DLS vs. AVDV
Compare and contrast key facts about WisdomTree International SmallCap Dividend (DLS) and Avantis International Small Cap Value ETF (AVDV).
DLS and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International SmallCap Dividend Index. It was launched on Jun 16, 2006. AVDV 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: DLS or AVDV.
Performance
DLS vs. AVDV - Performance Comparison
Returns By Period
In the year-to-date period, DLS achieves a 2.93% return, which is significantly lower than AVDV's 7.46% return.
DLS
2.93%
-5.24%
-1.93%
11.94%
2.67%
4.76%
AVDV
7.46%
-4.94%
-0.69%
15.70%
7.37%
N/A
Key characteristics
| DLS | AVDV | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.16 |
| Sortino Ratio | 1.34 | 1.62 |
| Omega Ratio | 1.16 | 1.20 |
| Calmar Ratio | 0.69 | 1.98 |
| Martin Ratio | 4.59 | 6.20 |
| Ulcer Index | 2.77% | 2.67% |
| Daily Std Dev | 13.81% | 14.26% |
| Max Drawdown | -63.09% | -43.01% |
| Current Drawdown | -8.23% | -7.28% |
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DLS vs. AVDV - Expense Ratio Comparison
DLS has a 0.58% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Correlation
The correlation between DLS and AVDV 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
DLS vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International SmallCap Dividend (DLS) and Avantis International Small Cap Value ETF (AVDV). 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
DLS vs. AVDV - Dividend Comparison
DLS's dividend yield for the trailing twelve months is around 3.97%, more than AVDV's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLS WisdomTree International SmallCap Dividend | 3.97% | 4.29% | 4.96% | 3.29% | 2.50% | 3.37% | 3.66% | 2.79% | 3.29% | 2.72% | 3.61% | 3.89% |
AVDV Avantis International Small Cap Value ETF | 3.14% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DLS vs. AVDV - Drawdown Comparison
The maximum DLS drawdown since its inception was -63.09%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for DLS and AVDV. For additional features, visit the drawdowns tool.
Volatility
DLS vs. AVDV - Volatility Comparison
WisdomTree International SmallCap Dividend (DLS) has a higher volatility of 4.12% compared to Avantis International Small Cap Value ETF (AVDV) at 3.88%. This indicates that DLS's price experiences larger fluctuations and is considered to be riskier than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.