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AVDV vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVDV vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Small Cap Value ETF (AVDV) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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 16.04% return, which is significantly higher than DGS's 14.53% return.


AVDV

1D
-0.73%
1M
3.98%
YTD
16.04%
6M
19.54%
1Y
44.23%
3Y*
28.01%
5Y*
13.72%
10Y*

DGS

1D
-1.37%
1M
2.58%
YTD
14.53%
6M
15.57%
1Y
27.26%
3Y*
16.17%
5Y*
7.85%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDV vs. DGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVDV
Avantis International Small Cap Value ETF
16.04%49.37%8.67%16.85%-11.47%15.80%5.01%12.05%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.53%21.18%1.13%19.08%-12.35%15.33%4.06%8.21%

Correlation

The correlation between AVDV and DGS is 0.75, 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

0.75

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

0.76

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2019

0.77

The correlation between AVDV and DGS has been stable across timeframes, ranging from 0.75 to 0.78 - a consistent structural relationship.

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Return for Risk

AVDV vs. DGS — Risk / Return Rank

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

AVDV
AVDV Risk / Return Rank: 7878
Overall Rank
AVDV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 8383
Sortino Ratio Rank
AVDV Omega Ratio Rank: 8484
Omega Ratio Rank
AVDV Calmar Ratio Rank: 6666
Calmar Ratio Rank
AVDV Martin Ratio Rank: 7272
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 5151
Overall Rank
DGS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4949
Sortino Ratio Rank
DGS Omega Ratio Rank: 5050
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
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. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.


AVDVDGSDifference

Sharpe ratio

Return per unit of total volatility

2.86

1.76

+1.10

Sortino ratio

Return per unit of downside risk

3.79

2.43

+1.37

Omega ratio

Gain probability vs. loss probability

1.52

1.32

+0.20

Calmar ratio

Return relative to maximum drawdown

3.37

2.72

+0.65

Martin ratio

Return relative to average drawdown

13.67

9.16

+4.52

AVDV vs. DGS - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.86, which is higher than the DGS Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of AVDV and DGS, 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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Sharpe Ratios by Period


AVDVDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

1.76

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.53

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.23

+0.57

Drawdowns

AVDV vs. DGS - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for AVDV and DGS.


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Drawdown Indicators


AVDVDGSDifference

Max Drawdown

Largest peak-to-trough decline

-43.01%

-61.83%

+18.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.19%

-10.06%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

-19.31%

+5.14%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

-24.86%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

-1.35%

-1.40%

+0.05%

Average Drawdown

Average peak-to-trough decline

-6.77%

-12.59%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.98%

+0.26%

Volatility

AVDV vs. DGS - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 4.92%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 5.24%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVDVDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

5.24%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

13.03%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

15.56%

15.56%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.30%

14.87%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.73%

17.32%

+2.41%

AVDV vs. DGS - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

AVDV vs. DGS - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 2.74%, less than DGS's 3.21% yield.


PositionTTM20252024202320222021202020192018201720162015
AVDV
Avantis International Small Cap Value ETF
2.74%3.05%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.21%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%

Frequently Asked Questions


AVDV and DGS have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (5.24%) compared to AVDV (4.92%). In terms of maximum drawdown, AVDV dropped -43.01% vs DGS's -61.83%.

On 5-year performance, AVDV leads with 13.72% vs 7.85% for DGS. On fees, AVDV is cheaper at 0.36% per year. On volatility, AVDV has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVDV has performed better with a 13.72% return vs 7.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVDV is cheaper with a 0.36% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.21%, compared with 2.74% for AVDV.

AVDV is categorized as Foreign Small & Mid Cap Equities, while DGS is Emerging Markets Diversified. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.36% for AVDV and 0.58% for DGS.

AVDV currently has the higher Sharpe Ratio (2.86 vs 1.76), 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

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