ESML vs. AVUV
Compare and contrast key facts about iShares ESG Aware MSCI USA Small-Cap ETF (ESML) and Avantis U.S. Small Cap Value ETF (AVUV).
ESML and AVUV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESML is a passively managed fund by iShares that tracks the performance of the MSCI USA Small Cap Extended ESG Focus Index. It was launched on Apr 10, 2018. 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: ESML or AVUV.
Performance
ESML vs. AVUV - Performance Comparison
Returns By Period
In the year-to-date period, ESML achieves a 15.14% return, which is significantly higher than AVUV's 14.12% return.
ESML
15.14%
1.54%
9.85%
29.23%
10.77%
N/A
AVUV
14.12%
3.10%
9.47%
28.48%
16.34%
N/A
Key characteristics
| ESML | AVUV | |
|---|---|---|
| Sharpe Ratio | 1.67 | 1.45 |
| Sortino Ratio | 2.38 | 2.18 |
| Omega Ratio | 1.29 | 1.27 |
| Calmar Ratio | 1.63 | 2.80 |
| Martin Ratio | 9.24 | 7.37 |
| Ulcer Index | 3.32% | 4.17% |
| Daily Std Dev | 18.39% | 21.14% |
| Max Drawdown | -41.97% | -49.42% |
| Current Drawdown | -4.07% | -3.46% |
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ESML vs. AVUV - Expense Ratio Comparison
ESML has a 0.17% expense ratio, which is lower than AVUV's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between ESML and AVUV is 0.93, 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
ESML vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) 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
ESML vs. AVUV - Dividend Comparison
ESML's dividend yield for the trailing twelve months is around 1.09%, less than AVUV's 1.54% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
ESML iShares ESG Aware MSCI USA Small-Cap ETF | 1.09% | 1.31% | 1.46% | 0.94% | 0.99% | 1.10% | 1.07% |
AVUV Avantis U.S. Small Cap Value ETF | 1.54% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% |
Drawdowns
ESML vs. AVUV - Drawdown Comparison
The maximum ESML drawdown since its inception was -41.97%, smaller than the maximum AVUV drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for ESML and AVUV. For additional features, visit the drawdowns tool.
Volatility
ESML vs. AVUV - Volatility Comparison
The current volatility for iShares ESG Aware MSCI USA Small-Cap ETF (ESML) is 6.37%, while Avantis U.S. Small Cap Value ETF (AVUV) has a volatility of 8.73%. This indicates that ESML 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.