WTV vs. AVLV

Last updated Jun 5, 2026

WTV (WisdomTree US Value ETF) and AVLV (Avantis U.S. Large Cap Value ETF) are both Large Cap Value Equities funds. WTV is passively managed, while AVLV is actively managed. Over the past 3 years, WTV returned 22.93%/yr vs 23.56%/yr for AVLV. Their correlation of 0.93 suggests significant overlap in exposure. WTV charges 0.12%/yr vs 0.15%/yr for AVLV.

Performance

WTV vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Value ETF (WTV) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTV achieves a 11.47% return, which is significantly lower than AVLV's 20.96% return.

WTV

• 1D: 0.86%
• 1M: 4.50%
• YTD: 11.47%
• 6M: 12.37%
• 1Y: 25.21%
• 3Y*: 22.93%
• 5Y*: 13.36%
• 10Y*: —

AVLV

• 1D: 0.26%
• 1M: 4.59%
• YTD: 20.96%
• 6M: 22.23%
• 1Y: 39.78%
• 3Y*: 23.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WTV vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
WTV WisdomTree US Value ETF	11.47%	13.51%	23.99%	22.35%	-8.06%	5.18%
AVLV Avantis U.S. Large Cap Value ETF	20.96%	15.12%	17.49%	17.43%	-5.53%	5.92%

Correlation

The correlation between WTV and AVLV is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Sep 24, 2021	0.93

The correlation between WTV and AVLV shifts across timeframes, from 0.82 (1 year) to 0.93 (all time), reflecting how their relationship changes across market environments.

WTV vs. AVLV - Sectors Allocation Comparison

Sectors	WTV	AVLV
Financial Services	19.5%	16.3%
Technology	15.3%	17.2%
Consumer Cyclical	10.7%	14.1%
Consumer Defensive	10.7%	7.7%
Industrials	10.5%	15.4%
Healthcare	7.3%	5.6%
Communication Services	6.9%	6.9%
Energy	6.8%	14.4%
Real Estate	5.3%	0.1%
Utilities	4.8%	0.3%
Basic Materials	2.2%	2.0%

Return for Risk

WTV vs. AVLV — Risk / Return Rank

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

WTV

WTV Risk / Return Rank: 67
WTV Sharpe Ratio Rank: 66
WTV Sortino Ratio Rank: 70
WTV Omega Ratio Rank: 64
WTV Calmar Ratio Rank: 72
WTV Martin Ratio Rank: 64

AVLV

AVLV Risk / Return Rank: 92
AVLV Sharpe Ratio Rank: 92
AVLV Sortino Ratio Rank: 92
AVLV Omega Ratio Rank: 91
AVLV Calmar Ratio Rank: 92
AVLV Martin Ratio Rank: 93

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.

WTV vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	WTV	AVLV	Difference
Sharpe ratio: Return per unit of total volatility	2.15	3.26	-1.12
Sortino ratio: Return per unit of downside risk	3.14	4.50	-1.36
Omega ratio: Gain probability vs. loss probability	1.38	1.59	-0.21
Calmar ratio: Return relative to maximum drawdown	3.54	6.25	-2.71
Martin ratio: Return relative to average drawdown	11.55	25.03	-13.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTV vs. AVLV - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 2.15, which is lower than the AVLV Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of WTV and AVLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WTV	AVLV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.15	3.26	-1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.87	-0.19

Drawdowns

WTV vs. AVLV - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for WTV and AVLV.

Drawdown Indicators

	WTV	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-42.18%	-19.50%	-22.68%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-6.39%	-0.76%
Max Drawdown (3Y) Largest decline over 3 years	-18.49%	-19.50%	+1.01%
Max Drawdown (5Y) Largest decline over 5 years	-19.30%	—	—
Current Drawdown Current decline from peak	-0.11%	0.00%	-0.11%
Average Drawdown Average peak-to-trough decline	-5.05%	-3.93%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	1.59%	+0.60%

Volatility

WTV vs. AVLV - Volatility Comparison

WisdomTree US Value ETF (WTV) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 3.01% and 2.90%, 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.

Volatility by Period

	WTV	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.01%	2.90%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	7.92%	9.04%	-1.12%
Volatility (1Y) Calculated over the trailing 1-year period	11.82%	12.27%	-0.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	17.34%	-0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.20%	17.34%	+2.86%

WTV vs. AVLV - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is lower than AVLV's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

WTV vs. AVLV - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.64%, more than AVLV's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
AVLV Avantis U.S. Large Cap Value ETF	1.06%	1.33%	1.58%	1.85%	2.00%	0.29%	0.00%	0.00%	0.00%	0.00%
WTV WisdomTree US Value ETF	1.64%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%

Frequently Asked Questions

Can I hold both WTV and AVLV in my portfolio?

WTV and AVLV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTV or AVLV?

WTV has higher volatility (3.01%) compared to AVLV (2.90%). In terms of maximum drawdown, WTV dropped -42.18% vs AVLV's -19.50%.

Which ETF is better, WTV or AVLV?

On 3-year performance, AVLV leads with 23.56% vs 22.93% for WTV. On fees, WTV is cheaper at 0.12% per year. On volatility, AVLV has been the lower-risk option at 2.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTV or AVLV?

Over the 3-year period, AVLV has performed better with a 23.56% return vs 22.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTV or AVLV?

WTV is cheaper with a 0.12% expense ratio, compared with 0.15% for AVLV.

Which ETF pays a higher dividend yield, WTV or AVLV?

WTV has the higher dividend yield at 1.64%, compared with 1.06% for AVLV.

What is the main difference between WTV and AVLV?

They also come from different issuers: WisdomTree and Avantis. Their fees differ too: 0.12% for WTV and 0.15% for AVLV.

Which has better risk-adjusted returns?

AVLV currently has the higher Sharpe Ratio (3.26 vs 2.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.