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AVDV vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

AVDV vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVDV achieves a 14.99% return, which is significantly higher than BTC-USD's -27.32% return.


AVDV

1D
0.89%
1M
-1.95%
YTD
14.99%
6M
17.18%
1Y
40.93%
3Y*
26.72%
5Y*
13.63%
10Y*

BTC-USD

1D
0.05%
1M
-19.79%
YTD
-27.32%
6M
-29.56%
1Y
-39.85%
3Y*
34.86%
5Y*
10.27%
10Y*
57.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
14.99%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
BTC-USD
Bitcoin
-27.32%-6.27%120.76%155.82%-64.23%59.40%304.57%-15.08%

Correlation

The correlation between AVDV and BTC-USD is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.24

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Return for Risk

AVDV vs. BTC-USD — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 8181
Overall Rank
AVDV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8686
Omega Ratio Rank
AVDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7676
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3737
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3939
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3737
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5656
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3232
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.

AVDV vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Bitcoin (BTC-USD). 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.


AVDVBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.46

Sortino ratioReturn per unit of downside risk

+4.67

Omega ratioGain probability vs. loss probability

1.46

0.87

+0.59

Calmar ratioReturn relative to maximum drawdown

3.12

-0.78

+3.90

Martin ratioReturn relative to average drawdown

12.44

-1.36

+13.81

AVDV vs. BTC-USD - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of AVDV and BTC-USD, 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

AVDV vs. BTC-USD - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for AVDV and BTC-USD.


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Drawdown Indicators


AVDVBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-85.30%

+42.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-51.21%

+38.02%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-51.21%

+37.04%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-76.67%

+48.59%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-2.24%

-49.01%

+46.77%

Average Drawdown

Average peak-to-trough decline

-6.76%

-42.35%

+35.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

35.02%

-31.72%

Volatility

AVDV vs. BTC-USD - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDVBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

12.11%

-5.85%

Volatility (6M)

Calculated over the trailing 6-month period

13.88%

34.59%

-20.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

35.62%

-19.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.41%

44.71%

-27.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

56.62%

-36.85%

Frequently Asked Questions


AVDV and BTC-USD have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTC-USD has higher volatility (12.11%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs BTC-USD's -85.30%.

AVDV currently has the higher Sharpe Ratio (2.53 vs -0.93), 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 AVDV and BTC-USD

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

Open Portfolio Optimizer