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AVDV vs. DGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AVDV and DGS is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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 Divdend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
73.77%
43.50%
AVDV
DGS

Key characteristics

Sharpe Ratio

AVDV:

0.97

DGS:

0.11

Sortino Ratio

AVDV:

1.41

DGS:

0.27

Omega Ratio

AVDV:

1.20

DGS:

1.03

Calmar Ratio

AVDV:

1.26

DGS:

0.09

Martin Ratio

AVDV:

4.43

DGS:

0.26

Ulcer Index

AVDV:

4.05%

DGS:

6.63%

Daily Std Dev

AVDV:

18.50%

DGS:

15.75%

Max Drawdown

AVDV:

-43.01%

DGS:

-61.83%

Current Drawdown

AVDV:

0.00%

DGS:

-4.81%

Returns By Period

In the year-to-date period, AVDV achieves a 13.35% return, which is significantly higher than DGS's 4.68% return.


AVDV

YTD

13.35%

1M

17.19%

6M

11.73%

1Y

16.44%

5Y*

16.15%

10Y*

N/A

DGS

YTD

4.68%

1M

11.86%

6M

-0.49%

1Y

1.08%

5Y*

11.85%

10Y*

4.96%

*Annualized

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AVDV vs. DGS - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than DGS's 0.63% expense ratio.


Risk-Adjusted Performance

AVDV vs. DGS — Risk-Adjusted Performance Rank

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

AVDV
The Risk-Adjusted Performance Rank of AVDV is 7979
Overall Rank
The Sharpe Ratio Rank of AVDV is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 8484
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 8181
Martin Ratio Rank

DGS
The Risk-Adjusted Performance Rank of DGS is 2222
Overall Rank
The Sharpe Ratio Rank of DGS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 2121
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AVDV vs. DGS - Risk-Adjusted Performance Comparison

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


The current AVDV Sharpe Ratio is 0.97, which is higher than the DGS Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of AVDV and DGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.97
0.11
AVDV
DGS

Dividends

AVDV vs. DGS - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 3.80%, more than DGS's 3.27% yield.


TTM20242023202220212020201920182017201620152014
AVDV
Avantis International Small Cap Value ETF
3.80%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.27%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-4.81%
AVDV
DGS

Volatility

AVDV vs. DGS - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) have volatilities of 8.49% and 8.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.49%
8.22%
AVDV
DGS