Dan IVES Wedbush AI Revolution ETF (IVES) Performance
IVES total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +22.3% since Dec 31, 2025
- 1 year
- +16.5% total return
- Since first price
- +53.0% since 2025
IVES trailing returns vs SPY, QQQ, AGG
| Period | IVES total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −7.3% | −7.3% | −1.0% | −5.0% | +0.9% |
| 3 months | +8.5% | +8.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +17.9% | +17.9% | +7.8% | +8.4% | −1.5% |
| YTD | +22.3% | +22.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +16.5% | +16.0% | +14.4% | +15.9% | −1.1% |
| Since inceptionJun 4, 2025 | +53.0% | +52.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: IVES vs SPY
From Jun 4, 2025: IVES grew to $15,299, SPY to $12,964.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
IVES returns by calendar year
2026 is year to date.
IVES annual returns table
| Year | IVES | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +22.3% | −19.1% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
IVES largest drawdowns
Now 8.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 29, 2025 | −22.6% | Mar 30, 2026 | May 6, 2026 | 5 months | 6 months |
| Jun 1, 2026 | −18.6% | Jul 29, 2026 | Sep 22, 2026 | 58 days | 4 months |
| Oct 6, 2026 | −10.1% | Oct 16, 2026 | not yet | 10 days | 17 days so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
IVES risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +39.8% |
| Volatility (annualized) | 31.4% |
| Sharpe ratio | 1.10 |
| Sortino ratio | 2.66 |
| Best month | +22.0% |
| Worst month | −7.6% |
| Best 12 months | +41.1% |
| Worst 12 months | +28.3% |
| Positive months | 60% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
IVES rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 5 | +12.1% | +28.7% | +41.1% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
IVES performance overview
Dan IVES Wedbush AI Revolution ETF (IVES) returned +16.5% over the past year, with distributions reinvested. Since its first recorded price on Jun 4, 2025 it has returned +53.0%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −22.6%, from Oct 29, 2025 to Mar 30, 2026, and it took 37 days to get back to the old high. Volatility has been 31.4% a year.
Related: IVES chart, IVES holdings, IVES dividends, IVES valuation. See the IVES overview for the latest quote and fund facts.
IVES performance FAQ
What is the IVES return over the past year?
IVES returned +16.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 16.0%.
How much would $10,000 invested in IVES be worth?
$10,000 invested in IVES at its first recorded close on June 4, 2025 would be worth about $15,299 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of IVES?
The largest peak-to-trough decline was −22.6% between October 29, 2025 and March 30, 2026. It recovered to the old high on May 6, 2026, 37 days after the bottom.
How volatile is IVES?
Over the past history IVES had an annualized volatility of 31.4% and a Sharpe ratio of 1.10 (excess return over 1–3 month T-bills per unit of risk).