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AVDE vs. QGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDE vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with AVDE having a 10.87% return and QGRW slightly lower at 10.35%.


AVDE

1D
0.59%
1M
0.08%
YTD
10.87%
6M
12.42%
1Y
27.50%
3Y*
19.56%
5Y*
9.98%
10Y*

QGRW

1D
0.15%
1M
-2.31%
YTD
10.35%
6M
11.58%
1Y
29.61%
3Y*
26.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDE vs. QGRW - Yearly Performance Comparison


2026 (YTD)2025202420232022
AVDE
Avantis International Equity ETF
10.87%38.05%4.88%17.18%-2.13%
QGRW
WisdomTree U.S. Quality Growth Fund
10.35%19.20%34.85%56.05%-3.07%

Correlation

The correlation between AVDE and QGRW is 0.63, 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2022

0.59

The correlation between AVDE and QGRW has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

AVDE vs. QGRW - Sectors Allocation Comparison


Sectors
AVDE
QGRW

Financial Services

23.8%
4.1%

Industrials

20.3%
8.0%

Basic Materials

11.2%

-

Consumer Cyclical

9.3%
12.4%

Energy

8.0%
0.6%

Technology

7.1%
52.1%

Healthcare

5.8%
4.3%

Consumer Defensive

4.6%
0.5%

Utilities

4.4%
0.4%

Communication Services

3.8%
17.8%

Real Estate

1.7%

-

Financial Services

AVDE
23.8%
QGRW
4.1%

Industrials

AVDE
20.3%
QGRW
8.0%

Basic Materials

AVDE
11.2%
QGRW

-

Consumer Cyclical

AVDE
9.3%
QGRW
12.4%

Energy

AVDE
8.0%
QGRW
0.6%

Technology

AVDE
7.1%
QGRW
52.1%

Healthcare

AVDE
5.8%
QGRW
4.3%

Consumer Defensive

AVDE
4.6%
QGRW
0.5%

Utilities

AVDE
4.4%
QGRW
0.4%

Communication Services

AVDE
3.8%
QGRW
17.8%

Real Estate

AVDE
1.7%
QGRW

-

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Return for Risk

AVDE vs. QGRW — Risk / Return Rank

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

AVDE
AVDE Risk / Return Rank: 5858
Overall Rank
AVDE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
AVDE Sortino Ratio Rank: 6060
Sortino Ratio Rank
AVDE Omega Ratio Rank: 5959
Omega Ratio Rank
AVDE Calmar Ratio Rank: 5252
Calmar Ratio Rank
AVDE Martin Ratio Rank: 5858
Martin Ratio Rank

QGRW
QGRW Risk / Return Rank: 4747
Overall Rank
QGRW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 4646
Sortino Ratio Rank
QGRW Omega Ratio Rank: 4848
Omega Ratio Rank
QGRW Calmar Ratio Rank: 4141
Calmar Ratio Rank
QGRW Martin Ratio Rank: 4747
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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.


AVDEQGRWDifference
Sharpe ratioReturn per unit of total volatility

+0.23

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.32

1.27

+0.05

Calmar ratioReturn relative to maximum drawdown

2.30

1.80

+0.50

Martin ratioReturn relative to average drawdown

9.00

6.86

+2.13

AVDE vs. QGRW - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.76, which is comparable to the QGRW Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of AVDE and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVDE vs. QGRW - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for AVDE and QGRW.


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Drawdown Indicators


AVDEQGRWDifference

Max Drawdown

Largest peak-to-trough decline

-36.99%

-24.40%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.48%

-15.44%

+3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.46%

-24.40%

+10.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.73%

Current Drawdown

Current decline from peak

-1.09%

-5.67%

+4.58%

Average Drawdown

Average peak-to-trough decline

-6.15%

-3.27%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

4.04%

-1.10%

Volatility

AVDE vs. QGRW - Volatility Comparison

The current volatility for Avantis International Equity ETF (AVDE) is 5.57%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 7.09%. This indicates that AVDE experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDEQGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

7.09%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

12.80%

14.83%

-2.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.06%

18.25%

-3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.39%

21.20%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

21.20%

-2.27%

AVDE vs. QGRW - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than QGRW's 0.28% expense ratio.


Dividends

AVDE vs. QGRW - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 3.84%, more than QGRW's 0.08% yield.


PositionTTM2025202420232022202120202019
AVDE
Avantis International Equity ETF
3.84%2.66%3.29%3.01%2.79%2.46%1.63%0.29%
QGRW
WisdomTree U.S. Quality Growth Fund
0.08%0.09%0.14%0.11%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AVDE and QGRW have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QGRW has higher volatility (7.09%) compared to AVDE (5.57%). In terms of maximum drawdown, AVDE dropped -36.99% vs QGRW's -24.40%.

On 3-year performance, QGRW leads with 26.27% vs 19.56% for AVDE. On fees, AVDE is cheaper at 0.23% per year. On volatility, AVDE has been the lower-risk option at 5.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, QGRW has performed better with a 26.27% return vs 19.56%. 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 0.28% for QGRW.

AVDE has the higher dividend yield at 3.84%, compared with 0.08% for QGRW.

AVDE is categorized as Foreign Large Cap Equities, while QGRW is Large Cap Growth Equities. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.23% for AVDE and 0.28% for QGRW.

AVDE currently has the higher Sharpe Ratio (1.76 vs 1.52), 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.

Portfolio Optimizer

Find the right allocation for AVDE and QGRW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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