SAF.PA vs. AIVI

Last updated Jun 5, 2026

SAF.PA (Safran SA) is a stock, while AIVI (WisdomTree International Al Enhanced Value Fund) is Foreign Large Cap Equities fund actively managed by WisdomTree. Over the past 10 years, SAF.PA returned 18.41%/yr vs 8.46%/yr for AIVI. At a 0.42 correlation, their price movements are largely independent.

Performance

SAF.PA vs. AIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Safran SA (SAF.PA) and WisdomTree International Al Enhanced Value Fund (AIVI). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SAF.PA is traded in EUR, while AIVI is traded in USD. To make them comparable, the AIVI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAF.PA achieves a 2.11% return, which is significantly lower than AIVI's 10.15% return. Over the past 10 years, SAF.PA has outperformed AIVI with an annualized return of 18.41%, while AIVI has yielded a comparatively lower 8.46% annualized return.

SAF.PA

• 1D: 2.21%
• 1M: 6.07%
• YTD: 2.11%
• 6M: 2.94%
• 1Y: 14.29%
• 3Y*: 31.24%
• 5Y*: 20.77%
• 10Y*: 18.41%

AIVI

• 1D: 0.12%
• 1M: 0.21%
• YTD: 10.15%
• 6M: 13.26%
• 1Y: 19.81%
• 3Y*: 14.95%
• 5Y*: 10.91%
• 10Y*: 8.46%

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

SAF.PA vs. AIVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAF.PA Safran SA	2.11%	41.80%	34.36%	37.72%	9.15%	-6.83%	-15.76%	32.58%	24.67%	26.88%
AIVI WisdomTree International Al Enhanced Value Fund	10.15%	22.22%	8.81%	14.57%	-4.19%	17.51%	-9.42%	20.21%	-4.99%	5.80%

Correlation

The correlation between SAF.PA and AIVI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.40
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007	0.42

The correlation between SAF.PA and AIVI shifts across timeframes, from 0.29 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

Return for Risk

SAF.PA vs. AIVI — Risk / Return Rank

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

SAF.PA

SAF.PA Risk / Return Rank: 55
SAF.PA Sharpe Ratio Rank: 57
SAF.PA Sortino Ratio Rank: 52
SAF.PA Omega Ratio Rank: 51
SAF.PA Calmar Ratio Rank: 55
SAF.PA Martin Ratio Rank: 58

AIVI

AIVI Risk / Return Rank: 48
AIVI Sharpe Ratio Rank: 51
AIVI Sortino Ratio Rank: 50
AIVI Omega Ratio Rank: 50
AIVI Calmar Ratio Rank: 44
AIVI Martin Ratio Rank: 46

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.

SAF.PA vs. AIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Safran SA (SAF.PA) and WisdomTree International Al Enhanced Value Fund (AIVI). 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.

	SAF.PA	AIVI	Difference
Sharpe ratio: Return per unit of total volatility	0.45	1.76	-1.31
Sortino ratio: Return per unit of downside risk	0.91	2.42	-1.51
Omega ratio: Gain probability vs. loss probability	1.11	1.32	-0.21
Calmar ratio: Return relative to maximum drawdown	0.60	2.19	-1.59
Martin ratio: Return relative to average drawdown	1.65	8.20	-6.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAF.PA vs. AIVI - Sharpe Ratio Comparison

The current SAF.PA Sharpe Ratio is 0.45, which is lower than the AIVI Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of SAF.PA and AIVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SAF.PA	AIVI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.45	1.76	-1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.72	0.89	-0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.55	0.56	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.24	+0.14

Drawdowns

SAF.PA vs. AIVI - Drawdown Comparison

The maximum SAF.PA drawdown since its inception was -92.64%, which is greater than AIVI's maximum drawdown of -60.91%. Use the drawdown chart below to compare losses from any high point for SAF.PA and AIVI.

Drawdown Indicators

	SAF.PA	AIVI	Difference
Max Drawdown Largest peak-to-trough decline	-92.64%	-60.91%	-31.73%
Max Drawdown (1Y) Largest decline over 1 year	-23.62%	-9.07%	-14.55%
Max Drawdown (3Y) Largest decline over 3 years	-23.62%	-11.96%	-11.66%
Max Drawdown (5Y) Largest decline over 5 years	-29.84%	-15.38%	-14.46%
Max Drawdown (10Y) Largest decline over 10 years	-64.63%	-34.65%	-29.98%
Current Drawdown Current decline from peak	-12.54%	-2.43%	-10.11%
Average Drawdown Average peak-to-trough decline	-36.06%	-12.56%	-23.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.66%	2.42%	+6.24%

Volatility

SAF.PA vs. AIVI - Volatility Comparison

Safran SA (SAF.PA) has a higher volatility of 10.04% compared to WisdomTree International Al Enhanced Value Fund (AIVI) at 2.73%. This indicates that SAF.PA's price experiences larger fluctuations and is considered to be riskier than AIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SAF.PA	AIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.04%	2.73%	+7.31%
Volatility (6M) Calculated over the trailing 6-month period	27.58%	9.11%	+18.47%
Volatility (1Y) Calculated over the trailing 1-year period	31.29%	11.31%	+19.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.32%	12.33%	+15.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.13%	15.08%	+18.05%

Dividends

SAF.PA vs. AIVI - Dividend Comparison

SAF.PA's dividend yield for the trailing twelve months is around 1.12%, less than AIVI's 4.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIVI WisdomTree International Al Enhanced Value Fund	4.26%	4.70%	4.94%	5.05%	4.32%	5.53%	3.50%	4.31%	4.21%	3.65%	3.98%	4.23%
SAF.PA Safran SA	1.12%	0.98%	1.04%	0.85%	0.43%	0.40%	0.00%	1.32%	1.53%	0.97%	2.15%	1.96%

Frequently Asked Questions

Can I hold both SAF.PA and AIVI in my portfolio?

SAF.PA and AIVI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.