WDTE vs. AIPO

Last updated Aug 4, 2026

WDTE (Defiance S&P 500 Weekly Distribution ETF) and AIPO (Defiance AI & Power Infrastructure ETF) are both exchange-traded funds - WDTE is a Derivative Income fund actively managed by Defiance, while AIPO is a Artificial Intelligence fund tracking the MarketVector™ US Listed AI and Power Infrastructure Index. WDTE is actively managed, while AIPO is passively managed. Over the past year, WDTE returned 18.84% vs 46.89% for AIPO. Their 0.67 correlation means they have sometimes moved together and sometimes differently. WDTE charges 1.03%/yr vs 0.69%/yr for AIPO.

Performance

WDTE vs. AIPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance S&P 500 Weekly Distribution ETF (WDTE) and Defiance AI & Power Infrastructure ETF (AIPO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WDTE achieves a 11.48% return, which is significantly lower than AIPO's 33.86% return.

WDTE

• 1D: 1.35%
• 1M: 1.73%
• 6M: 9.63%
• YTD: 11.48%
• 1Y: 18.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.37%

AIPO

• 1D: 3.42%
• 1M: -4.58%
• 6M: 20.17%
• YTD: 33.86%
• 1Y: 46.89%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 45.22%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AIPO Defiance AI & Power Infrastructure ETF	$42.27M	$38.04M	$47.00M
WDTE Defiance S&P 500 Weekly Distribution ETF	$430.65K	$531.30K	$694.88K

WDTE vs. AIPO - Yearly Performance Comparison

	2026 (YTD)	2025
WDTE Defiance S&P 500 Weekly Distribution ETF	11.48%	5.43%
AIPO Defiance AI & Power Infrastructure ETF	33.86%	9.46%

Correlation

The correlation between WDTE and AIPO is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.67
Correlation (All Time) Calculated using the full available price history since Jul 25, 2025	0.67

The correlation between WDTE and AIPO has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.

WDTE vs. AIPO - Sectors Allocation Comparison

Sectors	WDTE	AIPO
Technology	39.0%	15.7%
Financial Services	11.1%	2.9%
Communication Services	10.6%	0.5%
Consumer Cyclical	9.9%	0.7%
Healthcare	8.3%	-
Industrials	7.8%	58.0%
Consumer Defensive	4.5%	-
Energy	3.1%	6.8%
Utilities	2.1%	15.3%
Real Estate	1.8%	0.9%
Basic Materials	1.7%	-

Return for Risk

WDTE vs. AIPO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WDTE

WDTE Risk / Return Rank: 72
WDTE Sharpe Ratio Rank: 72
WDTE Sortino Ratio Rank: 66
WDTE Omega Ratio Rank: 75
WDTE Calmar Ratio Rank: 69
WDTE Martin Ratio Rank: 80

AIPO

AIPO Risk / Return Rank: 50
AIPO Sharpe Ratio Rank: 50
AIPO Sortino Ratio Rank: 47
AIPO Omega Ratio Rank: 47
AIPO Calmar Ratio Rank: 53
AIPO Martin Ratio Rank: 54

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WDTE vs. AIPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance S&P 500 Weekly Distribution ETF (WDTE) and Defiance AI & Power Infrastructure ETF (AIPO). 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.

	WDTE	AIPO	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.26	+0.43
Sortino ratio: Return per unit of downside risk	2.25	1.74	+0.50
Omega ratio: Gain probability vs. loss probability	1.32	1.22	+0.10
Calmar ratio: Return relative to maximum drawdown	2.47	1.93	+0.54
Martin ratio: Return relative to average drawdown	10.83	6.41	+4.41

WDTE vs. AIPO - Sharpe Ratio Comparison

The current WDTE Sharpe Ratio is 1.69, which is higher than the AIPO Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of WDTE and AIPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WDTE vs. AIPO - Drawdown Comparison

The maximum WDTE drawdown since its inception was -15.85%, smaller than the maximum AIPO drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for WDTE and AIPO.

Drawdown Indicators

	WDTE	AIPO	Difference
Max Drawdown Largest peak-to-trough decline	-15.85%	-24.36%	+8.51%
Max Drawdown (1Y) Largest decline over 1 year	-7.65%	-24.36%	+16.71%
Current Drawdown Current decline from peak	0.00%	-14.84%	+14.84%
Average Drawdown Average peak-to-trough decline	-1.82%	-5.31%	+3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.74%	7.33%	-5.59%

Volatility

WDTE vs. AIPO - Volatility Comparison

The current volatility for Defiance S&P 500 Weekly Distribution ETF (WDTE) is 3.11%, while Defiance AI & Power Infrastructure ETF (AIPO) has a volatility of 14.74%. This indicates that WDTE experiences smaller price fluctuations and is considered to be less risky than AIPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WDTE	AIPO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	14.74%	-11.63%
Volatility (6M) Calculated over the trailing 6-month period	9.38%	29.87%	-20.49%
Volatility (1Y) Calculated over the trailing 1-year period	11.24%	37.61%	-26.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.44%	37.27%	-25.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.44%	37.27%	-25.83%

WDTE vs. AIPO - Expense Ratio Comparison

WDTE has a 1.03% expense ratio, which is higher than AIPO's 0.69% expense ratio.

Dividends

WDTE vs. AIPO - Dividend Comparison

WDTE's dividend yield for the trailing twelve months is around 32.49%, more than AIPO's 0.01% yield.

Position	TTM	2025	2024	2023
AIPO Defiance AI & Power Infrastructure ETF	0.01%	0.01%	0.00%	0.00%
WDTE Defiance S&P 500 Weekly Distribution ETF	32.49%	35.78%	51.80%	16.41%

Frequently Asked Questions

Can I hold both WDTE and AIPO in my portfolio?

WDTE and AIPO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WDTE or AIPO?

AIPO has higher volatility (14.74%) compared to WDTE (3.11%). In terms of maximum drawdown, WDTE dropped -15.85% vs AIPO's -24.36%.

Which ETF is better, WDTE or AIPO?

On 1-year performance, AIPO leads with 46.89% vs 18.84% for WDTE. On fees, AIPO is cheaper at 0.69% per year. On volatility, WDTE has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WDTE or AIPO?

Over the 1-year period, AIPO has performed better with a 46.89% return vs 18.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WDTE or AIPO?

AIPO is cheaper with a 0.69% expense ratio, compared with 1.03% for WDTE.

Which ETF pays a higher dividend yield, WDTE or AIPO?

WDTE has the higher dividend yield at 32.49%, compared with 0.01% for AIPO.

What is the main difference between WDTE and AIPO?

WDTE is categorized as Derivative Income, while AIPO is Artificial Intelligence. Their fees differ too: 1.03% for WDTE and 0.69% for AIPO.

Which has better risk-adjusted returns?

WDTE currently has the higher Sharpe Ratio (1.69 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.