IVES vs. TRUT

Last updated Apr 1, 2026

Compare and contrast key facts about Dan IVES Wedbush AI Revolution ETF (IVES) and Vaneck Technology Trusector ETF (TRUT).

IVES and TRUT 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. TRUT is an actively managed fund by VanEck. It was launched on Aug 20, 2025.

Performance

IVES vs. TRUT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dan IVES Wedbush AI Revolution ETF (IVES) and Vaneck Technology Trusector ETF (TRUT). The values are adjusted to include any dividend payments, if applicable.

IVES vs. TRUT - Yearly Performance Comparison

	2026 (YTD)	2025
IVES Dan IVES Wedbush AI Revolution ETF	-10.25%	16.82%
TRUT Vaneck Technology Trusector ETF	-9.61%	10.16%

Returns By Period

In the year-to-date period, IVES achieves a -10.25% return, which is significantly lower than TRUT's -9.61% return.

IVES

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

TRUT

• 1D: 4.20%
• 1M: -3.85%
• YTD: -9.61%
• 6M: -8.33%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IVES vs. TRUT - Expense Ratio Comparison

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

IVES

Dan IVES Wedbush AI Revolution ETF

TRUT

Vaneck Technology Trusector ETF

Return for Risk

IVES vs. TRUT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dan IVES Wedbush AI Revolution ETF (IVES) and Vaneck Technology Trusector ETF (TRUT). 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	TRUT	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	-0.03	+0.64

Correlation

The correlation between IVES and TRUT 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. TRUT - Dividend Comparison

IVES's dividend yield for the trailing twelve months is around 0.46%, more than TRUT's 0.15% yield.

	TTM	2025
IVES Dan IVES Wedbush AI Revolution ETF	0.46%	0.41%
TRUT Vaneck Technology Trusector ETF	0.15%	0.14%

Drawdowns

IVES vs. TRUT - Drawdown Comparison

The maximum IVES drawdown since its inception was -22.64%, which is greater than TRUT's maximum drawdown of -18.55%. Use the drawdown chart below to compare losses from any high point for IVES and TRUT.

Drawdown Indicators

	IVES	TRUT	Difference
Max Drawdown Largest peak-to-trough decline	-22.64%	-18.55%	-4.09%
Current Drawdown Current decline from peak	-19.07%	-15.13%	-3.94%
Average Drawdown Average peak-to-trough decline	-5.65%	-5.79%	+0.14%

Volatility

Volatility by Period

	IVES	TRUT	Difference
Volatility (1Y) Calculated over the trailing 1-year period	25.09%	21.41%	+3.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.09%	21.41%	+3.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.09%	21.41%	+3.68%