SDVD vs. IVEP

Last updated Jun 4, 2026

SDVD (FT Vest SMID Rising Dividend Achievers Target Income ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - SDVD is a Derivative Income fund tracking the Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. Both are passively managed. A 0.55 correlation means they provide meaningful diversification when combined. SDVD charges 0.85%/yr vs 0.75%/yr for IVEP.

Performance

SDVD vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SDVD

• 1D: -0.22%
• 1M: -1.53%
• YTD: 7.75%
• 6M: 8.14%
• 1Y: 19.64%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IVEP

• 1D: -0.87%
• 1M: -1.63%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SDVD vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF	-0.59%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.37%

Correlation

The correlation between SDVD and IVEP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026	0.55

Return for Risk

SDVD vs. IVEP — Risk / Return Rank

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

SDVD

SDVD Risk / Return Rank: 43
SDVD Sharpe Ratio Rank: 39
SDVD Sortino Ratio Rank: 43
SDVD Omega Ratio Rank: 38
SDVD Calmar Ratio Rank: 47
SDVD Martin Ratio Rank: 47

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.

SDVD vs. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest SMID Rising Dividend Achievers Target Income ETF (SDVD) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). 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.

	SDVD	IVEP	Difference
Sharpe ratio Return per unit of total volatility	1.38	—	—
Sortino ratio Return per unit of downside risk	2.13	—	—
Omega ratio Gain probability vs. loss probability	1.25	—	—
Calmar ratio Return relative to maximum drawdown	2.25	—	—
Martin ratio Return relative to average drawdown	7.65	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SDVD	IVEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.38	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.77	2.62	-1.85

Drawdowns

SDVD vs. IVEP - Drawdown Comparison

The maximum SDVD drawdown since its inception was -24.17%, which is greater than IVEP's maximum drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for SDVD and IVEP.

Drawdown Indicators

	SDVD	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-24.17%	-7.34%	-16.83%
Max Drawdown (1Y) Largest decline over 1 year	-8.76%	—	—
Current Drawdown Current decline from peak	-3.31%	-3.31%	0.00%
Average Drawdown Average peak-to-trough decline	-4.86%	-1.97%	-2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.57%	—	—

Volatility

Volatility by Period

	SDVD	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	14.31%	26.29%	-11.98%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.19%	26.29%	-8.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	26.29%	-8.10%

SDVD vs. IVEP - Expense Ratio Comparison

SDVD has a 0.85% expense ratio, which is higher than IVEP's 0.75% expense ratio.

Dividends

SDVD vs. IVEP - Dividend Comparison

SDVD's dividend yield for the trailing twelve months is around 8.95%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%	0.00%
SDVD FT Vest SMID Rising Dividend Achievers Target Income ETF	8.95%	8.36%	9.26%	3.18%

Frequently Asked Questions

Can I hold both SDVD and IVEP in my portfolio?

SDVD and IVEP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SDVD or IVEP?

On fees, IVEP is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDVD or IVEP?

IVEP is cheaper with a 0.75% expense ratio, compared with 0.85% for SDVD.

Which ETF pays a higher dividend yield, SDVD or IVEP?

SDVD has the higher dividend yield at 8.95%, compared with 0.00% for IVEP.

What is the main difference between SDVD and IVEP?

SDVD is categorized as Derivative Income, while IVEP is Industrials Equities. SDVD tracks Nasdaq US Small-Mid Cap Rising Dividend Achievers Index, while IVEP tracks Solactive Wedbush AI Power & Infrastructure Index. They also come from different issuers: First Trust and Wedbush. Their fees differ too: 0.85% for SDVD and 0.75% for IVEP.