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AVSE vs. HEEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVSE vs. HEEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible Emerging Markets Equity ETF (AVSE) and iShares Currency Hedged MSCI Emerging Markets ETF (HEEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVSE achieves a 23.92% return, which is significantly lower than HEEM's 26.06% return.


AVSE

1D
-5.42%
1M
3.43%
YTD
23.92%
6M
24.59%
1Y
44.42%
3Y*
24.48%
5Y*
10Y*

HEEM

1D
-5.40%
1M
3.12%
YTD
26.06%
6M
26.50%
1Y
55.61%
3Y*
25.80%
5Y*
9.77%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVSE vs. HEEM - Yearly Performance Comparison


2026 (YTD)2025202420232022
AVSE
Avantis Responsible Emerging Markets Equity ETF
23.92%32.54%8.29%16.01%-14.43%
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
26.06%34.02%12.59%10.14%-12.16%

Correlation

The correlation between AVSE and HEEM is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 30, 2022

0.92

The correlation between AVSE and HEEM has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

AVSE vs. HEEM — Risk / Return Rank

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

AVSE
AVSE Risk / Return Rank: 6666
Overall Rank
AVSE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AVSE Sortino Ratio Rank: 6060
Sortino Ratio Rank
AVSE Omega Ratio Rank: 6969
Omega Ratio Rank
AVSE Calmar Ratio Rank: 6767
Calmar Ratio Rank
AVSE Martin Ratio Rank: 7070
Martin Ratio Rank

HEEM
HEEM Risk / Return Rank: 8888
Overall Rank
HEEM Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HEEM Sortino Ratio Rank: 8282
Sortino Ratio Rank
HEEM Omega Ratio Rank: 8989
Omega Ratio Rank
HEEM Calmar Ratio Rank: 9090
Calmar Ratio Rank
HEEM Martin Ratio Rank: 9090
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.

AVSE vs. HEEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible Emerging Markets Equity ETF (AVSE) and iShares Currency Hedged MSCI Emerging Markets ETF (HEEM). 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.


AVSEHEEMDifference
Sharpe ratioReturn per unit of total volatility

-0.70

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.38

1.52

-0.14

Calmar ratioReturn relative to maximum drawdown

3.15

5.16

-2.01

Martin ratioReturn relative to average drawdown

12.04

19.26

-7.21

AVSE vs. HEEM - Sharpe Ratio Comparison

The current AVSE Sharpe Ratio is 2.02, which is comparable to the HEEM Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of AVSE and HEEM, 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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Drawdowns

AVSE vs. HEEM - Drawdown Comparison

The maximum AVSE drawdown since its inception was -26.28%, smaller than the maximum HEEM drawdown of -33.53%. Use the drawdown chart below to compare losses from any high point for AVSE and HEEM.


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Drawdown Indicators


AVSEHEEMDifference

Max Drawdown

Largest peak-to-trough decline

-26.28%

-33.53%

+7.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.17%

-10.83%

-3.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-14.82%

-2.86%

Max Drawdown (5Y)

Largest decline over 5 years

-30.60%

Max Drawdown (10Y)

Largest decline over 10 years

-33.53%

Current Drawdown

Current decline from peak

-5.42%

-5.40%

-0.02%

Average Drawdown

Average peak-to-trough decline

-6.78%

-11.10%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.70%

2.90%

+0.80%

Volatility

AVSE vs. HEEM - Volatility Comparison

Avantis Responsible Emerging Markets Equity ETF (AVSE) and iShares Currency Hedged MSCI Emerging Markets ETF (HEEM) have volatilities of 12.30% and 11.87%, 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.


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Volatility by Period


AVSEHEEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.30%

11.87%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.98%

18.67%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

20.56%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.68%

17.64%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

18.20%

+0.48%

AVSE vs. HEEM - Expense Ratio Comparison

AVSE has a 0.33% expense ratio, which is lower than HEEM's 0.72% expense ratio.


Dividends

AVSE vs. HEEM - Dividend Comparison

AVSE's dividend yield for the trailing twelve months is around 2.81%, less than HEEM's 3.16% yield.


PositionTTM20252024202320222021202020192018201720162015
AVSE
Avantis Responsible Emerging Markets Equity ETF
2.81%2.68%3.03%3.20%1.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HEEM
iShares Currency Hedged MSCI Emerging Markets ETF
3.16%3.98%2.38%2.75%7.49%1.93%1.49%3.04%2.37%2.05%1.84%6.28%

Frequently Asked Questions


With a correlation of 0.94, AVSE and HEEM 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.

AVSE has higher volatility (12.30%) compared to HEEM (11.87%). In terms of maximum drawdown, AVSE dropped -26.28% vs HEEM's -33.53%.

On 3-year performance, HEEM leads with 25.80% vs 24.48% for AVSE. On fees, AVSE is cheaper at 0.33% per year. On volatility, HEEM has been the lower-risk option at 11.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HEEM has performed better with a 25.80% return vs 24.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVSE is cheaper with a 0.33% expense ratio, compared with 0.72% for HEEM.

HEEM has the higher dividend yield at 3.16%, compared with 2.81% for AVSE.

AVSE tracks MSCI Emerging Markets Index, while HEEM tracks MSCI Emerging Markets 100% USD Hedged Index. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.33% for AVSE and 0.72% for HEEM.

HEEM currently has the higher Sharpe Ratio (2.72 vs 2.02), 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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