MCSE vs. AVES

In the year-to-date period, MCSE achieves a 7.14% return, which is significantly lower than AVES's 11.19% return.

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MCSE has a 0.59% expense ratio, which is higher than AVES's 0.36% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Martin Currie Sustainable International Equity ETF (MCSE) and Avantis Emerging Markets Value ETF (AVES). 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.

The current MCSE Sharpe Ratio is -0.24, which is lower than the AVES Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of MCSE and AVES, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MCSE's dividend yield for the trailing twelve months is around 0.58%, less than AVES's 3.68% yield.

The maximum MCSE drawdown since its inception was -26.36%, roughly equal to the maximum AVES drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for MCSE and AVES.

Martin Currie Sustainable International Equity ETF (MCSE) and Avantis Emerging Markets Value ETF (AVES) have volatilities of 3.99% and 4.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.