AVSU vs. AVLV

Last updated Jun 4, 2026

AVSU (Avantis Responsible U.S. Equity ETF) and AVLV (Avantis U.S. Large Cap Value ETF) are both exchange-traded funds - AVSU is a Large Cap Blend Equities fund tracking the Russell 3000 Index, while AVLV is a Large Cap Value Equities fund actively managed by Avantis. AVSU is passively managed, while AVLV is actively managed. Over the past 3 years, AVSU returned 22.19%/yr vs 23.23%/yr for AVLV. Their correlation of 0.91 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

AVSU vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Responsible U.S. Equity ETF (AVSU) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVSU achieves a 14.85% return, which is significantly lower than AVLV's 20.64% return.

AVSU

• 1D: -0.43%
• 1M: 6.75%
• YTD: 14.85%
• 6M: 15.47%
• 1Y: 33.58%
• 3Y*: 22.19%
• 5Y*: —
• 10Y*: —

AVLV

• 1D: 0.14%
• 1M: 5.75%
• YTD: 20.64%
• 6M: 22.01%
• 1Y: 38.77%
• 3Y*: 23.23%
• 5Y*: —
• 10Y*: —

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

AVSU vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVSU Avantis Responsible U.S. Equity ETF	14.85%	16.69%	19.16%	24.50%	-11.70%
AVLV Avantis U.S. Large Cap Value ETF	20.64%	15.12%	17.49%	17.43%	-4.53%

Correlation

The correlation between AVSU and AVLV is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.91

The correlation between AVSU and AVLV has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

AVSU vs. AVLV - Sectors Allocation Comparison

Sectors	AVSU	AVLV
Technology	33.2%	17.2%
Financial Services	18.6%	16.3%
Consumer Cyclical	13.1%	14.1%
Communication Services	11.0%	6.9%
Healthcare	8.9%	5.6%
Industrials	8.6%	15.4%
Consumer Defensive	5.0%	7.7%
Basic Materials	1.1%	2.0%
Real Estate	0.3%	0.1%
Utilities	0.3%	0.3%
Energy	0.0%	14.4%

Return for Risk

AVSU vs. AVLV — Risk / Return Rank

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

AVSU

AVSU Risk / Return Rank: 75
AVSU Sharpe Ratio Rank: 77
AVSU Sortino Ratio Rank: 79
AVSU Omega Ratio Rank: 75
AVSU Calmar Ratio Rank: 68
AVSU Martin Ratio Rank: 78

AVLV

AVLV Risk / Return Rank: 91
AVLV Sharpe Ratio Rank: 90
AVLV Sortino Ratio Rank: 91
AVLV Omega Ratio Rank: 89
AVLV Calmar Ratio Rank: 91
AVLV Martin Ratio Rank: 93

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.

AVSU vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Responsible U.S. Equity ETF (AVSU) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	AVSU	AVLV	Difference
Sharpe ratio: Return per unit of total volatility	2.52	3.18	-0.65
Sortino ratio: Return per unit of downside risk	3.54	4.39	-0.85
Omega ratio: Gain probability vs. loss probability	1.45	1.57	-0.12
Calmar ratio: Return relative to maximum drawdown	3.35	6.09	-2.74
Martin ratio: Return relative to average drawdown	15.23	24.39	-9.16
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVSU vs. AVLV - Sharpe Ratio Comparison

The current AVSU Sharpe Ratio is 2.52, which is comparable to the AVLV Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of AVSU and AVLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVSU	AVLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.52	3.18	-0.65
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	0.86	-0.06

Drawdowns

AVSU vs. AVLV - Drawdown Comparison

The maximum AVSU drawdown since its inception was -21.67%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for AVSU and AVLV.

Drawdown Indicators

	AVSU	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-21.67%	-19.50%	-2.17%
Max Drawdown (1Y) Largest decline over 1 year	-10.06%	-6.39%	-3.67%
Max Drawdown (3Y) Largest decline over 3 years	-20.16%	-19.50%	-0.66%
Current Drawdown Current decline from peak	-0.43%	0.00%	-0.43%
Average Drawdown Average peak-to-trough decline	-5.47%	-3.93%	-1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	1.59%	+0.62%

Volatility

AVSU vs. AVLV - Volatility Comparison

Avantis Responsible U.S. Equity ETF (AVSU) has a higher volatility of 3.87% compared to Avantis U.S. Large Cap Value ETF (AVLV) at 3.12%. This indicates that AVSU's price experiences larger fluctuations and is considered to be riskier than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVSU	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.12%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	10.32%	9.04%	+1.28%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	12.29%	+1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.87%	17.35%	+0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	17.35%	+0.52%

AVSU vs. AVLV - Expense Ratio Comparison

Both AVSU and AVLV have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

AVSU vs. AVLV - Dividend Comparison

AVSU's dividend yield for the trailing twelve months is around 0.87%, less than AVLV's 1.07% yield.

Position	TTM	2025	2024	2023	2022	2021
AVLV Avantis U.S. Large Cap Value ETF	1.07%	1.33%	1.58%	1.85%	2.00%	0.29%
AVSU Avantis Responsible U.S. Equity ETF	0.87%	1.03%	1.22%	1.22%	0.99%	0.00%

Frequently Asked Questions

Can I hold both AVSU and AVLV in my portfolio?

AVSU and AVLV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVSU or AVLV?

AVSU has higher volatility (3.87%) compared to AVLV (3.12%). In terms of maximum drawdown, AVSU dropped -21.67% vs AVLV's -19.50%.

Which ETF is better, AVSU or AVLV?

On 3-year performance, AVLV leads with 23.23% vs 22.19% for AVSU. Both ETFs have the same 0.15% expense ratio. On volatility, AVLV has been the lower-risk option at 3.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVSU or AVLV?

Over the 3-year period, AVLV has performed better with a 23.23% return vs 22.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVSU or AVLV?

AVSU and AVLV have the same expense ratio: 0.15% per year.

Which ETF pays a higher dividend yield, AVSU or AVLV?

AVLV has the higher dividend yield at 1.07%, compared with 0.87% for AVSU.

What is the main difference between AVSU and AVLV?

AVSU is categorized as Large Cap Blend Equities, while AVLV is Large Cap Value Equities.

Which has better risk-adjusted returns?

AVLV currently has the higher Sharpe Ratio (3.17 vs 2.52), 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.