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

Correlation

The correlation between AVEM 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.


-0.50.00.51.0
Correlation: 0.7

Performance

AVEM vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Equity ETF (AVEM) and WisdomTree Emerging Markets SmallCap Divdend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%40.00%45.00%NovemberDecember2025FebruaryMarchApril
39.19%
35.86%
AVEM
DGS

Key characteristics

Sharpe Ratio

AVEM:

0.40

DGS:

0.10

Sortino Ratio

AVEM:

0.68

DGS:

0.24

Omega Ratio

AVEM:

1.09

DGS:

1.03

Calmar Ratio

AVEM:

0.42

DGS:

0.08

Martin Ratio

AVEM:

1.27

DGS:

0.23

Ulcer Index

AVEM:

6.04%

DGS:

6.55%

Daily Std Dev

AVEM:

19.36%

DGS:

15.57%

Max Drawdown

AVEM:

-36.05%

DGS:

-61.83%

Current Drawdown

AVEM:

-6.84%

DGS:

-8.36%

Returns By Period

In the year-to-date period, AVEM achieves a 2.60% return, which is significantly higher than DGS's 0.77% return.


AVEM

YTD

2.60%

1M

-0.13%

6M

-3.02%

1Y

5.95%

5Y*

9.30%

10Y*

N/A

DGS

YTD

0.77%

1M

1.15%

6M

-3.59%

1Y

0.18%

5Y*

10.53%

10Y*

4.50%

*Annualized

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AVEM vs. DGS - Expense Ratio Comparison

AVEM has a 0.33% expense ratio, which is lower than DGS's 0.63% expense ratio.


Expense ratio chart for DGS: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DGS: 0.63%
Expense ratio chart for AVEM: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AVEM: 0.33%

Risk-Adjusted Performance

AVEM vs. DGS — Risk-Adjusted Performance Rank

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

AVEM
The Risk-Adjusted Performance Rank of AVEM is 5151
Overall Rank
The Sharpe Ratio Rank of AVEM is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AVEM is 5151
Sortino Ratio Rank
The Omega Ratio Rank of AVEM is 4949
Omega Ratio Rank
The Calmar Ratio Rank of AVEM is 5757
Calmar Ratio Rank
The Martin Ratio Rank of AVEM is 4848
Martin Ratio Rank

DGS
The Risk-Adjusted Performance Rank of DGS is 2828
Overall Rank
The Sharpe Ratio Rank of DGS is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of DGS is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DGS is 2727
Omega Ratio Rank
The Calmar Ratio Rank of DGS is 2929
Calmar Ratio Rank
The Martin Ratio Rank of DGS is 2727
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.

AVEM vs. DGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) 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 chart of Sharpe ratio for AVEM, currently valued at 0.40, compared to the broader market-1.000.001.002.003.004.00
AVEM: 0.40
DGS: 0.10
The chart of Sortino ratio for AVEM, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.00
AVEM: 0.68
DGS: 0.24
The chart of Omega ratio for AVEM, currently valued at 1.09, compared to the broader market0.501.001.502.002.50
AVEM: 1.09
DGS: 1.03
The chart of Calmar ratio for AVEM, currently valued at 0.42, compared to the broader market0.002.004.006.008.0010.0012.00
AVEM: 0.42
DGS: 0.08
The chart of Martin ratio for AVEM, currently valued at 1.27, compared to the broader market0.0020.0040.0060.00
AVEM: 1.27
DGS: 0.23

The current AVEM Sharpe Ratio is 0.40, which is higher than the DGS Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of AVEM 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-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.40
0.10
AVEM
DGS

Dividends

AVEM vs. DGS - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 3.09%, less than DGS's 3.39% yield.


TTM20242023202220212020201920182017201620152014
AVEM
Avantis Emerging Markets Equity ETF
3.09%3.17%3.06%2.77%2.61%1.60%0.34%0.00%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
3.39%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%

Drawdowns

AVEM vs. DGS - Drawdown Comparison

The maximum AVEM drawdown since its inception was -36.05%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for AVEM and DGS. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-6.84%
-8.36%
AVEM
DGS

Volatility

AVEM vs. DGS - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) has a higher volatility of 11.40% compared to WisdomTree Emerging Markets SmallCap Divdend Fund (DGS) at 9.46%. This indicates that AVEM's price experiences larger fluctuations and is considered to be riskier than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.40%
9.46%
AVEM
DGS