TIIV vs. POW
TIIV (AAM Todd International Intrinsic Value ETF) and POW (VistaShares Electrification Supercycle ETF) are both Actively Managed funds. Both are actively managed. Their 0.62 correlation means they have sometimes moved together and sometimes differently. TIIV charges 0.54%/yr vs 0.75%/yr for POW.
Performance
TIIV vs. POW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TIIV achieves a 11.86% return, which is significantly lower than POW's 22.51% return.
TIIV
- 1D
- -0.44%
- 1M
- 2.59%
- 6M
- 5.27%
- YTD
- 11.86%
- 1Y
- 25.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 23.71%
POW
- 1D
- -3.76%
- 1M
- -20.54%
- 6M
- 6.26%
- YTD
- 22.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.43M | $2.30M | $3.15M | |
| $18.60K | $14.86K | $76.21K |
TIIV vs. POW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TIIV AAM Todd International Intrinsic Value ETF | 11.86% | 4.08% |
POW VistaShares Electrification Supercycle ETF | 22.51% | -1.70% |
Correlation
The correlation between TIIV and POW is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 28, 2025 | 0.62 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TIIV vs. POW — Risk / Return Rank
TIIV
POW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TIIV vs. POW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AAM Todd International Intrinsic Value ETF (TIIV) and VistaShares Electrification Supercycle ETF (POW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TIIV | POW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | — | — |
| Martin ratioReturn relative to average drawdown | 9.09 | — | — |
Loading charts...
Drawdowns
TIIV vs. POW - Drawdown Comparison
The maximum TIIV drawdown since its inception was -9.68%, smaller than the maximum POW drawdown of -28.02%. Use the drawdown chart below to compare losses from any high point for TIIV and POW.
Loading charts...
Drawdown Indicators
| TIIV | POW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.68% | -28.02% | +18.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.68% | — | — |
Current DrawdownCurrent decline from peak | -0.86% | -28.02% | +27.16% |
Average DrawdownAverage peak-to-trough decline | -1.79% | -5.33% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | — | — |
Volatility
TIIV vs. POW - Volatility Comparison
Loading charts...
Volatility by Period
| TIIV | POW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.16% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.32% | 33.78% | -19.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.38% | 33.78% | -19.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 33.78% | -19.40% |
TIIV vs. POW - Expense Ratio Comparison
TIIV has a 0.54% expense ratio, which is lower than POW's 0.75% expense ratio.
Dividends
TIIV vs. POW - Dividend Comparison
TIIV's dividend yield for the trailing twelve months is around 3.18%, more than POW's 0.16% yield.
| Position | TTM | 2025 |
|---|---|---|
POW VistaShares Electrification Supercycle ETF | 0.16% | 0.19% |
TIIV AAM Todd International Intrinsic Value ETF | 3.18% | 2.33% |
Frequently Asked Questions
TIIV and POW have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TIIV is cheaper at 0.54% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TIIV is cheaper with a 0.54% expense ratio, compared with 0.75% for POW.
TIIV has the higher dividend yield at 3.18%, compared with 0.16% for POW.
They also come from different issuers: AAM and VistaShares. Their fees differ too: 0.54% for TIIV and 0.75% for POW.
Find the right allocation for TIIV and POW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer