AVDE vs. DIVB
AVDE (Avantis International Equity ETF) and DIVB (iShares U.S. Dividend and Buyback ETF) are both exchange-traded funds - AVDE is a Foreign Large Cap Equities fund actively managed by Avantis, while DIVB is a Large Cap Blend Equities fund tracking the Morningstar US Dividend and Buyback Index. AVDE is actively managed, while DIVB is passively managed. Over the past 5 years, AVDE returned 9.61%/yr vs 11.98%/yr for DIVB. A 0.77 correlation means they provide meaningful diversification when combined. AVDE charges 0.23%/yr vs 0.25%/yr for DIVB.
Performance
AVDE vs. DIVB - Performance Comparison
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Returns By Period
In the year-to-date period, AVDE achieves a 8.71% return, which is significantly lower than DIVB's 16.10% return.
AVDE
- 1D
- 0.36%
- 1M
- -1.91%
- YTD
- 8.71%
- 6M
- 11.46%
- 1Y
- 25.00%
- 3Y*
- 19.31%
- 5Y*
- 9.61%
- 10Y*
- —
DIVB
- 1D
- 0.09%
- 1M
- 5.36%
- YTD
- 16.10%
- 6M
- 16.58%
- 1Y
- 27.52%
- 3Y*
- 21.21%
- 5Y*
- 11.98%
- 10Y*
- —
AVDE vs. DIVB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 8.71% | 38.05% | 4.88% | 17.18% | -13.68% | 13.62% | 8.26% | 8.07% |
DIVB iShares U.S. Dividend and Buyback ETF | 16.10% | 15.09% | 18.59% | 13.27% | -10.51% | 31.29% | 10.78% | 9.73% |
Correlation
The correlation between AVDE and DIVB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.77 |
The correlation between AVDE and DIVB shifts across timeframes, from 0.64 (1 year) to 0.77 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AVDE vs. DIVB — Risk / Return Rank
AVDE
DIVB
AVDE vs. DIVB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and iShares U.S. Dividend and Buyback ETF (DIVB). 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.
| AVDE | DIVB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.42 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 4.05 | -1.86 |
| Martin ratioReturn relative to average drawdown | 8.59 | 13.75 | -5.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AVDE | DIVB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.71 | 2.40 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.79 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.75 | -0.12 |
Drawdowns
AVDE vs. DIVB - Drawdown Comparison
The maximum AVDE drawdown since its inception was -36.99%, roughly equal to the maximum DIVB drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for AVDE and DIVB.
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Drawdown Indicators
| AVDE | DIVB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.99% | -36.93% | -0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.48% | -6.82% | -4.66% |
Max Drawdown (3Y)Largest decline over 3 years | -13.46% | -15.45% | +1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -28.73% | -21.08% | -7.65% |
Current DrawdownCurrent decline from peak | -3.02% | -1.98% | -1.04% |
Average DrawdownAverage peak-to-trough decline | -6.16% | -4.99% | -1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.01% | +0.91% |
Volatility
AVDE vs. DIVB - Volatility Comparison
Avantis International Equity ETF (AVDE) has a higher volatility of 4.67% compared to iShares U.S. Dividend and Buyback ETF (DIVB) at 4.05%. This indicates that AVDE's price experiences larger fluctuations and is considered to be riskier than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDE | DIVB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.05% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 8.68% | +3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.75% | 11.53% | +3.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 15.26% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 18.38% | +0.54% |
AVDE vs. DIVB - Expense Ratio Comparison
AVDE has a 0.23% expense ratio, which is lower than DIVB's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AVDE vs. DIVB - Dividend Comparison
AVDE's dividend yield for the trailing twelve months is around 2.56%, more than DIVB's 2.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
AVDE Avantis International Equity ETF | 2.56% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% |
DIVB iShares U.S. Dividend and Buyback ETF | 2.21% | 2.50% | 2.61% | 3.18% | 2.02% | 1.63% | 2.08% | 2.07% | 2.52% | 0.37% |
Frequently Asked Questions
AVDE and DIVB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AVDE has higher volatility (4.67%) compared to DIVB (4.05%). In terms of maximum drawdown, AVDE dropped -36.99% vs DIVB's -36.93%.
On 5-year performance, DIVB leads with 11.98% vs 9.61% for AVDE. On fees, AVDE is cheaper at 0.23% per year. On volatility, DIVB has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DIVB has performed better with a 11.98% return vs 9.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVDE is cheaper with a 0.23% expense ratio, compared with 0.25% for DIVB.
AVDE has the higher dividend yield at 2.56%, compared with 2.21% for DIVB.
AVDE is categorized as Foreign Large Cap Equities, while DIVB is Large Cap Blend Equities. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.23% for AVDE and 0.25% for DIVB.
DIVB currently has the higher Sharpe Ratio (2.40 vs 1.71), 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.
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