AVDV vs. VDE

Last updated Jun 14, 2026

AVDV (Avantis International Small Cap Value ETF) and VDE (Vanguard Energy ETF) are both exchange-traded funds - AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis, while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. AVDV is actively managed, while VDE is passively managed. Over the past 5 years, AVDV returned 13.63%/yr vs 20.05%/yr for VDE. At a 0.49 correlation, their price movements are largely independent. AVDV charges 0.36%/yr vs 0.09%/yr for VDE.

Performance

AVDV vs. VDE - Performance Comparison

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

Returns By Period

In the year-to-date period, AVDV achieves a 14.99% return, which is significantly lower than VDE's 29.66% return.

AVDV

• 1D: 0.89%
• 1M: -1.99%
• YTD: 14.99%
• 6M: 17.18%
• 1Y: 41.91%
• 3Y*: 26.72%
• 5Y*: 13.63%
• 10Y*: —

VDE

• 1D: 0.77%
• 1M: -1.49%
• YTD: 29.66%
• 6M: 28.33%
• 1Y: 35.15%
• 3Y*: 16.71%
• 5Y*: 20.05%
• 10Y*: 9.39%

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

AVDV vs. VDE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVDV Avantis International Small Cap Value ETF	14.99%	49.37%	8.67%	16.85%	-11.47%	15.80%	5.01%	11.78%
VDE Vanguard Energy ETF	29.66%	7.11%	6.75%	0.03%	62.89%	56.31%	-33.02%	3.26%

Correlation

The correlation between AVDV and VDE is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.49

Over the past year, the correlation between AVDV and VDE has dropped to 0.03 - well below their long-term average of 0.49, suggesting their price drivers have been diverging.

AVDV vs. VDE - Sectors Allocation Comparison

Sectors	AVDV	VDE
Industrials	22.8%	0.1%
Basic Materials	21.0%	0.4%
Consumer Cyclical	15.4%	-
Financial Services	13.6%	-
Energy	9.6%	99.5%
Technology	6.6%	-
Consumer Defensive	3.4%	-
Communication Services	2.4%	-
Healthcare	2.3%	-
Utilities	1.7%	-
Real Estate	1.3%	-

Return for Risk

AVDV vs. VDE — Risk / Return Rank

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

AVDV

AVDV Risk / Return Rank: 81
AVDV Sharpe Ratio Rank: 88
AVDV Sortino Ratio Rank: 86
AVDV Omega Ratio Rank: 86
AVDV Calmar Ratio Rank: 71
AVDV Martin Ratio Rank: 76

VDE

VDE Risk / Return Rank: 62
VDE Sharpe Ratio Rank: 65
VDE Sortino Ratio Rank: 59
VDE Omega Ratio Rank: 55
VDE Calmar Ratio Rank: 73
VDE Martin Ratio Rank: 58

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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and Vanguard Energy ETF (VDE). 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	VDE	Difference
Sharpe ratio: Return per unit of total volatility	2.53	1.85	+0.69
Sortino ratio: Return per unit of downside risk	3.36	2.43	+0.93
Omega ratio: Gain probability vs. loss probability	1.46	1.30	+0.16
Calmar ratio: Return relative to maximum drawdown	3.12	3.20	-0.08
Martin ratio: Return relative to average drawdown	12.44	8.95	+3.50

AVDV vs. VDE - Sharpe Ratio Comparison

The current AVDV Sharpe Ratio is 2.53, which is higher than the VDE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of AVDV and VDE, 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. VDE - Drawdown Comparison

The maximum AVDV drawdown since its inception was -43.01%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for AVDV and VDE.

Drawdown Indicators

	AVDV	VDE	Difference
Max Drawdown Largest peak-to-trough decline	-43.01%	-74.20%	+31.19%
Max Drawdown (1Y) Largest decline over 1 year	-13.19%	-11.80%	-1.39%
Max Drawdown (3Y) Largest decline over 3 years	-14.17%	-21.41%	+7.24%
Max Drawdown (5Y) Largest decline over 5 years	-28.08%	-26.58%	-1.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-69.29%	—
Current Drawdown Current decline from peak	-2.24%	-8.26%	+6.02%
Average Drawdown Average peak-to-trough decline	-6.76%	-19.95%	+13.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.30%	4.21%	-0.91%

Volatility

AVDV vs. VDE - Volatility Comparison

The current volatility for Avantis International Small Cap Value ETF (AVDV) is 6.26%, while Vanguard Energy ETF (VDE) has a volatility of 7.15%. This indicates that AVDV experiences smaller price fluctuations and is considered to be less risky than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVDV	VDE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.26%	7.15%	-0.89%
Volatility (6M) Calculated over the trailing 6-month period	13.88%	16.59%	-2.71%
Volatility (1Y) Calculated over the trailing 1-year period	16.25%	20.46%	-4.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.41%	26.45%	-9.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.77%	29.93%	-10.16%

AVDV vs. VDE - Expense Ratio Comparison

AVDV has a 0.36% expense ratio, which is higher than VDE's 0.09% expense ratio.

Dividends

AVDV vs. VDE - Dividend Comparison

AVDV's dividend yield for the trailing twelve months is around 4.11%, more than VDE's 2.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVDV Avantis International Small Cap Value ETF	4.11%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
VDE Vanguard Energy ETF	2.42%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%

Frequently Asked Questions

Can I hold both AVDV and VDE in my portfolio?

AVDV and VDE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVDV or VDE?

VDE has higher volatility (7.15%) compared to AVDV (6.26%). In terms of maximum drawdown, AVDV dropped -43.01% vs VDE's -74.20%.

Which ETF is better, AVDV or VDE?

On 5-year performance, VDE leads with 20.05% vs 13.63% for AVDV. On fees, VDE is cheaper at 0.09% per year. On volatility, AVDV has been the lower-risk option at 6.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVDV or VDE?

Over the 5-year period, VDE has performed better with a 20.05% return vs 13.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVDV or VDE?

VDE is cheaper with a 0.09% expense ratio, compared with 0.36% for AVDV.

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

AVDV has the higher dividend yield at 4.11%, compared with 2.42% for VDE.

What is the main difference between AVDV and VDE?

AVDV is categorized as Foreign Small & Mid Cap Equities, while VDE is Energy Equities. They also come from different issuers: Avantis and Vanguard. Their fees differ too: 0.36% for AVDV and 0.09% for VDE.

Which has better risk-adjusted returns?

AVDV currently has the higher Sharpe Ratio (2.53 vs 1.85), 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.