AVUS vs. SIXA

Last updated Jul 31, 2026

AVUS (Avantis U.S. Equity ETF) and SIXA (6 Meridian Mega Cap Equity ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past 5 years, AVUS returned 12.64%/yr vs 12.47%/yr for SIXA. Their correlation of 0.83 means they have usually moved in the same direction. AVUS charges 0.15%/yr vs 0.86%/yr for SIXA.

Performance

AVUS vs. SIXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis U.S. Equity ETF (AVUS) and 6 Meridian Mega Cap Equity ETF (SIXA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with AVUS having a 14.06% return and SIXA slightly lower at 13.91%.

AVUS

• 1D: 1.68%
• 1M: -0.94%
• 6M: 9.63%
• YTD: 14.06%
• 1Y: 23.90%
• 3Y*: 18.84%
• 5Y*: 12.64%
• 10Y*: —
• ALL TIME*: 16.02%

SIXA

• 1D: -0.81%
• 1M: 0.60%
• 6M: 9.93%
• YTD: 13.91%
• 1Y: 17.78%
• 3Y*: 18.98%
• 5Y*: 12.47%
• 10Y*: —
• ALL TIME*: 15.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVUS Avantis U.S. Equity ETF	$38.04M	$39.21M	$43.08M
SIXA 6 Meridian Mega Cap Equity ETF	$1.61M	$1.15M	$662.84K

AVUS vs. SIXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AVUS Avantis U.S. Equity ETF	14.06%	16.68%	20.43%	21.77%	-13.82%	28.73%	36.05%
SIXA 6 Meridian Mega Cap Equity ETF	13.91%	15.52%	22.70%	11.98%	-5.72%	23.87%	19.04%

Correlation

The correlation between AVUS and SIXA is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.60
Correlation (3Y) Balances recent behavior with more history.	0.76
Correlation (5Y) Shows whether the relationship held over a longer period.	0.82
Correlation (All Time) Calculated using the full available price history since May 11, 2020	0.83

Over the past year, the correlation between AVUS and SIXA has dropped to 0.60 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

AVUS vs. SIXA - Sectors Allocation Comparison

Sectors	AVUS	SIXA
Technology	29.3%	17.0%
Financial Services	16.2%	12.8%
Industrials	11.1%	4.6%
Consumer Cyclical	11.0%	5.1%
Communication Services	8.5%	10.4%
Healthcare	7.3%	15.0%
Energy	7.1%	4.9%
Consumer Defensive	4.4%	23.8%
Basic Materials	2.7%	-
Utilities	2.4%	2.7%
Real Estate	0.1%	3.8%

Return for Risk

AVUS vs. SIXA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AVUS

AVUS Risk / Return Rank: 84
AVUS Sharpe Ratio Rank: 83
AVUS Sortino Ratio Rank: 82
AVUS Omega Ratio Rank: 81
AVUS Calmar Ratio Rank: 84
AVUS Martin Ratio Rank: 90

SIXA

SIXA Risk / Return Rank: 85
SIXA Sharpe Ratio Rank: 85
SIXA Sortino Ratio Rank: 88
SIXA Omega Ratio Rank: 82
SIXA Calmar Ratio Rank: 85
SIXA Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AVUS vs. SIXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis U.S. Equity ETF (AVUS) and 6 Meridian Mega Cap Equity ETF (SIXA). 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	SIXA	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.97	-0.12
Sortino ratio: Return per unit of downside risk	2.57	2.94	-0.37
Omega ratio: Gain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratio: Return relative to maximum drawdown	3.06	3.20	-0.14
Martin ratio: Return relative to average drawdown	13.47	12.20	+1.27

AVUS vs. SIXA - Sharpe Ratio Comparison

The current AVUS Sharpe Ratio is 1.86, which is comparable to the SIXA Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of AVUS and SIXA, 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. SIXA - Drawdown Comparison

The maximum AVUS drawdown since its inception was -37.04%, which is greater than SIXA's maximum drawdown of -18.38%. Use the drawdown chart below to compare losses from any high point for AVUS and SIXA.

Drawdown Indicators

	AVUS	SIXA	Difference
Max Drawdown Largest peak-to-trough decline	-37.04%	-18.38%	-18.66%
Max Drawdown (1Y) Largest decline over 1 year	-7.85%	-5.59%	-2.26%
Max Drawdown (3Y) Largest decline over 3 years	-19.74%	-11.22%	-8.52%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	-18.38%	-3.81%
Current Drawdown Current decline from peak	-1.27%	-1.79%	+0.52%
Average Drawdown Average peak-to-trough decline	-5.00%	-2.94%	-2.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.78%	1.46%	+0.32%

Volatility

AVUS vs. SIXA - Volatility Comparison

Avantis U.S. Equity ETF (AVUS) has a higher volatility of 3.36% compared to 6 Meridian Mega Cap Equity ETF (SIXA) at 2.85%. This indicates that AVUS's price experiences larger fluctuations and is considered to be riskier than SIXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVUS	SIXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	2.85%	+0.51%
Volatility (6M) Calculated over the trailing 6-month period	9.92%	7.08%	+2.84%
Volatility (1Y) Calculated over the trailing 1-year period	12.94%	9.06%	+3.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.33%	12.78%	+4.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	13.27%	+7.45%

AVUS vs. SIXA - Expense Ratio Comparison

AVUS has a 0.15% expense ratio, which is lower than SIXA's 0.86% expense ratio.

Dividends

AVUS vs. SIXA - Dividend Comparison

AVUS's dividend yield for the trailing twelve months is around 0.93%, less than SIXA's 1.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUS Avantis U.S. Equity ETF	0.93%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%
SIXA 6 Meridian Mega Cap Equity ETF	1.99%	2.31%	1.62%	2.12%	2.23%	1.63%	1.13%	0.00%

Frequently Asked Questions

Can I hold both AVUS and SIXA in my portfolio?

AVUS and SIXA have a correlation of 0.60, 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 SIXA?

AVUS has higher volatility (3.36%) compared to SIXA (2.85%). In terms of maximum drawdown, AVUS dropped -37.04% vs SIXA's -18.38%.

Which ETF is better, AVUS or SIXA?

On 5-year performance, AVUS leads with 12.64% vs 12.47% for SIXA. On fees, AVUS is cheaper at 0.15% per year. On volatility, SIXA has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUS or SIXA?

Over the 5-year period, AVUS has performed better with a 12.64% return vs 12.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUS or SIXA?

AVUS is cheaper with a 0.15% expense ratio, compared with 0.86% for SIXA.

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

SIXA has the higher dividend yield at 1.99%, compared with 0.93% for AVUS.

What is the main difference between AVUS and SIXA?

They also come from different issuers: Avantis and Exchange Traded Concepts. Their fees differ too: 0.15% for AVUS and 0.86% for SIXA.

Which has better risk-adjusted returns?

SIXA currently has the higher Sharpe Ratio (1.97 vs 1.86), 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.