Correlation
The correlation between AVSE and VWO is 0.63, 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.
AVSE vs. VWO
Compare and contrast key facts about Avantis Responsible Emerging Markets Equity ETF (AVSE) and Vanguard FTSE Emerging Markets ETF (VWO).
AVSE and VWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVSE is a passively managed fund by Avantis that tracks the performance of the MSCI Emerging Markets Index. It was launched on Mar 28, 2022. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both AVSE and VWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AVSE or VWO.
Performance
AVSE vs. VWO - Performance Comparison
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Key characteristics
AVSE:
0.57
VWO:
0.63
AVSE:
0.79
VWO:
0.89
AVSE:
1.10
VWO:
1.12
AVSE:
0.50
VWO:
0.52
AVSE:
1.52
VWO:
1.72
AVSE:
5.87%
VWO:
5.83%
AVSE:
18.93%
VWO:
18.56%
AVSE:
-26.28%
VWO:
-67.68%
AVSE:
-1.08%
VWO:
-4.90%
Returns By Period
In the year-to-date period, AVSE achieves a 9.42% return, which is significantly higher than VWO's 6.83% return.
AVSE
9.42%
6.35%
7.50%
10.65%
7.87%
N/A
N/A
VWO
6.83%
3.87%
5.73%
11.65%
6.16%
7.97%
4.03%
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AVSE vs. VWO - Expense Ratio Comparison
AVSE has a 0.33% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
AVSE vs. VWO — Risk-Adjusted Performance Rank
AVSE
VWO
AVSE vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible Emerging Markets Equity ETF (AVSE) and Vanguard FTSE Emerging Markets ETF (VWO). 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.
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Dividends
AVSE vs. VWO - Dividend Comparison
AVSE's dividend yield for the trailing twelve months is around 2.77%, less than VWO's 3.01% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AVSE Avantis Responsible Emerging Markets Equity ETF | 2.77% | 3.03% | 3.20% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.01% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
Drawdowns
AVSE vs. VWO - Drawdown Comparison
The maximum AVSE drawdown since its inception was -26.28%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for AVSE and VWO.
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Volatility
AVSE vs. VWO - Volatility Comparison
Avantis Responsible Emerging Markets Equity ETF (AVSE) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 4.18% and 4.29%, 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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