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AVDE vs. AVSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVDE vs. AVSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and Avantis Responsible International Equity ETF (AVSD). The values are adjusted to include any dividend payments, if applicable.

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AVDE vs. AVSD - Yearly Performance Comparison


2026 (YTD)2025202420232022
AVDE
Avantis International Equity ETF
3.18%38.05%4.88%17.18%-8.59%
AVSD
Avantis Responsible International Equity ETF
-0.74%37.07%6.69%17.49%-9.69%

Returns By Period

In the year-to-date period, AVDE achieves a 3.18% return, which is significantly higher than AVSD's -0.74% return.


AVDE

1D
3.17%
1M
-7.88%
YTD
3.18%
6M
8.89%
1Y
31.90%
3Y*
17.75%
5Y*
9.87%
10Y*

AVSD

1D
3.47%
1M
-9.11%
YTD
-0.74%
6M
4.06%
1Y
26.30%
3Y*
16.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVDE vs. AVSD - Expense Ratio Comparison

Both AVDE and AVSD have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AVDE vs. AVSD — Risk / Return Rank

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

AVDE
AVDE Risk / Return Rank: 9090
Overall Rank
AVDE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVDE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AVDE Omega Ratio Rank: 9292
Omega Ratio Rank
AVDE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AVDE Martin Ratio Rank: 8989
Martin Ratio Rank

AVSD
AVSD Risk / Return Rank: 8080
Overall Rank
AVSD Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AVSD Sortino Ratio Rank: 8282
Sortino Ratio Rank
AVSD Omega Ratio Rank: 8181
Omega Ratio Rank
AVSD Calmar Ratio Rank: 7777
Calmar Ratio Rank
AVSD Martin Ratio Rank: 7878
Martin Ratio Rank
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.

AVDE vs. AVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and Avantis Responsible International Equity ETF (AVSD). 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.


AVDEAVSDDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.51

+0.37

Sortino ratio

Return per unit of downside risk

2.52

2.12

+0.40

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.08

Calmar ratio

Return relative to maximum drawdown

2.67

2.00

+0.67

Martin ratio

Return relative to average drawdown

10.64

8.11

+2.53

AVDE vs. AVSD - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.88, which is comparable to the AVSD Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of AVDE and AVSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AVDEAVSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.51

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.69

-0.09

Correlation

The correlation between AVDE and AVSD is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AVDE vs. AVSD - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.70%, more than AVSD's 2.65% yield.


TTM2025202420232022202120202019
AVDE
Avantis International Equity ETF
2.70%2.66%3.29%3.01%2.79%2.46%1.63%0.29%
AVSD
Avantis Responsible International Equity ETF
2.65%2.54%3.25%2.53%1.35%0.00%0.00%0.00%

Drawdowns

AVDE vs. AVSD - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, which is greater than AVSD's maximum drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for AVDE and AVSD.


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Drawdown Indicators


AVDEAVSDDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-25.56%

-11.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-12.63%

+1.15%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

Current Drawdown

Current decline from peak

-7.96%

-9.33%

+1.37%

Average Drawdown

Average peak-to-trough decline

-6.26%

-5.00%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.11%

-0.23%

Volatility

AVDE vs. AVSD - Volatility Comparison

The current volatility for Avantis International Equity ETF (AVDE) is 7.58%, while Avantis Responsible International Equity ETF (AVSD) has a volatility of 7.98%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than AVSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDEAVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

7.98%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

11.23%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.05%

17.48%

-0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.53%

-0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.94%

16.53%

+2.41%