IVES vs. SMCI
Compare and contrast key facts about Dan IVES Wedbush AI Revolution ETF (IVES) and Super Micro Computer, Inc. (SMCI).
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.
Performance
IVES vs. SMCI - Performance Comparison
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IVES vs. SMCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IVES Dan IVES Wedbush AI Revolution ETF | -9.27% | 25.06% |
SMCI Super Micro Computer, Inc. | -23.10% | -33.67% |
Returns By Period
In the year-to-date period, IVES achieves a -9.27% return, which is significantly higher than SMCI's -23.10% return.
IVES
- 1D
- 1.09%
- 1M
- -4.11%
- YTD
- -9.27%
- 6M
- -11.72%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SMCI
- 1D
- -1.14%
- 1M
- -29.28%
- YTD
- -23.10%
- 6M
- -57.03%
- 1Y
- -35.78%
- 3Y*
- 28.31%
- 5Y*
- 41.56%
- 10Y*
- 20.63%
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Return for Risk
IVES vs. SMCI — Risk / Return Rank
IVES
SMCI
IVES vs. SMCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and Super Micro Computer, Inc. (SMCI). 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.
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Sharpe Ratios by Period
| IVES | SMCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.45 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.30 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.30 | +0.37 |
Correlation
The correlation between IVES and SMCI is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IVES vs. SMCI - Dividend Comparison
IVES's dividend yield for the trailing twelve months is around 0.46%, while SMCI has not paid dividends to shareholders.
| TTM | 2025 | |
|---|---|---|
IVES Dan IVES Wedbush AI Revolution ETF | 0.46% | 0.41% |
SMCI Super Micro Computer, Inc. | 0.00% | 0.00% |
Drawdowns
IVES vs. SMCI - Drawdown Comparison
The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for IVES and SMCI.
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Drawdown Indicators
| IVES | SMCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.64% | -84.84% | +62.20% |
Max Drawdown (1Y)Largest decline over 1 year | — | -66.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -84.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -84.84% | — |
Current DrawdownCurrent decline from peak | -18.19% | -81.05% | +62.86% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -31.56% | +25.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 33.24% | — |
Volatility
IVES vs. SMCI - Volatility Comparison
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Volatility by Period
| IVES | SMCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 45.01% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 62.35% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.05% | 79.49% | -54.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.05% | 83.60% | -58.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 69.68% | -44.63% |