AVUS vs. EBI

Last updated Jun 24, 2026

AVUS (Avantis U.S. Equity ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, AVUS returned 29.84% vs 30.46% for EBI. With a 0.97 correlation, they move nearly in lockstep. AVUS charges 0.15%/yr vs 0.24%/yr for EBI.

Performance

AVUS vs. EBI - Performance Comparison

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

Returns By Period

The year-to-date returns for both investments are quite close, with AVUS having a 13.23% return and EBI slightly higher at 13.70%.

AVUS

• 1D: -1.42%
• 1M: 0.42%
• YTD: 13.23%
• 6M: 12.09%
• 1Y: 29.84%
• 3Y*: 21.44%
• 5Y*: 12.77%
• 10Y*: —

EBI

• 1D: -0.96%
• 1M: 0.90%
• YTD: 13.70%
• 6M: 12.56%
• 1Y: 30.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AVUS vs. EBI - Yearly Performance Comparison

	2026 (YTD)	2025
AVUS Avantis U.S. Equity ETF	13.23%	15.17%
EBI Longview Advantage ETF	13.70%	15.82%

Correlation

The correlation between AVUS and EBI is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025	0.97

The correlation between AVUS and EBI has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

AVUS vs. EBI — Risk / Return Rank

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

AVUS

AVUS Risk / Return Rank: 78
AVUS Sharpe Ratio Rank: 77
AVUS Sortino Ratio Rank: 75
AVUS Omega Ratio Rank: 75
AVUS Calmar Ratio Rank: 77
AVUS Martin Ratio Rank: 85

EBI

EBI Risk / Return Rank: 84
EBI Sharpe Ratio Rank: 84
EBI Sortino Ratio Rank: 84
EBI Omega Ratio Rank: 81
EBI Calmar Ratio Rank: 85
EBI Martin Ratio Rank: 88

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. EBI - Risk-Adjusted Trends Comparison

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

	AVUS	EBI	Difference
Sharpe ratio: Return per unit of total volatility	2.36	2.46	-0.10
Sortino ratio: Return per unit of downside risk	3.19	3.37	-0.17
Omega ratio: Gain probability vs. loss probability	1.42	1.43	-0.01
Calmar ratio: Return relative to maximum drawdown	3.82	4.32	-0.50
Martin ratio: Return relative to average drawdown	17.01	17.50	-0.48

AVUS vs. EBI - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 2.36, which is comparable to the EBI Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of AVUS and EBI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AVUS vs. EBI - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for AVUS and EBI.

Drawdown Indicators

	AVUS	EBI	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-17.05%	-19.99%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-7.09%	-0.76%
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	-1.93%	-1.43%	-0.50%
Average Drawdown Average peak-to-trough decline	-5.06%	-2.03%	-3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	1.75%	+0.01%

Volatility

AVUS vs. EBI - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) has a higher volatility of 4.76% compared to Longview Advantage ETF (EBI) at 4.03%. This indicates that AVUS's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUS	EBI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.76%	4.03%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	9.83%	9.27%	+0.56%
Volatility (1Y) Calculated over the trailing 1-year period	12.73%	12.49%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.36%	17.88%	-0.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.83%	17.88%	+2.95%

AVUS vs. EBI - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is lower than EBI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

AVUS vs. EBI - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 1.19%, more than EBI's 0.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	1.19%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
EBI Longview Advantage ETF	0.92%	1.05%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVUS and EBI in my portfolio?

With a correlation of 0.97, AVUS and EBI 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.

Which is riskier, AVUS or EBI?

AVUS has higher volatility (4.76%) compared to EBI (4.03%). In terms of maximum drawdown, AVUS dropped -37.04% vs EBI's -17.05%.

Which ETF is better, AVUS or EBI?

On 1-year performance, EBI leads with 30.46% vs 29.84% for AVUS. On fees, AVUS is cheaper at 0.15% per year. On volatility, EBI has been the lower-risk option at 4.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUS or EBI?

Over the 1-year period, EBI has performed better with a 30.46% return vs 29.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUS or EBI?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.24% for EBI.

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

AVUS has the higher dividend yield at 1.19%, compared with 0.92% for EBI.

What is the main difference between AVUS and EBI?

They also come from different issuers: Avantis and Longview. Their fees differ too: 0.15% for AVUS and 0.24% for EBI.

Which has better risk-adjusted returns?

EBI currently has the higher Sharpe Ratio (2.46 vs 2.36), 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.