (1Y) Largest decline over 1 year	—	-16.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.59%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.59%	—
Current Drawdown Current decline from peak	-18.19%	-12.51%	-5.68%
Average Drawdown Average peak-to-trough decline	-5.71%	-5.22%	-0.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.84%	—

Volatility

Volatility by Period

	IVES	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.54%	—
Volatility (1Y) Calculated over the trailing 1-year period	25.05%	22.45%	+2.60%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.05%	22.31%	+2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.05%	21.51%	+3.54%