AVUS vs. AVUQ

Last updated Jun 4, 2026

AVUS (Avantis U.S. Equity ETF) and AVUQ (Avantis U.S. Quality ETF) are both exchange-traded funds - AVUS is a Large Cap Blend Equities fund actively managed by Avantis, while AVUQ is a Large Cap Growth Equities fund actively managed by Avantis. Both are actively managed. Over the past year, AVUS returned 32.34% vs 30.44% for AVUQ. Their correlation of 0.90 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.

Performance

AVUS vs. AVUQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and Avantis U.S. Quality ETF (AVUQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVUS achieves a 14.42% return, which is significantly higher than AVUQ's 11.23% return.

AVUS

• 1D: -0.46%
• 1M: 4.77%
• YTD: 14.42%
• 6M: 14.71%
• 1Y: 32.34%
• 3Y*: 22.35%
• 5Y*: 13.04%
• 10Y*: —

AVUQ

• 1D: -0.95%
• 1M: 4.87%
• YTD: 11.23%
• 6M: 11.01%
• 1Y: 30.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AVUS vs. AVUQ - Yearly Performance Comparison

	2026 (YTD)	2025
AVUS Avantis U.S. Equity ETF	14.42%	20.22%
AVUQ Avantis U.S. Quality ETF	11.23%	22.52%

Correlation

The correlation between AVUS and AVUQ is 0.89, 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	0.89
Correlation (All Time) Calculated using the full available price history since Mar 28, 2025	0.90

The correlation between AVUS and AVUQ has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

AVUS vs. AVUQ - Sectors Allocation Comparison

Sectors	AVUS	AVUQ
Technology	27.5%	46.3%
Financial Services	15.2%	5.8%
Consumer Cyclical	11.8%	15.1%
Industrials	11.5%	7.7%
Communication Services	9.8%	12.2%
Energy	7.4%	2.5%
Healthcare	7.1%	5.3%
Consumer Defensive	4.4%	3.1%
Basic Materials	2.7%	1.1%
Utilities	2.5%	0.8%
Real Estate	0.2%	0.1%

Return for Risk

AVUS vs. AVUQ — Risk / Return Rank

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

AVUS

AVUS Risk / Return Rank: 81
AVUS Sharpe Ratio Rank: 81
AVUS Sortino Ratio Rank: 80
AVUS Omega Ratio Rank: 79
AVUS Calmar Ratio Rank: 79
AVUS Martin Ratio Rank: 86

AVUQ

AVUQ Risk / Return Rank: 56
AVUQ Sharpe Ratio Rank: 58
AVUQ Sortino Ratio Rank: 56
AVUQ Omega Ratio Rank: 55
AVUQ Calmar Ratio Rank: 53
AVUQ Martin Ratio Rank: 59

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.

AVUS vs. AVUQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and Avantis U.S. Quality ETF (AVUQ). 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.

	AVUS	AVUQ	Difference
Sharpe ratio: Return per unit of total volatility	2.68	2.00	+0.68
Sortino ratio: Return per unit of downside risk	3.66	2.70	+0.96
Omega ratio: Gain probability vs. loss probability	1.48	1.35	+0.14
Calmar ratio: Return relative to maximum drawdown	4.14	2.63	+1.51
Martin ratio: Return relative to average drawdown	18.85	10.45	+8.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVUS vs. AVUQ - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 2.68, which is higher than the AVUQ Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of AVUS and AVUQ, 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

	AVUS	AVUQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	2.00	+0.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.80	1.55	-0.75

Drawdowns

AVUS vs. AVUQ - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than AVUQ's maximum drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for AVUS and AVUQ.

Drawdown Indicators

	AVUS	AVUQ	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-11.86%	-25.18%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-11.61%	+3.76%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	—	—
Current Drawdown Current decline from peak	-0.46%	-0.96%	+0.50%
Average Drawdown Average peak-to-trough decline	-5.09%	-2.08%	-3.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.72%	2.92%	-1.20%

Volatility

AVUS vs. AVUQ - Volatility Comparison

The current volatility for Avantis U.S. Equity ETF (AVUS) is 2.98%, while Avantis U.S. Quality ETF (AVUQ) has a volatility of 3.61%. This indicates that AVUS experiences smaller price fluctuations and is considered to be less risky than AVUQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUS	AVUQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.98%	3.61%	-0.63%
Volatility (6M) Calculated over the trailing 6-month period	9.00%	11.59%	-2.59%
Volatility (1Y) Calculated over the trailing 1-year period	12.15%	15.30%	-3.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.29%	19.42%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.85%	19.42%	+1.43%

AVUS vs. AVUQ - Expense Ratio Comparison

Both AVUS and AVUQ 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

AVUS vs. AVUQ - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 0.91%, more than AVUQ's 0.35% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUQ Avantis U.S. Quality ETF	0.35%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AVUS Avantis U.S. Equity ETF	0.91%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%

Frequently Asked Questions

Can I hold both AVUS and AVUQ in my portfolio?

AVUS and AVUQ have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUS or AVUQ?

AVUQ has higher volatility (3.61%) compared to AVUS (2.98%). In terms of maximum drawdown, AVUS dropped -37.04% vs AVUQ's -11.86%.

Which ETF is better, AVUS or AVUQ?

On 1-year performance, AVUS leads with 32.34% vs 30.44% for AVUQ. Both ETFs have the same 0.15% expense ratio. On volatility, AVUS has been the lower-risk option at 2.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUS or AVUQ?

Over the 1-year period, AVUS has performed better with a 32.34% return vs 30.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUS or AVUQ?

AVUS and AVUQ have the same expense ratio: 0.15% per year.

Which ETF pays a higher dividend yield, AVUS or AVUQ?

AVUS has the higher dividend yield at 0.91%, compared with 0.35% for AVUQ.

What is the main difference between AVUS and AVUQ?

AVUS is categorized as Large Cap Blend Equities, while AVUQ is Large Cap Growth Equities.

Which has better risk-adjusted returns?

AVUS currently has the higher Sharpe Ratio (2.68 vs 2.00), 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.