XUDV vs. IVEP

Last updated Jun 4, 2026

XUDV (Franklin U.S. Dividend Booster Index ETF) and IVEP (Dan IVES Wedbush AI Power & Infrastructure ETF) are both exchange-traded funds - XUDV is a Dividend fund tracking the VettaFi New Frontier U.S. Dividend Select Index, while IVEP is a Industrials Equities fund tracking the Solactive Wedbush AI Power & Infrastructure Index. Both are passively managed. At a 0.37 correlation, their price movements are largely independent. XUDV charges 0.09%/yr vs 0.75%/yr for IVEP.

Performance

XUDV vs. IVEP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) and Dan IVES Wedbush AI Power & Infrastructure ETF (IVEP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XUDV

• 1D: -1.47%
• 1M: 4.20%
• YTD: 19.02%
• 6M: 19.23%
• 1Y: 29.58%
• 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)

XUDV vs. IVEP - Yearly Performance Comparison

	2026 (YTD)
XUDV Franklin U.S. Dividend Booster Index ETF	9.37%
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	8.37%

Correlation

The correlation between XUDV and IVEP is 0.37, 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	0.37

Return for Risk

XUDV vs. IVEP — Risk / Return Rank

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

XUDV

XUDV Risk / Return Rank: 77
XUDV Sharpe Ratio Rank: 75
XUDV Sortino Ratio Rank: 77
XUDV Omega Ratio Rank: 68
XUDV Calmar Ratio Rank: 85
XUDV Martin Ratio Rank: 81

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.

XUDV vs. IVEP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) 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.

	XUDV	IVEP	Difference
Sharpe ratio: Return per unit of total volatility	2.43	—	—
Sortino ratio: Return per unit of downside risk	3.42	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	4.69	—	—
Martin ratio: Return relative to average drawdown	15.94	—	—
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

	XUDV	IVEP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.26	2.62	-1.36

Drawdowns

XUDV vs. IVEP - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, which is greater than IVEP's maximum drawdown of -7.34%. Use the drawdown chart below to compare losses from any high point for XUDV and IVEP.

Drawdown Indicators

	XUDV	IVEP	Difference
Max Drawdown Largest peak-to-trough decline	-15.98%	-7.34%	-8.64%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	—	—
Current Drawdown Current decline from peak	-1.85%	-3.31%	+1.46%
Average Drawdown Average peak-to-trough decline	-2.10%	-1.97%	-0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.86%	—	—

Volatility

Volatility by Period

	XUDV	IVEP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.25%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.27%	26.29%	-14.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.34%	26.29%	-9.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	26.29%	-9.95%

XUDV vs. IVEP - Expense Ratio Comparison

XUDV has a 0.09% expense ratio, which is lower than IVEP's 0.75% expense ratio.

Dividends

XUDV vs. IVEP - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.48%, while IVEP has not paid dividends to shareholders.

Position	TTM	2025
IVEP Dan IVES Wedbush AI Power & Infrastructure ETF	0.00%	0.00%
XUDV Franklin U.S. Dividend Booster Index ETF	3.48%	3.80%

Frequently Asked Questions

Can I hold both XUDV and IVEP in my portfolio?

XUDV and IVEP have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XUDV or IVEP?

On fees, XUDV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XUDV or IVEP?

XUDV is cheaper with a 0.09% expense ratio, compared with 0.75% for IVEP.

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

XUDV has the higher dividend yield at 3.48%, compared with 0.00% for IVEP.

What is the main difference between XUDV and IVEP?

XUDV is categorized as Dividend, while IVEP is Industrials Equities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while IVEP tracks Solactive Wedbush AI Power & Infrastructure Index. They also come from different issuers: Franklin and Wedbush. Their fees differ too: 0.09% for XUDV and 0.75% for IVEP.