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AVUV vs. DGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVUV vs. DGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AVUV achieves a 22.73% return, which is significantly higher than DGS's 14.94% return.


AVUV

1D
0.96%
1M
5.96%
YTD
22.73%
6M
19.51%
1Y
40.08%
3Y*
19.24%
5Y*
11.57%
10Y*

DGS

1D
0.65%
1M
1.57%
YTD
14.94%
6M
17.07%
1Y
23.81%
3Y*
15.36%
5Y*
8.06%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. DGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AVUV
Avantis US Small Cap Value ETF
22.73%7.44%9.28%22.82%-4.91%42.20%6.43%8.54%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
14.94%21.18%1.13%19.08%-12.35%15.33%4.06%8.02%

Correlation

The correlation between AVUV and DGS is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.58

The correlation between AVUV and DGS has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

AVUV vs. DGS — Risk / Return Rank

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

AVUV
AVUV Risk / Return Rank: 8484
Overall Rank
AVUV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AVUV Sortino Ratio Rank: 8484
Sortino Ratio Rank
AVUV Omega Ratio Rank: 7777
Omega Ratio Rank
AVUV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVUV Martin Ratio Rank: 8585
Martin Ratio Rank

DGS
DGS Risk / Return Rank: 4949
Overall Rank
DGS Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
DGS Sortino Ratio Rank: 4646
Sortino Ratio Rank
DGS Omega Ratio Rank: 4848
Omega Ratio Rank
DGS Calmar Ratio Rank: 5454
Calmar Ratio Rank
DGS Martin Ratio Rank: 5353
Martin Ratio Rank
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.

AVUV vs. DGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and WisdomTree Emerging Markets SmallCap Dividend Fund (DGS). 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.


AVUVDGSDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.39

1.27

+0.13

Calmar ratioReturn relative to maximum drawdown

5.06

2.38

+2.69

Martin ratioReturn relative to average drawdown

15.09

7.84

+7.25

AVUV vs. DGS - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the DGS Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AVUV and DGS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AVUV vs. DGS - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, smaller than the maximum DGS drawdown of -61.83%. Use the drawdown chart below to compare losses from any high point for AVUV and DGS.


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Drawdown Indicators


AVUVDGSDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-61.83%

+12.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-10.06%

+2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-19.31%

-9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-24.86%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-44.08%

Current Drawdown

Current decline from peak

0.00%

-1.05%

+1.05%

Average Drawdown

Average peak-to-trough decline

-7.91%

-12.57%

+4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.05%

-0.38%

Volatility

AVUV vs. DGS - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.53%, while WisdomTree Emerging Markets SmallCap Dividend Fund (DGS) has a volatility of 7.30%. This indicates that AVUV experiences smaller price fluctuations and is considered to be less risky than DGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVUVDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.30%

-2.77%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

14.27%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

16.60%

+1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

15.08%

+7.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

17.39%

+10.87%

AVUV vs. DGS - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than DGS's 0.58% expense ratio.


Dividends

AVUV vs. DGS - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, less than DGS's 3.20% yield.


PositionTTM20252024202320222021202020192018201720162015
AVUV
Avantis US Small Cap Value ETF
1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
DGS
WisdomTree Emerging Markets SmallCap Dividend Fund
3.20%3.45%3.36%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%

Frequently Asked Questions


AVUV and DGS have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGS has higher volatility (7.30%) compared to AVUV (4.53%). In terms of maximum drawdown, AVUV dropped -49.42% vs DGS's -61.83%.

On 5-year performance, AVUV leads with 11.57% vs 8.06% for DGS. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 4.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, AVUV has performed better with a 11.57% return vs 8.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVUV is cheaper with a 0.25% expense ratio, compared with 0.58% for DGS.

DGS has the higher dividend yield at 3.20%, compared with 1.61% for AVUV.

AVUV is categorized as Small Cap Value Equities, while DGS is Emerging Markets Diversified. They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.25% for AVUV and 0.58% for DGS.

AVUV currently has the higher Sharpe Ratio (2.28 vs 1.44), 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.

Portfolio Optimizer

Find the right allocation for AVUV and DGS

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