DES vs. AVUV
Compare and contrast key facts about WisdomTree U.S. SmallCap Dividend Fund (DES) and Avantis U.S. Small Cap Value ETF (AVUV).
DES and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DES is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree SmallCap Dividend (TR). It was launched on Jun 16, 2006. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DES or AVUV.
Performance
DES vs. AVUV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with DES having a 16.59% return and AVUV slightly lower at 15.85%.
DES
16.59%
6.78%
18.18%
30.14%
8.88%
7.75%
AVUV
15.85%
7.10%
13.70%
31.15%
16.63%
N/A
Key characteristics
| DES | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.55 | 1.50 |
| Sortino Ratio | 2.34 | 2.24 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 3.42 | 2.88 |
| Martin Ratio | 8.10 | 7.56 |
| Ulcer Index | 3.79% | 4.19% |
| Daily Std Dev | 19.74% | 21.12% |
| Max Drawdown | -65.49% | -49.42% |
| Current Drawdown | -1.48% | -1.99% |
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DES vs. AVUV - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Correlation
The correlation between DES and AVUV is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DES vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
DES vs. AVUV - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.75%, more than AVUV's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 2.75% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.55% | 2.68% | 2.44% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DES vs. AVUV - Drawdown Comparison
The maximum DES drawdown since its inception was -65.49%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for DES and AVUV. For additional features, visit the drawdowns tool.
Volatility
DES vs. AVUV - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 8.00%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.47%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than AVUV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.