Correlation
The correlation between QSML and AVDV is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
QSML vs. AVDV
Compare and contrast key facts about Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Avantis International Small Cap Value ETF (AVDV).
QSML and AVDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QSML is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross. It was launched on Jan 23, 2024. 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: QSML or AVDV.
Performance
QSML vs. AVDV - Performance Comparison
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Key characteristics
QSML:
-0.01
AVDV:
1.07
QSML:
0.16
AVDV:
1.49
QSML:
1.02
AVDV:
1.21
QSML:
-0.02
AVDV:
1.33
QSML:
-0.04
AVDV:
4.67
QSML:
10.28%
AVDV:
4.04%
QSML:
24.73%
AVDV:
18.35%
QSML:
-28.54%
AVDV:
-43.01%
QSML:
-14.67%
AVDV:
-0.03%
Returns By Period
In the year-to-date period, QSML achieves a -7.47% return, which is significantly lower than AVDV's 18.90% return.
QSML
-7.47%
7.34%
-14.32%
-1.12%
N/A
N/A
N/A
AVDV
18.90%
7.52%
17.32%
18.27%
12.79%
15.48%
N/A
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QSML vs. AVDV - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is higher than AVDV's 0.36% expense ratio.
Risk-Adjusted Performance
QSML vs. AVDV — Risk-Adjusted Performance Rank
QSML
AVDV
QSML vs. AVDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) 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.
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Dividends
QSML vs. AVDV - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.35%, less than AVDV's 3.62% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.35% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.62% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
Drawdowns
QSML vs. AVDV - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for QSML and AVDV.
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Volatility
QSML vs. AVDV - Volatility Comparison
Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) has a higher volatility of 6.50% compared to Avantis International Small Cap Value ETF (AVDV) at 2.74%. This indicates that QSML'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.
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