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QSML vs. AVDV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QSML vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

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QSML vs. AVDV - Yearly Performance Comparison


2026 (YTD)20252024
QSML
Wisdomtree U.S. Smallcap Quality Growth Fund
-3.09%5.49%10.38%
AVDV
Avantis International Small Cap Value ETF
6.39%49.37%10.15%

Returns By Period

In the year-to-date period, QSML achieves a -3.09% return, which is significantly lower than AVDV's 6.39% return.


QSML

1D
2.75%
1M
-5.17%
YTD
-3.09%
6M
-0.81%
1Y
15.25%
3Y*
5Y*
10Y*

AVDV

1D
3.37%
1M
-9.19%
YTD
6.39%
6M
14.02%
1Y
48.30%
3Y*
24.07%
5Y*
13.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

QSML vs. AVDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QSML
QSML Risk / Return Rank: 3939
Overall Rank
QSML Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
QSML Sortino Ratio Rank: 4141
Sortino Ratio Rank
QSML Omega Ratio Rank: 3636
Omega Ratio Rank
QSML Calmar Ratio Rank: 4141
Calmar Ratio Rank
QSML Martin Ratio Rank: 4141
Martin Ratio Rank

AVDV
AVDV Risk / Return Rank: 9696
Overall Rank
AVDV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AVDV Sortino Ratio Rank: 9696
Sortino Ratio Rank
AVDV Omega Ratio Rank: 9797
Omega Ratio Rank
AVDV Calmar Ratio Rank: 9494
Calmar Ratio Rank
AVDV Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QSML vs. AVDV - Risk-Adjusted Trends 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.


QSMLAVDVDifference

Sharpe ratio

Return per unit of total volatility

0.67

2.64

-1.97

Sortino ratio

Return per unit of downside risk

1.14

3.33

-2.19

Omega ratio

Gain probability vs. loss probability

1.14

1.55

-0.40

Calmar ratio

Return relative to maximum drawdown

1.03

3.54

-2.51

Martin ratio

Return relative to average drawdown

3.82

14.87

-11.05

QSML vs. AVDV - Sharpe Ratio Comparison

The current QSML Sharpe Ratio is 0.67, which is lower than the AVDV Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of QSML and AVDV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QSMLAVDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.67

2.64

-1.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.74

-0.47

Correlation

The correlation between QSML and AVDV is 0.60, 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.


Dividends

QSML vs. AVDV - Dividend Comparison

QSML's dividend yield for the trailing twelve months is around 0.64%, less than AVDV's 2.99% yield.


TTM2025202420232022202120202019
QSML
Wisdomtree U.S. Smallcap Quality Growth Fund
0.64%0.62%0.32%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
2.99%3.05%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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Drawdown Indicators


QSMLAVDVDifference

Max Drawdown

Largest peak-to-trough decline

-28.54%

-43.01%

+14.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-13.19%

-1.25%

Max Drawdown (5Y)

Largest decline over 5 years

-28.08%

Current Drawdown

Current decline from peak

-8.26%

-9.19%

+0.93%

Average Drawdown

Average peak-to-trough decline

-6.31%

-6.88%

+0.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.14%

+0.75%

Volatility

QSML vs. AVDV - Volatility Comparison

The current volatility for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) is 6.17%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 7.89%. This indicates that QSML experiences smaller price fluctuations and is considered to be less risky than AVDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QSMLAVDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.17%

7.89%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

12.07%

+0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.86%

18.40%

+4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.27%

17.14%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.27%

19.76%

+1.51%