DSI vs. AVIE

Last updated Aug 4, 2026

DSI (iShares ESG MSCI KLD 400 ETF) and AVIE (Avantis Inflation Focused Equity ETF) are both Large Cap Blend Equities funds. DSI is passively managed, while AVIE is actively managed. Over the past 3 years, DSI returned 20.53%/yr vs 12.51%/yr for AVIE. Their 0.44 correlation means their historical movements had little consistent relationship. Both charge a 0.25% expense ratio.

Performance

DSI vs. AVIE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI KLD 400 ETF (DSI) and Avantis Inflation Focused Equity ETF (AVIE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DSI achieves a 12.46% return, which is significantly lower than AVIE's 17.73% return.

DSI

• 1D: 1.97%
• 1M: 2.00%
• 6M: 10.56%
• YTD: 12.46%
• 1Y: 23.30%
• 3Y*: 20.53%
• 5Y*: 12.38%
• 10Y*: 15.02%
• ALL TIME*: 10.75%

AVIE

• 1D: -0.57%
• 1M: 1.80%
• 6M: 11.12%
• YTD: 17.73%
• 1Y: 31.22%
• 3Y*: 12.51%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 14.28%

*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)
AVIE Avantis Inflation Focused Equity ETF	$128.23K	$114.60K	$100.90K
DSI iShares ESG MSCI KLD 400 ETF	$16.78M	$14.31M	$16.21M

DSI vs. AVIE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DSI iShares ESG MSCI KLD 400 ETF	12.46%	18.03%	22.38%	28.51%	4.02%
AVIE Avantis Inflation Focused Equity ETF	17.73%	11.37%	6.17%	4.19%	15.20%

Correlation

The correlation between DSI and AVIE is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.36
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022	0.44

Over the past year, the correlation between DSI and AVIE has dropped to 0.08 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.

DSI vs. AVIE - Sectors Allocation Comparison

Sectors	DSI	AVIE
Technology	42.1%	0.1%
Communication Services	12.1%	-
Financial Services	10.4%	15.7%
Industrials	8.8%	1.7%
Consumer Cyclical	8.0%	0.1%
Healthcare	7.4%	29.6%
Consumer Defensive	4.0%	16.9%
Real Estate	2.6%	0.5%
Basic Materials	2.2%	9.0%
Energy	1.5%	26.5%
Utilities	0.9%	0.0%

Return for Risk

DSI vs. AVIE — Risk / Return Rank

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

DSI

DSI Risk / Return Rank: 65
DSI Sharpe Ratio Rank: 68
DSI Sortino Ratio Rank: 67
DSI Omega Ratio Rank: 66
DSI Calmar Ratio Rank: 58
DSI Martin Ratio Rank: 66

AVIE

AVIE Risk / Return Rank: 96
AVIE Sharpe Ratio Rank: 96
AVIE Sortino Ratio Rank: 96
AVIE Omega Ratio Rank: 95
AVIE Calmar Ratio Rank: 96
AVIE Martin Ratio Rank: 95

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.

DSI vs. AVIE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI KLD 400 ETF (DSI) and Avantis Inflation Focused Equity ETF (AVIE). 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.

	DSI	AVIE	Difference
Sharpe ratio: Return per unit of total volatility	1.62	3.15	-1.53
Sortino ratio: Return per unit of downside risk	2.27	4.59	-2.32
Omega ratio: Gain probability vs. loss probability	1.29	1.56	-0.27
Calmar ratio: Return relative to maximum drawdown	2.12	6.31	-4.20
Martin ratio: Return relative to average drawdown	8.22	21.51	-13.28

DSI vs. AVIE - Sharpe Ratio Comparison

The current DSI Sharpe Ratio is 1.62, which is lower than the AVIE Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of DSI and AVIE, 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

DSI vs. AVIE - Drawdown Comparison

The maximum DSI drawdown since its inception was -54.23%, which is greater than AVIE's maximum drawdown of -12.39%. Use the drawdown chart below to compare losses from any high point for DSI and AVIE.

Drawdown Indicators

	DSI	AVIE	Difference
Max Drawdown Largest peak-to-trough decline	-54.23%	-12.39%	-41.84%
Max Drawdown (1Y) Largest decline over 1 year	-11.05%	-4.97%	-6.08%
Max Drawdown (3Y) Largest decline over 3 years	-20.58%	-12.39%	-8.19%
Max Drawdown (5Y) Largest decline over 5 years	-28.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.10%	—	—
Current Drawdown Current decline from peak	0.00%	-1.45%	+1.45%
Average Drawdown Average peak-to-trough decline	-7.48%	-2.93%	-4.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.84%	1.46%	+1.38%

Volatility

DSI vs. AVIE - Volatility Comparison

iShares ESG MSCI KLD 400 ETF (DSI) has a higher volatility of 4.96% compared to Avantis Inflation Focused Equity ETF (AVIE) at 3.03%. This indicates that DSI's price experiences larger fluctuations and is considered to be riskier than AVIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DSI	AVIE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.96%	3.03%	+1.93%
Volatility (6M) Calculated over the trailing 6-month period	11.78%	7.50%	+4.28%
Volatility (1Y) Calculated over the trailing 1-year period	14.48%	9.99%	+4.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.14%	12.85%	+5.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.75%	12.85%	+5.90%

DSI vs. AVIE - Expense Ratio Comparison

Both DSI and AVIE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

DSI vs. AVIE - Dividend Comparison

DSI's dividend yield for the trailing twelve months is around 0.86%, less than AVIE's 1.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVIE Avantis Inflation Focused Equity ETF	1.41%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DSI iShares ESG MSCI KLD 400 ETF	0.86%	0.92%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.51%	1.46%

Frequently Asked Questions

Can I hold both DSI and AVIE in my portfolio?

DSI and AVIE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DSI or AVIE?

DSI has higher volatility (4.96%) compared to AVIE (3.03%). In terms of maximum drawdown, DSI dropped -54.23% vs AVIE's -12.39%.

Which ETF is better, DSI or AVIE?

On 3-year performance, DSI leads with 20.53% vs 12.51% for AVIE. Both ETFs have the same 0.25% expense ratio. On volatility, AVIE has been the lower-risk option at 3.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DSI or AVIE?

Over the 3-year period, DSI has performed better with a 20.53% return vs 12.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DSI or AVIE?

DSI and AVIE have the same expense ratio: 0.25% per year.

Which ETF pays a higher dividend yield, DSI or AVIE?

AVIE has the higher dividend yield at 1.41%, compared with 0.86% for DSI.

What is the main difference between DSI and AVIE?

They also come from different issuers: iShares and Avantis.

Which has better risk-adjusted returns?

AVIE currently has the higher Sharpe Ratio (3.15 vs 1.62), 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.