PortfoliosLab logo
SCZ vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCZ and AVDV is 0.94, 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.


-0.50.00.51.00.9

Maximize Your Portfolio’s Potential

Does your portfolio have the optimal asset allocation aligned with your goals? Find it out with our portfolio optimizer

Try portfolio optimization now

Performance

SCZ vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Small-Cap ETF (SCZ) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%SeptemberOctoberNovemberDecember2025February
2.14%
4.99%
SCZ
AVDV

Key characteristics

Sharpe Ratio

SCZ:

0.89

AVDV:

1.40

Sortino Ratio

SCZ:

1.30

AVDV:

1.91

Omega Ratio

SCZ:

1.16

AVDV:

1.25

Calmar Ratio

SCZ:

0.64

AVDV:

2.38

Martin Ratio

SCZ:

2.58

AVDV:

5.33

Ulcer Index

SCZ:

4.66%

AVDV:

3.65%

Daily Std Dev

SCZ:

13.58%

AVDV:

13.90%

Max Drawdown

SCZ:

-61.86%

AVDV:

-43.01%

Current Drawdown

SCZ:

-10.08%

AVDV:

-0.75%

Returns By Period

The year-to-date returns for both investments are quite close, with SCZ having a 5.61% return and AVDV slightly higher at 5.85%.


SCZ

YTD

5.61%

1M

6.51%

6M

2.14%

1Y

9.50%

5Y*

3.51%

10Y*

5.48%

AVDV

YTD

5.85%

1M

6.53%

6M

4.99%

1Y

17.17%

5Y*

8.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI EAFE Small-Cap ETF

SCZ vs. AVDV - Expense Ratio Comparison

SCZ has a 0.40% expense ratio, which is higher than AVDV's 0.36% expense ratio.


Expense ratio chart for SCZ: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

SCZ vs. AVDV — Risk-Adjusted Performance Rank

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

SCZ
The Risk-Adjusted Performance Rank of SCZ is 2929
Overall Rank
The Sharpe Ratio Rank of SCZ is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of SCZ is 3030
Sortino Ratio Rank
The Omega Ratio Rank of SCZ is 2929
Omega Ratio Rank
The Calmar Ratio Rank of SCZ is 2929
Calmar Ratio Rank
The Martin Ratio Rank of SCZ is 2727
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 5858
Overall Rank
The Sharpe Ratio Rank of AVDV is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 5555
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 7171
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCZ vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Small-Cap ETF (SCZ) 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.


The chart of Sharpe ratio for SCZ, currently valued at 0.89, compared to the broader market0.002.004.000.891.40
The chart of Sortino ratio for SCZ, currently valued at 1.30, compared to the broader market0.005.0010.001.301.91
The chart of Omega ratio for SCZ, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.25
The chart of Calmar ratio for SCZ, currently valued at 0.64, compared to the broader market0.005.0010.0015.0020.000.642.38
The chart of Martin ratio for SCZ, currently valued at 2.58, compared to the broader market0.0020.0040.0060.0080.00100.002.585.33
SCZ
AVDV

The current SCZ Sharpe Ratio is 0.89, which is lower than the AVDV Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of SCZ 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.89
1.40
SCZ
AVDV

Dividends

SCZ vs. AVDV - Dividend Comparison

SCZ's dividend yield for the trailing twelve months is around 3.31%, less than AVDV's 4.07% yield.


TTM20242023202220212020201920182017201620152014
SCZ
iShares MSCI EAFE Small-Cap ETF
3.31%3.50%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%
AVDV
Avantis International Small Cap Value ETF
4.07%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SCZ vs. AVDV - Drawdown Comparison

The maximum SCZ drawdown since its inception was -61.86%, which is greater than AVDV's maximum drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for SCZ and AVDV. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.08%
-0.75%
SCZ
AVDV

Volatility

SCZ vs. AVDV - Volatility Comparison

iShares MSCI EAFE Small-Cap ETF (SCZ) and Avantis International Small Cap Value ETF (AVDV) have volatilities of 3.43% and 3.39%, 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.43%
3.39%
SCZ
AVDV

User Portfolios with SCZ or AVDV


irinaX
9%
YTD
MSTR
LGGG.L
AVDV
XLG
DFIV
AVDV
SCHF
VXUS
1 / 33

Recent discussions