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WTED.DE vs. AVDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTED.DE and AVDV is 0.65, 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.


-0.50.00.51.00.6

Performance

WTED.DE vs. AVDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) and Avantis International Small Cap Value ETF (AVDV). The values are adjusted to include any dividend payments, if applicable.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
-5.38%
2.26%
WTED.DE
AVDV

Key characteristics

Sharpe Ratio

WTED.DE:

0.72

AVDV:

1.17

Sortino Ratio

WTED.DE:

1.06

AVDV:

1.63

Omega Ratio

WTED.DE:

1.14

AVDV:

1.21

Calmar Ratio

WTED.DE:

0.97

AVDV:

2.00

Martin Ratio

WTED.DE:

3.49

AVDV:

4.47

Ulcer Index

WTED.DE:

2.56%

AVDV:

3.65%

Daily Std Dev

WTED.DE:

12.47%

AVDV:

13.90%

Max Drawdown

WTED.DE:

-16.52%

AVDV:

-43.01%

Current Drawdown

WTED.DE:

-2.05%

AVDV:

-1.49%

Returns By Period

In the year-to-date period, WTED.DE achieves a 1.61% return, which is significantly lower than AVDV's 5.07% return.


WTED.DE

YTD

1.61%

1M

1.56%

6M

1.83%

1Y

7.36%

5Y*

N/A

10Y*

N/A

AVDV

YTD

5.07%

1M

5.26%

6M

2.27%

1Y

16.09%

5Y*

8.61%

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.


WTED.DE vs. AVDV - Expense Ratio Comparison

WTED.DE has a 0.54% expense ratio, which is higher than AVDV's 0.36% expense ratio.


WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
Expense ratio chart for WTED.DE: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
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

WTED.DE vs. AVDV — Risk-Adjusted Performance Rank

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

WTED.DE
The Risk-Adjusted Performance Rank of WTED.DE is 3131
Overall Rank
The Sharpe Ratio Rank of WTED.DE is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of WTED.DE is 2525
Sortino Ratio Rank
The Omega Ratio Rank of WTED.DE is 2626
Omega Ratio Rank
The Calmar Ratio Rank of WTED.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of WTED.DE is 3838
Martin Ratio Rank

AVDV
The Risk-Adjusted Performance Rank of AVDV is 4848
Overall Rank
The Sharpe Ratio Rank of AVDV is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of AVDV is 4343
Sortino Ratio Rank
The Omega Ratio Rank of AVDV is 4444
Omega Ratio Rank
The Calmar Ratio Rank of AVDV is 6262
Calmar Ratio Rank
The Martin Ratio Rank of AVDV is 4444
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.

WTED.DE vs. AVDV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) 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.


Sharpe ratio
The chart of Sharpe ratio for WTED.DE, currently valued at 0.19, compared to the broader market0.002.004.000.191.06
The chart of Sortino ratio for WTED.DE, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.0012.000.351.49
The chart of Omega ratio for WTED.DE, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.19
The chart of Calmar ratio for WTED.DE, currently valued at 0.20, compared to the broader market0.005.0010.0015.000.201.80
The chart of Martin ratio for WTED.DE, currently valued at 0.49, compared to the broader market0.0020.0040.0060.0080.00100.000.493.95
WTED.DE
AVDV

The current WTED.DE Sharpe Ratio is 0.72, which is lower than the AVDV Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of WTED.DE 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
0.19
1.06
WTED.DE
AVDV

Dividends

WTED.DE vs. AVDV - Dividend Comparison

WTED.DE's dividend yield for the trailing twelve months is around 3.21%, less than AVDV's 4.10% yield.


TTM2024202320222021202020192018201720162015
WTED.DE
WisdomTree Emerging Markets SmallCap Dividend UCITS ETF
3.21%4.72%3.50%4.17%2.79%3.04%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
4.10%4.31%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%

Drawdowns

WTED.DE vs. AVDV - Drawdown Comparison

The maximum WTED.DE drawdown since its inception was -16.52%, smaller than the maximum AVDV drawdown of -43.01%. Use the drawdown chart below to compare losses from any high point for WTED.DE and AVDV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.38%
-1.49%
WTED.DE
AVDV

Volatility

WTED.DE vs. AVDV - Volatility Comparison

The current volatility for WisdomTree Emerging Markets SmallCap Dividend UCITS ETF (WTED.DE) is 2.14%, while Avantis International Small Cap Value ETF (AVDV) has a volatility of 3.59%. This indicates that WTED.DE 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.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
2.14%
3.59%
WTED.DE
AVDV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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