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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 10.24% return, which is significantly higher than BTC-USD's -25.13% return.


AVDV

1D
-0.43%
1M
-4.31%
6M
4.67%
YTD
10.24%
1Y
31.22%
3Y*
23.59%
5Y*
13.62%
10Y*
ALL TIME*
14.50%

BTC-USD

1D
1.28%
1M
2.00%
6M
-29.23%
YTD
-25.13%
1Y
-44.16%
3Y*
29.87%
5Y*
15.31%
10Y*
58.50%
ALL TIME*
89.00%
*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
10.24%49.37%8.67%16.85%-11.47%15.80%5.01%11.78%
BTC-USD
Bitcoin
-25.13%-6.27%120.76%155.82%-64.23%59.40%304.57%-15.08%

Correlation

The correlation between AVDV and BTC-USD is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.21

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: 7373
Overall Rank
AVDV Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 7676
Sortino Ratio Rank
AVDV Omega Ratio Rank: 7676
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6464
Calmar Ratio Rank
AVDV Martin Ratio Rank: 6767
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 4040
Overall Rank
BTC-USD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4545
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 4545
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 6161
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3030
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

+2.91

Sortino ratioReturn per unit of downside risk

+4.08

Omega ratioGain probability vs. loss probability

1.34

0.85

+0.49

Calmar ratioReturn relative to maximum drawdown

2.38

-0.83

+3.21

Martin ratioReturn relative to average drawdown

8.81

-1.32

+10.13

AVDV vs. BTC-USD - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 1.89, which is higher than the BTC-USD Sharpe Ratio of -1.03. 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%

-53.08%

+39.89%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-53.08%

+38.91%

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

-6.28%

-47.48%

+41.20%

Average Drawdown

Average peak-to-trough decline

-6.72%

-42.61%

+35.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

27.88%

-24.33%

Volatility

AVDV vs. BTC-USD - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 4.46%, while Bitcoin (BTC-USD) has a volatility of 9.37%. 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

4.46%

9.37%

-4.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

34.93%

-20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.66%

35.76%

-19.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.38%

43.93%

-26.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.71%

56.33%

-36.62%

Frequently Asked Questions


AVDV and BTC-USD have a correlation of 0.29, 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 (9.37%) compared to AVDV (4.46%). In terms of maximum drawdown, AVDV dropped -43.01% vs BTC-USD's -85.30%.

AVDV currently has the higher Sharpe Ratio (1.89 vs -1.03), 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