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IVES vs. SPMO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

IVES vs. SPMO

Last updated Apr 1, 2026

Compare and contrast key facts about Dan IVES Wedbush AI Revolution ETF (IVES) and Invesco S&P 500 Momentum ETF (SPMO).

IVES and SPMO 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. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015. Both IVES and SPMO 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. SPMO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and Invesco S&P 500 Momentum ETF (SPMO). The values are adjusted to include any dividend payments, if applicable.

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IVES vs. SPMO - Yearly Performance Comparison

2026 (YTD)2025
IVES
Dan IVES Wedbush AI Revolution ETF		-10.25%25.06%
SPMO
Invesco S&P 500 Momentum ETF		-5.78%12.05%

Returns By Period

In the year-to-date period, IVES achieves a -10.25% return, which is significantly lower than SPMO's -5.78% return.

IVES

1D
4.61%
1M
-4.73%
YTD
-10.25%
6M
-11.31%
1Y
—
3Y*
—
5Y*
—
10Y*
—

SPMO

1D
3.96%
1M
-5.89%
YTD
-5.78%
6M
-6.90%
1Y
22.23%
3Y*
28.36%
5Y*
17.17%
10Y*
17.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Dan IVES Wedbush AI Revolution ETF

Invesco S&P 500 Momentum ETF

Often compared with IVES:
IVES vs. QQQIVES vs. SCHGIVES vs. SKYYIVES vs. SMHIVES vs. AIPOIVES vs. BTEKIVES vs. RSPN
Often compared with SPMO:
SPMO vs. VOOSPMO vs. QQQSPMO vs. SCHGSPMO vs. MTUMSPMO vs. VUGSPMO vs. VFMOSPMO vs. XMMO

IVES vs. SPMO - Expense Ratio Comparison

IVES has a 0.75% expense ratio, which is higher than SPMO's 0.13% expense ratio.

IVES
Dan IVES Wedbush AI Revolution ETF
SPMO
Invesco S&P 500 Momentum ETF

Return for Risk

IVES vs. SPMO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IVES
SPMO
SPMO Risk / Return Rank: 6666
Overall Rank
SPMO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SPMO Sortino Ratio Rank: 6262
Sortino Ratio Rank
SPMO Omega Ratio Rank: 6565
Omega Ratio Rank
SPMO Calmar Ratio Rank: 7474
Calmar Ratio Rank
SPMO Martin Ratio Rank: 6868
Martin Ratio Rank
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. SPMO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and Invesco S&P 500 Momentum ETF (SPMO). 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.

IVES vs. SPMO - Sharpe Ratio Comparison

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Sharpe Ratios by Period

IVESSPMODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

—

0.98

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.91

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.86

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.85

-0.24

Correlation

The correlation between IVES and SPMO is 0.79, 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. SPMO - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.46%, less than SPMO's 0.91% yield.

TTM20252024202320222021202020192018201720162015
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%
SPMO
Invesco S&P 500 Momentum ETF		0.91%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%

Drawdowns

IVES vs. SPMO - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, smaller than the maximum SPMO drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for IVES and SPMO.

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Drawdown Indicators

IVESSPMODifference

Max Drawdown

Largest peak-to-trough decline

-22.64%

-30.95%

+8.31%

Max Drawdown (1Y)

Largest decline over 1 year

—

-12.70%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-22.74%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.95%

—

Current Drawdown

Current decline from peak

-19.07%

-9.24%

-9.83%

Average Drawdown

Average peak-to-trough decline

-5.65%

-4.66%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

3.57%

—

Volatility

IVES vs. SPMO - Volatility Comparison

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Volatility by Period

IVESSPMODifference

Volatility (1M)

Calculated over the trailing 1-month period

—

6.82%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

12.62%

—

Volatility (1Y)

Calculated over the trailing 1-year period

25.09%

22.68%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.09%

19.06%

+6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

20.08%

+5.01%