AVDV vs. DISV

Last updated Aug 4, 2026

AVDV (Avantis International Small Cap Value ETF) and DISV (Dimensional International Small Cap Value ETF) are both Foreign Small & Mid Cap Equities funds. Both are actively managed. Over the past 3 years, AVDV returned 25.09%/yr vs 23.40%/yr for DISV. Their 0.97 correlation means they have historically moved very closely together. AVDV charges 0.36%/yr vs 0.42%/yr for DISV.

Performance

AVDV vs. DISV - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with AVDV having a 13.72% return and DISV slightly higher at 13.77%.

AVDV

• 1D: 0.67%
• 1M: 0.88%
• 6M: 5.81%
• YTD: 13.72%
• 1Y: 35.11%
• 3Y*: 25.09%
• 5Y*: 13.73%
• 10Y*: —
• ALL TIME*: 14.93%

DISV

• 1D: 0.59%
• 1M: 4.49%
• 6M: 6.74%
• YTD: 13.77%
• 1Y: 32.92%
• 3Y*: 23.40%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 16.18%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVDV Avantis International Small Cap Value ETF	$75.45M	$103.53M	$84.89M
DISV Dimensional International Small Cap Value ETF	$15.10M	$13.74M	$13.14M

AVDV vs. DISV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVDV Avantis International Small Cap Value ETF	13.72%	49.37%	8.67%	16.85%	-9.14%
DISV Dimensional International Small Cap Value ETF	13.77%	47.42%	5.87%	19.52%	-9.36%

Correlation

The correlation between AVDV and DISV is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.97

The correlation between AVDV and DISV has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

AVDV vs. DISV - Sectors Allocation Comparison

Sectors	AVDV	DISV
Industrials	22.7%	15.2%
Basic Materials	20.3%	21.8%
Consumer Cyclical	15.9%	16.2%
Financial Services	13.6%	22.2%
Energy	9.1%	4.2%
Technology	7.6%	4.4%
Consumer Defensive	3.7%	3.2%
Healthcare	2.4%	5.5%
Communication Services	2.2%	4.1%
Utilities	1.5%	0.8%
Real Estate	1.2%	2.5%

Return for Risk

AVDV vs. DISV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVDV

AVDV Risk / Return Rank: 81
AVDV Sharpe Ratio Rank: 87
AVDV Sortino Ratio Rank: 85
AVDV Omega Ratio Rank: 85
AVDV Calmar Ratio Rank: 75
AVDV Martin Ratio Rank: 76

DISV

DISV Risk / Return Rank: 82
DISV Sharpe Ratio Rank: 89
DISV Sortino Ratio Rank: 88
DISV Omega Ratio Rank: 86
DISV Calmar Ratio Rank: 73
DISV Martin Ratio Rank: 73

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVDV vs. DISV - Risk-Adjusted Trends Comparison

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

	AVDV	DISV	Difference
Sharpe ratio: Return per unit of total volatility	2.10	2.22	-0.12
Sortino ratio: Return per unit of downside risk	2.84	3.06	-0.22
Omega ratio: Gain probability vs. loss probability	1.37	1.39	-0.02
Calmar ratio: Return relative to maximum drawdown	2.67	2.61	+0.07
Martin ratio: Return relative to average drawdown	9.69	9.18	+0.52

AVDV vs. DISV - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.10, which is comparable to the DISV Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of AVDV and DISV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVDV vs. DISV - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for AVDV and DISV.

Drawdown Indicators

	AVDV	DISV	Difference
Max Drawdown Largest peak-to-trough decline	-43.01%	-26.77%	-16.24%
Max Drawdown (1Y) Largest decline over 1 year	-13.19%	-12.69%	-0.50%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-14.15%	-0.02%
Max Drawdown (5Y) Largest decline over 5 years	-28.08%	—	—
Current Drawdown Current decline from peak	-3.32%	0.00%	-3.32%
Average Drawdown Average peak-to-trough decline	-6.71%	-4.84%	-1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.63%	3.60%	+0.03%

Volatility

AVDV vs. DISV - Volatility Comparison

Avantis International Small Cap Value ETF (AVDV) has a higher volatility of 5.48% compared to Dimensional International Small Cap Value ETF (DISV) at 3.95%. This indicates that AVDV's price experiences larger fluctuations and is considered to be riskier than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVDV	DISV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.48%	3.95%	+1.53%
Volatility (6M) Calculated over the trailing 6-month period	14.47%	12.50%	+1.97%
Volatility (1Y) Calculated over the trailing 1-year period	16.84%	14.95%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.44%	17.28%	+0.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.71%	17.28%	+2.43%

AVDV vs. DISV - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is lower than DISV's 0.42% expense ratio.

Dividends

AVDV vs. DISV - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 2.78%, more than DISV's 2.43% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVDV Avantis International Small Cap Value ETF	2.78%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%
DISV Dimensional International Small Cap Value ETF	2.43%	2.69%	2.77%	2.73%	1.23%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVDV and DISV in my portfolio?

With a correlation of 0.96, AVDV and DISV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVDV or DISV?

AVDV has higher volatility (5.48%) compared to DISV (3.95%). In terms of maximum drawdown, AVDV dropped -43.01% vs DISV's -26.77%.

Which ETF is better, AVDV or DISV?

On 3-year performance, AVDV leads with 25.09% vs 23.40% for DISV. On fees, AVDV is cheaper at 0.36% per year. On volatility, DISV has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVDV or DISV?

Over the 3-year period, AVDV has performed better with a 25.09% return vs 23.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVDV or DISV?

AVDV is cheaper with a 0.36% expense ratio, compared with 0.42% for DISV.

Which ETF pays a higher dividend yield, AVDV or DISV?

AVDV has the higher dividend yield at 2.78%, compared with 2.43% for DISV.

What is the main difference between AVDV and DISV?

They also come from different issuers: Avantis and Dimensional. Their fees differ too: 0.36% for AVDV and 0.42% for DISV.

Which has better risk-adjusted returns?

DISV currently has the higher Sharpe Ratio (2.22 vs 2.10), 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.