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AVUV vs. REET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVUV vs. REET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) and iShares Global REIT ETF (REET). 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 REET's 12.42% return.


AVUV

1D
0.96%
1M
5.11%
YTD
22.73%
6M
19.51%
1Y
42.12%
3Y*
19.24%
5Y*
11.57%
10Y*

REET

1D
0.76%
1M
2.38%
YTD
12.42%
6M
13.41%
1Y
16.15%
3Y*
10.34%
5Y*
2.51%
10Y*
4.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVUV vs. REET - 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%
REET
iShares Global REIT ETF
12.42%7.97%2.65%10.28%-24.10%32.43%-10.48%1.60%

Correlation

The correlation between AVUV and REET is 0.56, 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

0.56

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

0.62

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

0.64

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

0.64

The correlation between AVUV and REET has been stable across timeframes, ranging from 0.56 to 0.64 - a consistent structural relationship.

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Return for Risk

AVUV vs. REET — 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

REET
REET Risk / Return Rank: 3939
Overall Rank
REET Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
REET Sortino Ratio Rank: 3737
Sortino Ratio Rank
REET Omega Ratio Rank: 3737
Omega Ratio Rank
REET Calmar Ratio Rank: 3838
Calmar Ratio Rank
REET Martin Ratio Rank: 4242
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. REET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) and iShares Global REIT ETF (REET). 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.


AVUVREETDifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.39

1.22

+0.17

Calmar ratioReturn relative to maximum drawdown

5.06

1.67

+3.39

Martin ratioReturn relative to average drawdown

15.09

6.00

+9.09

AVUV vs. REET - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.28, which is higher than the REET Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of AVUV and REET, 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. REET - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than REET's maximum drawdown of -44.59%. Use the drawdown chart below to compare losses from any high point for AVUV and REET.


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Drawdown Indicators


AVUVREETDifference

Max Drawdown

Largest peak-to-trough decline

-49.42%

-44.59%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-7.95%

-9.04%

+1.09%

Max Drawdown (3Y)

Largest decline over 3 years

-28.79%

-18.02%

-10.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.79%

-32.11%

+3.32%

Max Drawdown (10Y)

Largest decline over 10 years

-44.59%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.91%

-9.76%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

2.52%

+0.15%

Volatility

AVUV vs. REET - Volatility Comparison

Avantis US Small Cap Value ETF (AVUV) has a higher volatility of 4.53% compared to iShares Global REIT ETF (REET) at 4.16%. This indicates that AVUV's price experiences larger fluctuations and is considered to be riskier than REET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVUVREETDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

4.16%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

11.34%

9.07%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.63%

12.31%

+5.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.75%

16.97%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.26%

18.85%

+9.41%

AVUV vs. REET - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is higher than REET's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AVUV vs. REET - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.61%, less than REET's 3.29% 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%
REET
iShares Global REIT ETF
3.29%3.67%3.64%3.27%2.43%3.18%2.65%5.25%5.73%3.84%5.37%3.56%

Frequently Asked Questions


AVUV and REET have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVUV has higher volatility (4.53%) compared to REET (4.16%). In terms of maximum drawdown, AVUV dropped -49.42% vs REET's -44.59%.

On 5-year performance, AVUV leads with 11.57% vs 2.51% for REET. On fees, REET is cheaper at 0.14% per year. On volatility, REET has been the lower-risk option at 4.16%. 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 2.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REET is cheaper with a 0.14% expense ratio, compared with 0.25% for AVUV.

REET has the higher dividend yield at 3.29%, compared with 1.61% for AVUV.

AVUV is categorized as Small Cap Value Equities, while REET is REIT. They also come from different issuers: Avantis and iShares. Their fees differ too: 0.25% for AVUV and 0.14% for REET.

AVUV currently has the higher Sharpe Ratio (2.28 vs 1.23), 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 REET

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