STXV vs. IVEP

Last updated Jun 5, 2026

STXV (Strive 1000 Value ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - STXV is a Large Cap Value Equities fund tracking the Bloomberg US 1000 Value, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. Both are passively managed. At a 0.39 correlation, their price movements are largely independent. STXV charges 0.18%/yr vs 0.75%/yr for IVEP.

Performance

STXV vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

STXV

• 1D: 0.90%
• 1M: 3.11%
• YTD: 13.51%
• 6M: 14.95%
• 1Y: 29.06%
• 3Y*: 18.59%
• 5Y*: —
• 10Y*: —

IVEP

• 1D: 0.13%
• 1M: -1.91%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

STXV vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
STXV Strive 1000 Value ETF	5.32%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.51%

Correlation

The correlation between STXV and IVEP is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 9, 2026	0.39

Return for Risk

STXV vs. IVEP — Risk / Return Rank

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

STXV

STXV Risk / Return Rank: 88
STXV Sharpe Ratio Rank: 88
STXV Sortino Ratio Rank: 89
STXV Omega Ratio Rank: 87
STXV Calmar Ratio Rank: 88
STXV Martin Ratio Rank: 87

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.

STXV vs. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) 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.

	STXV	IVEP	Difference
Sharpe ratio: Return per unit of total volatility	2.90	—	—
Sortino ratio: Return per unit of downside risk	4.10	—	—
Omega ratio: Gain probability vs. loss probability	1.52	—	—
Calmar ratio: Return relative to maximum drawdown	5.03	—	—
Martin ratio: Return relative to average drawdown	18.31	—	—
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

	STXV	IVEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.90	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	2.63	-1.53

Drawdowns

STXV vs. IVEP - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, which is greater than IVEP's maximum drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for STXV and IVEP.

Drawdown Indicators

	STXV	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-7.34%	-7.46%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-14.80%	—	—
Current Drawdown Current decline from peak	0.00%	-3.18%	+3.18%
Average Drawdown Average peak-to-trough decline	-2.75%	-2.00%	-0.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.59%	—	—

Volatility

Volatility by Period

	STXV	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	—	—
Volatility (6M) Calculated over the trailing 6-month period	7.07%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.10%	25.95%	-15.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.22%	25.95%	-12.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.22%	25.95%	-12.73%

STXV vs. IVEP - Expense Ratio Comparison

STXV has a 0.18% expense ratio, which is lower than IVEP's 0.75% expense ratio.

Dividends

STXV vs. IVEP - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.22%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%	0.00%	0.00%	0.00%
STXV Strive 1000 Value ETF	2.22%	2.37%	2.36%	2.05%	0.47%

Frequently Asked Questions

Can I hold both STXV and IVEP in my portfolio?

STXV and IVEP have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, STXV or IVEP?

On fees, STXV is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, STXV or IVEP?

STXV is cheaper with a 0.18% expense ratio, compared with 0.75% for IVEP.

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

STXV has the higher dividend yield at 2.22%, compared with 0.00% for IVEP.

What is the main difference between STXV and IVEP?

STXV is categorized as Large Cap Value Equities, while IVEP is Industrials Equities. STXV tracks Bloomberg US 1000 Value, while IVEP tracks Solactive Wedbush AI Power & Infrastructure Index. They also come from different issuers: Strive and Wedbush. Their fees differ too: 0.18% for STXV and 0.75% for IVEP.